Linear Equations in Linear Algebra

1 Definitions and Terms

1.1 Systems of Linear Equations

A linear equation in the variables x1 , x2 , . . ., xn is an equation that can be written in the form
a1 x1 + a2 x2 + . . . an xn = b, where a1 , . . ., an are the coefficients. A system of linear equations (or a
linear system) is a collection of one or more linear equations involving the same variables. A solution
of a linear system is a list of numbers that makes each equation a true statement. The set of all possible
solutions is called the solution set of the linear system. Two linear systems are called equivalent if
they have the same solution set. A linear system is said to be consistent, if it has either one solution or
infinitely many solutions. A system is inconsistent if it has no solutions.

1.2 Matrices
The essential information of a linear system can be recorded compactly in a rectangular array called a
matrix. A matrix containing only the coefficients of a linear system is called the coefficient matrix,
while a matrix also including the constant at the end of a linear equation, is called an augmented
matrix. The size of a matrix tells how many columns and rows it has. An m × n matrix has m rows
and n columns.
There are three elementary row operations. Replacement adds to one row a multiple of another.
Interchange interchanges two rows. Scaling multiplies all entries in a row by a nonzero constant. Two
matrices are row equivalent if there is a sequence of row operations that transforms one matrix into
the other. If the augmented matrices of two linear systems are row equivalent, then the two systems have
the same solution set.

1.3 Matrix Types

A leading entry of a row is the leftmost nonzero entry in the row. A rectangular matrix is in echelon
form (and thus called an echelon matrix) if all nonzero rows are above any rows of all zeros, if each
leading entry of a row is in a column to the right to the leading entry of the row above it, and all entries
in a column below a leading entry are zeros. A matrix in echelon form is in reduced echelon form if
also the leading entry in each nonzero row is 1, and each leading 1 is the only nonzero entry in its column.
If a matrix A is row equivalent to an echelon matrix U , we call U an echelon form of A.
A pivot position in a matrix A is a location in A the corresponds to a leading 1 in the reduced echelon
form of A. A pivot column is a column of A that contains a pivot position. Variables corresponding to
pivot columns in the matrix are called basic variables. The other variables are called free variables.
A general solution of a linear system gives an explicit description of all solutions.

1.4 Vectors
A matrix with only one column is called a vector. Two vectors are equal if, and only if, their corre-
sponding entries are equal. A vector whose entries are all zero is called the zero vector, and is denoted

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by 0. If v1 , . . ., vp are in Rn , then the set of all linear combinations of v1 , . . ., vp is denoted by Span{v1 ,
. . ., vp } and is called the subset of Rn spanned by v1 , . . ., vp . So Span{v1 , . . ., vp } is the collection
of all vectors that can be written in the form c1 v1 + c2 v2 + . . . + cp vp with c1 , c2 , . . ., cp scalars.

1.5 Matrix Equations

If A is an m × n matrix, with columns a1 , . . ., an , and if x is in Rn , then the product of A and x,
denoted by Ax, is the linear combination of the columns of A using the corresponding entries
in x as weights. That is, Ax = [a1 a2 . . . an ] x = x1 a1 + x2 a2 + . . . + xn an . Ax is a vector in Rm .
An equation in the form Ax = b is called a matrix equation.
I is called an identity matrix, and has 1’s on the diagonal and 0’s elsewhere. In is the identity matrix
of size n × n. It is always true that In x = x for every x in Rn .

1.6 Solution Sets of Linear Systems

A system of linear equations is said to be homogeneous if it can be written in the form Ax = 0.
Such a system always has the solution x = 0, which is called the trivial solution. The important
question is whether there are nontrivial solutions, that is, a nonzero vector x such that Ax = 0.
The total set of solutions can be described by a parametric vector equation, which is in the form
x = a1 u1 + a2 u2 + . . . + an un .

1.7 Linear Independence

An indexed set of vectors {v1 , v2 , . . ., vp } in Rn is said to be linearly independent if the vector
equation x1 v1 + x2 v2 + . . . + xp vp = 0 has only the trivial solution. The set is said to be linearly
dependent if there exist weights c1 , c2 , . . ., cp , not all zero, such that c1 v1 + c2 v2 + . . . + cp vp = 0. This
equation is called a linear dependence relation among v1 , v2 , . . ., vp . Also, the columns of a matrix
A are linearly independent if, and only if, the equation Ax = 0 has only the trivial solution.

1.8 Linear Transformations

A transformation (or function or mapping) T from Rn to Rm is a rule that assigns to each vector x
in Rn a vector T (x) in Rm . For x in Rn , the vector T (x) in Rm is called the image of x. The set Rn is
called the domain of T , and Rm is called the codomain. The set of all images T (x) is called the range
of T .
A mapping T : Rn → Rm is said to be onto Rm if each b in Rm is the image of at least one x in Rn .
That is, if the range and the codomain coincide. A mapping T : Rn → Rm is said to be one-to-one if
each b in Rm is the image of at most one x in Rn . If a mapping T : Rn → Rm is both onto Rm and
one-to-one, then for every b in Rm Ax = b has a unique solution. That is, there is exactly 1 x such that
Ax = b.

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2 Theorems
1. Each matrix is row equivalent to one, and only one, reduced echelon matrix.
2. A linear system is consistent if, and only if the rightmost column of the augmented matrix is not a
pivot column.

3. If a linear system is consistent, and if there are no free variables, there exists only 1 solution. If
there are free variables, the solution set contains infinitely many solutions.
4. A vector equation x1 a1 + x2 a2 + . . . + xn an = b has the same solution set as the linear system
whose augmented matrix is [a1 a2 . . . an b].
5. A vector b is in Span{v1 , . . ., vp } if, and only if the linear system with augmented matrix
[v1 v2 . . . vp b] has a solution.
6. If A is an m × n matrix, and if b is in Rm , the matrix equation Ax = b has the same solution set
as the linear system whose augmented matrix is [a1 a2 . . . an b].
7. The following four statements are equivalent for a particular m × n coefficient matrix A. That is,
if one is true, then all are true, and if one is false, then all are false:
(a) For each b in Rm , the equation Ax = b has a solution.
(b) Each b in Rm is a linear combination of the columns of A.
(c) The columns of A span Rm .
(d) A has a pivot position in every row.

8. The homogeneous equation Ax = 0 has a nontrivial solution if, and only if the equation has at least
one free variable.
9. If the reduced echelon form of A has d free variables, then the solution set consists of a d-dimensional
plane (that is, a line is a 1-dimensional plane, a plane is a 2-dimensional plane), which can be
described by the parametric vector equation x = a1 u1 + a2 u2 + . . . + ad ud .
10. If Ax = b is consistent for some given b, and if Ap = b, then the solution set of Ax = b is the set
of all vectors w = p + v where v is any solution of Ax = 0.
11. A indexed set S = {v1 , v2 , . . ., vp } is linearly dependent if, and only if at least one of the vectors
in S is a linear combination of the others.

12. If a set contains more vectors than there are entries in each vector, then the set is linearly dependent.
That is, any set {v1 , v2 , . . ., vp } in Rn is linearly dependent if p > n.
13. If a set S = {v1 , v2 , . . ., vp } contains the zero vector 0, then the set is linearly dependent.
14. If T : Rn → Rm is a linear transformation, then there exists a unique matrix A such that T (x) = Ax
for all x in Rn . In fact, A = [ T (e1 ) T (e2 ) . . . T (en ) ].
15. If T : Rn → Rm is a linear transformation, and T (x) = Ax, then:
(a) T is one-to-one if, and only if the equation T (x) = 0 has only the trivial solution.
(b) T is one-to-one if, and only if the columns of A are linearly independent.
(c) T maps Rn onto Rm if, and only if the columns of A span Rm .
16. If A and B are equally sized square matrices, and AB = I, then A and B are both invertible, and
A = B −1 and B = A−1 .

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3 Calculation Rules

3.1 Vectors
Define the vectors u, v and w in Rn as follows:
    
u1 v1 w1
 u2   v2   w2 
     
u=  ..  ,

 ..  ,
v=  w=
 .. 
 (1)
 .  .  . 
un vn wn
If c is a scalar, then the following rules apply:
 
u1 + v1
 u2 + v2 
 
u+v = .. 
 (2)
 . 
un + vn
 
cu1
 cu2 
 
cu =  . 
 (3)
 .. 


cun

3.2 Matrices
The product of a matrix A with size m × n and a vector x in Rn is defined as:
 
x1
 x2 
 
Ax = [a1 a2 . . . an ] 
 ..  = x1 a1 + x2 a2 + . . . + xn an
 (4)
 . 
xn
Now the following rules apply:
A(u + v) = Au + Av (5)
A(cu) = c(Au) (6)

3.3 Linear Transformations

If a transformation (or mapping) T is linear, then:
T (0) = 0 (7)
T (cu + dv) = cT (u) + dT (v) (8)
Or, more general:
T (c1 v1 + c2 v2 + . . . + cp vp ) = c1 T (v1 ) + c2 T (v2 ) + . . . + cp T (vp ) (9)