MATH1850U/2050U: Chapter 1 1

LINEAR SYSTEMS

Introduction to Systems of Linear Equations (1.1; pg.2)

Definition: A linear equation in the n variables,
n
x x x , ,
2 1
is defined to be an
equation that can be written in the form:
b x a x a x a
n n
= + + +
2 2 1 1

where
n
a a a , ,
2 1
and b are real constants. The
i
a are called the coefficients, and the
variables
i
x are sometimes called the unknowns. If it cannot be written in this form, it is
called a nonlinear equation.


Examples:
4 3 2 1
8 10 6 5 x x x x + = +


4
2
2 3 1
6 3 9 x x x x =


9 7
3 2 1
= + x x x t


Application: Suppose that $100 is invested in 3 stocks. If A , B, and C, denote the
number of shares of each stock that are purchased and they have units costs $5, $1.5, and
$3 respectively, write the linear equation describing this scenario.



Definition: A solution of a linear equation b x a x a x a
n n
= + + +
2 2 1 1
is a sequence
(or n-tuple) of n numbers
n
s s s , ,
2 1
such that the equation is satisfied when we
substitute
n n
s x s x s x = = = , ,
2 2 1 1
in the equation. The set of ALL solutions of the
equation is called the solution set (or sometimes the general solution) of the equation.

Example:









MATH1850U/2050U: Chapter 1 2
Definition: A finite set of linear equations in n variables,
n
x x x , ,
2 1
, is called a system
of linear equations or a linear system. A sequence of n numbers
n
s s s , ,
2 1
is a
solution of the system of linear equations if
n n
s x s x s x = = = , ,
2 2 1 1
is a solution of
every equation in the system.

Exercise: Verify that 1 , 1 , 1 = = = z y x is a solution of the linear system:
1 2
4 3
2 3 2
=
= +
= +
z y
y x
z y x









Question: Does every system of equations have a solution?


Definition: A system of equations that has no solutions is said to be inconsistent. If
there is at least of solution of the system, it is called consistent.



Example (one solution):



Example (no solutions):



Example (infinitely many solutions):




Question: What do the above cases correspond to geometrically?





MATH1850U/2050U: Chapter 1 3
Extension: Now lets say we have 3 equations in 3 unknownsthen what? How many
solutions are possible? What is the geometric interpretation?







Ok, finally, lets extend this even furthern equations in n unknowns.

Theorem: A system of linear equations has either no solution, exactly one solution, or
infinitely many solutions.


Ok, so we know what to expect in terms of solutions, but how do we solve so many
equations in so many unknowns???


Definition: An arbitrary set of m equations in n unknowns

m n mn m m
n n
n n
b x a x a x a
b x a x a x a
b x a x a x a
= + + +
= + + +
= + + +

2 2 1 1
2 2 2 22 1 21
1 1 2 12 1 11

can be written more concisely in augmented matrix form:

(
(
(
(

m mn m m
n
n
b a a a
b a a a
b a a a

2 1
2 2 22 21
1 1 12 11



Note: The first row of the matrix corresponds to the coefficients in the 1
st
equation, the
2
nd
row to the coefficients of the 2
nd
equation, etc. Likewise, the 1
st
column of the matrix
corresponds to the coefficients of the 1
st
variable, the 2
nd
column to the coefficients of the
2
nd
variable, etc.
MATH1850U/2050U: Chapter 1 4
Example: Write the linear system in augmented matrix form:
1 2
4 3
2 3 2
=
= +
= +
z y
y x
z y x
.




Example: Suppose we have
(
(
(

7
2
3
1
5
8
0
1
2
0
0
1
. What is the solution to the system?






So how does this help???


















Example: Use elementary row operations to replace the system of equations with
another system that has the same solution, but is easier to solve. Then solve the resulting
system.
2 4
0 3
2
3 2 1
3 2 1
3 2 1
= +
= + +
= + +
x x x
x x x
x x x




Definition: You find solutions to systems of linear equations using three types of
operations on an augmented matrix (or the system of equations itself, in brackets):
- Multiply a row (equation) through by a nonzero constant
- Interchange two rows (equations)
- Add a multiple of one row (equation) to another
These are called Elementary Row Operations.
MATH1850U/2050U: Chapter 1 5

















Note: If we continue doing row operations to make the leading entry in each row a 1,
then the resulting system is said to be in row echelon form which well discuss in a
moment.



Gaussian Elimination (1.2; pg. 11)


Definition: A matrix is said to be in reduced row-echelon form if it has the following 4
properties (if only the 1
st
3 properties are satisfied, it is said to be in row-echelon form).
1. If a row does not consist entirely of zeroes, then the first nonzero number in the
row is a 1. This is called a leading 1.
2. If there are any rows that consist entirely of zeroes, then they are grouped together
at the bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeroes, the leading 1 in
the lower row occurs farther to the right than the leading 1 in the higher row.
4. Each column that contains a leading 1 has zeroes everywhere else.




Examples: Are these RREF, REF, or neither?

MATH1850U/2050U: Chapter 1 6
So, why are we doing this? Well, once youve got a system in one of these forms,
finding the solution is super-easy.

Example: Consider the augmented matrices
(
(
(
(

3 1 6 1
6 1 1 4
9 5 2 3
4 1 1 2
and
(
(
(
(

0 0 0 0
1 1 0 0
1 0 1 0
2 0 0 1

(you cant tell just by looking at them, but the 2
nd
matrix and the 1
st
one are actually
equivalent systems...i.e. the 2
nd
one is the RREF of the 1
st
one)





More Examples (augmented matrices):
(
(
(

0 0 0
7 1 0
2 0 1

(

0 1 0 0
5 0 0 1

(

3 0 0 0
5 2 0 1

(
(
(
(

0 0 0 0
0 0 0 0
9 5 1 0
7 8 0 1







Terminology: A leading variable is a variable that has a leading 1 in its column and a
free variable is a variable that has no leading 1 in its column.

Example:
2 5
1 7 5 2
3 2
5 4 3 2 1
= +
= + +
x x
x x x x x





Now that weve covered some important definitions, lets return to solving the system.

Definition: Solving by reducing to row echelon form and then using back-substitution is
called Gaussian Elimination. Solving by reducing to reduced-row echelon form is
called Gauss-Jordan Elimination.
[Pictures from Wikipedia]
MATH1850U/2050U: Chapter 1 7
Gaussian Elimination Algorithm (to get matrix to row-reduced form):

1. Locate the 1
st
non-zero column...if it doesnt contain a leading 1, create a leading
1 using an elementary row operation.
2. Move the leading 1 to the top of that column by switching 2 rows.
3. Use the leading 1 to create 0s underneath it, using row operations.
4. Move onto the next column and repeat steps 1-4 working only with the rows
below the ones that the algorithm has already been applied to.



Example (Gaussian Elimination): Solve the system































MATH1850U/2050U: Chapter 1 8
Example (Gauss-Jordan elimination): Solve the system










































MATH1850U/2050U: Chapter 1 9
More Examples: Lets do some more examples of the end of the algorithm...suppose we
row-reduced the augmented matrix corresponding to a linear system and obtained:








Definition: A system of linear equations is said to be homogeneous if the constant terms
are all zero. That is, the 0 =
i
b for all i between 1 and n.
0
0
0
2 2 1 1
2 2 22 1 21
1 2 12 1 11
= + + +
= + + +
= + + +
n mn m m
n n
n n
x a x a x a
x a x a x a
x a x a x a

Some Properties of Homogeneous Systems:

- Every homogeneous system is consistent, because it has at least the solution
0 , 0 , 0
2 1
= = =
n
x x x . This is called the trivial solution.
- Either there is only the trivial solution, or there are infinitely many solutions
- A homogeneous system of equations with more unknowns than equations has
infinitely many solutions

Example:
0 7 5
0 2
3 2 1
3 2 1
= +
= +
x x x
x x x






MATH1850U/2050U: Chapter 1 10
Example: What conditions must
1
b ,
2
b , and
3
b satisfy in order for the system of
equations
3 3 2
2 3 1
1 3 2 1
2
b x x
b x x
b x x x
=
=
= + +
to be consistent?













Example: Determine the values of k for which the system of equations has:
i) no solutions;
ii) exactly one solution;
iii) infinitely many solutions.