Chapter 1.

Systems of Linear Equations

ThienNV

February 24, 2021

ThienNV Chapter 1. Systems of Linear Equations February 24, 2021 1 / 22

 Solutions and Elementary Operations

Definition
A system of m linear equations and n variables ( unknowns):



 a11 x1 + a12 x2 + · · · + a1n xn = b1

a x + a x + · · · + a x = b
21 1 22 2 2n n 2
(?) where aij , bi ∈ R


 · · ·

a x + a x + · · · + a x = b
m1 1 m2 2 mn n m

 
a11 a12 ··· a1n 
b1

 a21 a22 ··· a2n 
We say A =  the coefficient matrix, b =  b2 ,
  
· · · ··· ··· ··· ..
am1 am2 ··· amn .bm
 
a11 a12 ··· a1n b1
 a21 a22 ··· a2n b2 
Ā = [A|b] = A = 
 ···
 the augmented matrix.
··· ··· ··· ··· 
am1 am2 ··· amn bm

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 Solutions and Elementary Operations

Example
(
x + y = 36
is a system of 2 linear equations and 2 variables with
2x + 4y = 100
the augmented matrix:
 
1 1 36
Ā =
2 4 100

Example
(
x1 − 3x2 + 3x3 + x4 = 9
is a system of 2 equations and 4 variables,
4x2 − x3 = 6
with the augmented matrix
 
1 −3 3 1 9
Ā =
0 4 −1 0 6

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 Solutions and Elementary Operations

A system can has no solution or unique solution, or infinite solution.

Definition
A system has a solution is called consistent.
A system has no solution is called inconsistent.

Example
( (
x + y = 36 x = 22
is consistent ( unique solution ).
2x + 4y = 100 y = 14
(
x + y = 36
is inconsistent (no solution).
2x + 2y = 100

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 Solutions and Elementary Operations

Example

x + y − z = 1

Find the solution of 2x − y + z = 5 .

−x + 2y − 2z = −4


The system is equivalent to (by using operations R20 = −2R1 + R2 ,

R30 = R1 + R3 ) the following system

x + y − z = 1
 (
x +y −z =1
0x − 3y + 3z = 3 ⇔
 y − z = −1
0x + 3y − 3z = −3



x
 =2
which has infinite solutions of the form y = −1 + z = −1 + t .

z =t


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 Solutions and Elementary Operations

Definition
The following operations, called elementary operations, can routinely be
performed on systems of linear equations (rows of matrix) to produce
equivalent systems.
1. Interchange two equations/rows.
2. Multiply one equation/row by a nonzero number.
3. Add a multiple of one equation/row to a different equation/row.

Theorem
Suppose that a sequence of elementary operations is performed on a
system of linear equations. Then the resulting system has the same set of
solutions as the original, so the two systems are equivalent.

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 Solutions and Elementary Operations

Example
(
x + 2y = 1
Find the solution of the system .
2x + 3y = 5
The augmented matrix
   
1 2 1 −2R1 +R2 1 2 1
Ā = →
2 3 5 0 −1 3
 
−R2 1 2 1
→ .
0 1 −3

Hence the system is equivalent to the following system

(
x+ 2y = 1
y = −3
(
x =7
which has unique solution .
y = −3
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 Solutions and Elementary Operations

x + y − z
 =2
Find the solution of the system −x + 2y + 3z =5.

2x − y − 4z =6


The augmented matrix

   
1 1 −1 2 1 1 −1 2
R1 +R2 ,−2R1 +R3
Ā = −1 2
 3 5  −→  0 3 2 7 
2 −1 −4 6 0 −3 −2 2
 
1 1 −1 2
R2 +R3
−→  0 3 2 7 
0 0 0 9

x + y − z
 =2
We obtain an equivalent system 3y + 2z = 7 which is

0x + 0y + 0z =9

inconsistent.
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 Gaussian Elimination

Definition
A matrix is said to be in row-echelon if it satisfies the following three
conditions:
(i) All zero rows (consisting entirely of zeros) are at the bottom.
(ii) The first nonzero entry from the left in each nonzero row is a 1,
called the leading 1 for that row.
(iii) Each leading 1 is to the right of all leading 10 s in all rows above it.
A row-echelon matrix is reduced row-echelon if it satisfies:
(iv) Each leading 1 is the only nonzero entry in its column.

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 Gaussian Elimination

Example
 
1 2 3 4  
 
0 1 −2 1 1 0 0 0
1 2 3 4   0 1 0 0
0 1 0 1 0 0 1 3  
0 0 1 0
0 0 2 3 0 0 0 1
0 0 0 0
not row-echelon row-echelon
reduced row-echelon.
but not reduced

Example
   
1 2 −6 8 1 0 −6 5
0 0 1 3 0 1 2 −3
0 1 −5 6 0 0 0 0
is not in row-echelon. is in reduced row-echelon.

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 Gaussian Elimination

Theorem
Every matrix can be brought to (reduced) row-echelon form by a sequence
of elementary row operations.

Example
 
2 1 3 −3
Consider the matrix B =  1 −1 2 5 .
−2 5 1 4
The matrix B can be brought to row-echelon as:
   
1 −1 2 5 1 −1 2 5
R1 ↔R2 −2R1 +R2 , 2R1 +R3
B −→ 2 1 3 −3 −→ 0 3 −1 −13
−2 5 1 4 0 3 5 14
   
1 −1 2 5 1 −1 2 5
−R2 +R3 1/3R2 ,1/6R3
−→ 0 3 −1 −13 −→ 0 1 −1/3 −13/3 .
0 0 6 27 0 0 1 27/6

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 Gaussian Elimination

Example
 
1 −2 −1 3
Consider the matrix C = 2 −4 1 0 .
1 −2 −1 −1

The matrix C can be brought to reduced row-echelon form as:

   
1 −2 −1 3 1 −2 −1 3
−2R1 +R2 , −R1 +R3 1/3R2 , −1/4R3
C −→ 0 0 3 −6 −→ 0 0 1 −2
0 0 0 −4 0 0 0 1
   
1 −2 −1 0 1 −2 0 0
−3R3 +R1 , 2R3 +R2 R2 +R1
−→ 0 0 1 0 −→ 0 0 1 0 .
0 0 0 1 0 0 0 1

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 Gaussian Elimination

Rank of a matrix
Definition
The rank of matrix A is the number of leading 1s in any row-echelon
matrix to which A can be carried by row operations.

Example
 
1 1 −1 3
Find the rank of A = −1 4 5 −2.
1 6 3 4
Answer:
   
1 1 −1 3 1 1 −1 3
R1 +R2 , −R1 +R3
A −→ 0 5 4 1 −R−→
2 +R3 0 5 4 1
0 5 4 1 0 0 0 0

Hence rank(A) = 2.
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 Gaussian Elimination

Theorem
A system of m equations and n variables with coefficient matrix A and
augmented matrix Ā
The system is inconsistent if and only if rank(A) 6= rank(Ā).
The system has unique solution if and only if rank(A) = rank(Ā) = n.
The system has infinite solution if and only if
rank(A) = rank(Ā) < n. In this cases, the system has n − rank(A)
general solutions, the set of solutions described in parametric form
including n − rank(A) parameters.

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 Gaussian Elimination

Example
Find all values of m so that the system

 x + y + 3z = 1
−x + 3y + 2z = 3
3x − y + 4z = m


has infinitely many solutions.

Answer: This is a system of 3 equations and 3 variables.
   
1 1 3 1 1 1 3 1
R1 +R2 ,−3R1 +R3
Ā =  −1 3 2 3  −→  0 4 5 4 
3 −1 4 m 0 −4 −5 m − 3

  rank(A) = 2 < 3 (variables).

1 1 3 1 rank(Ā) = 2 if m = −1
R2 +R3
−→  0 4 5 4  rank(Ā) = 3 if m 6= −1.
0 0 0 m+1 The system has infinite solution if and
only if m = −1.
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 Gaussian Elimination

Example
The augmented matrix is given for a system of equations. If the system is
consistent, find the general solution. Otherwise state that there is no
solution.  
1 2 −3 −19
 0 1 4 4 
0 0 0 1
Answer: We can see rank(Ā) = 3, rank(A) = 2. The system has no
solution (inconsistent).

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 Gaussian Elimination

Example
The augmented matrix is given for a system of equations. If the system is
consistent, find the general solution. Otherwise state that there is no
solution.  
1 2 −3 8
 0 1 4 −3 
0 0 0 0
Answer: The system has 3 equations and 3 variables and

rank(A) = rank(Ā) = 2 < 3.

The system has infinite solution:


x1 = 8 + 3x3 − 2x2 = 14 + 7s
( 
x1 + 2x2 − 3x3 = 8
⇔ x2 = −3 − 4x3 = −3 − 4s
x2 + 4x3 = −3 
x3 = s


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 Homogeneous Systems

Definition
A homogeneous system consists of m linear equations and n variables:



 a11 x1 + a12 x2 + · · · + a1n xn = 0

a x + a x + · · · + a x = 0
21 1 22 2 2n n
(?) where aij ∈ R.


 · · ·

a x + a x + · · · + a x = 0
m1 1 m2 2 mn n

Example

3x1 − x2 + x3 = 0

2x1 + 4x2 − 5x3 = 0 is a homogeneous system of 3 equations and 3

x1 + 2x2 − x3 = 0

variables.

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 Homogeneous Systems

Note.
1. A homogeneous system always has a trivial solution
(x1 , x2 , · · · , xn ) = (0, 0, · · · , 0).
2. If it has a non-trivial solution, then it has infinite solution.

Theorem
Given a homogeneous solution of m-equation and n-variables with the
coefficient matrix Am×n .
If rank(A) < n, then the system has infinite solutions (solutions can
be formed under n − rank(A) basic solutions).
If rank(A) = n, then the system has only trivial solution.

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 Homogeneous Systems

Example
x1 +2x2 −x3 +2x4 +x5 = 0
Solve the following system x1 +2x2 +2x3 +x5 = 0 .
2x1 +4x2 −2x3 +3x4 +x5 = 0
The coefficient matrix
   
1 2 −1 2 1 1 2 −1 2 1
−R1 +R2 , −2R1 +R3
A = 1 2 2 0 1 −→ 0 0 3 −2 0  .
2 4 −2 3 1 0 0 0 −1 −1

  x1 = −2x2 + x3 − 2x4 − x5
1 2 −1

2 1 


 = −2t + 1/3s
→ 0 0 1 −2/3 0 . 


x
0 0 0 1 1 2 =t

x3 = 2/3x4 = −2/3s
Rank(A) = 3.



x4 = −x5 = −s
The system has infinite



x5 =s
solution:
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 Homogeneous Systems

Example
Find all values of a such that the homogeneous system

 x − 2y + z = 0
x − y + 3z = 0
2x + ay + 4z = 0


has only the trivial solution.

Answer: The coefficient matrix

   
1 −2 1 1 −2 1
−R1 +R2 , −2R1 +R3
A = 1 −1 3 −→ 0 1 2
2 a 4 0 a+4 2
 
1 −2 1
−(a+4)R2 +R3
−→ 0 1 2 .
0 0 2 − 2(a + 4)

We need rank(A) = 3. This implies that 2 − 2(a + 4) 6= 0, i.e., a 6= −3.

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 Homogeneous Systems

Exercises

1.1 : 1, 2, 8, 9, 10, 19 (page 8, 9).

1.2 : 1, 2a, 3, 4d, 5ace, 7ab, 8ad, 9a, 11acd, 22 (page 17-19).
1.3 : 1, 2ad, 3bc, 5ab (page 26, 27).

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