Matrix Algebra

 Systems of Linear Equations

 Vectors
 Matrix
 Matrix Decomposition
 Applications
SYSTEM OF LINEAR EQUATIONs
SYSTEM OF LINEAR EQUATIONS

 A linear equation in the variables x1 , , xn is an equation that can be

written in the form
a1 x1  a2 x2   an xn  b
where b and the coefficients a1 , , an are real or complex numbers,
usually known in advance.

 A system of linear equations (or a linear system) is a collection of one

or more linear equations involving the same variables — say, x1,…., xn.
SYSTEM OF LINEAR EQUATIONS
 A solution of the system is a list (s1, s2,…, sn) of
numbers that makes each equation a true statement
when the values s1,…, sn are substituted for x1,…, xn,
respectively.

 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.
 Solutions for system of linear equations

Figure 1.3
Figure 1.1 Figure 1.2 Many solution
Unique solution No solution 4x – 2y = 6
x + 3y = 9 –2x + y = 3 6x – 3y = 9
–2x + y = –4 –4x + 2y = 2 Both equations have the
Lines intersect at (3, 2) Lines are parallel. same graph. Any point on
Unique solution: No point of intersection. the graph is a solution.
x = 3, y = 2. No solutions. Many solutions.
 Solutions for system of linear equations
A linear equation in three variables corresponds to
a plane in three-dimensional space.
※ Systems of three linear equations in three variables:
Unique solution
Solutions for system of linear equations
No solutions

Many solutions
Relations between system of linear equations and matrices

matrix of coefficient and augmented matrix

Relations between system of linear equations and matrices
 The essential information of a linear system can be recorded compactly in
a rectangular array called a matrix.
 Given the system, x1  2 x2  x3  0
2 x2  8 x3  8
4 x1  5 x2  9 x3  9,
with the coefficients of each variable aligned in columns, the matrix
 1 2 1
 0 2 8
 
 4 5 9 

is called the coefficient matrix (or matrix of coefficients) of the system

Relations between system of linear equations and matrices
 An augmented matrix of a system consists of the coefficient
matrix with an added column containing the constants from the
right sides of the equations.
 For the given system of equations,
 1 2 1 0
 0 2 8 8
 
 4 5 9 9 
is called the augmented matrix of the system.
Relations between system of linear equations and matrices

matrix of coefficient and augmented matrix

1 1 1 1 1 1 2
x1  x2  x3  2 2 3  2 3 
 1  1 3
2 x1  3x2  x3  3  
 1  1  2  1  1  2  6
x1  x2  2 x3  6
matrix of coefficien t augmented matrix
MATRIX EQUATION 𝐴𝐱 = 𝐛
 Definition: 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,
𝑥1
𝑥2
𝐴x = 𝐚1 𝐚2 ⋯ 𝐚𝑛 ⋮ = 𝑥1 𝐚1 + 𝑥2 𝐚2 +. . . +𝑥𝑛 𝐚𝑛 .
𝑥𝑛
 Note that Ax is defined only if the number of columns of
A equals the number of entries in x.
MATRIX EQUATION 𝐴𝐱 = 𝐛

 Example: For v1, v2, v3 in ℝ𝑚 , write the linear combination 3v1 −

5v2 + 7v3 as a matrix times a vector.

 Solution: Place v1, v2, v3 into the columns of a matrix A and place the
weights 3, -5, and 7 into a vector x.
 That is,
3
3𝐯1 − 5𝐯2 + 7𝐯3 = 𝐯1 𝐯2 𝐯3 −5 = 𝐴𝐱
7
MATRIX EQUATION 𝐴𝐱 = 𝐛

 Now, write the system of linear equations as a vector equation involving

a linear combination of vectors.
 For example, the following system
𝑥1 + 2𝑥2 − 𝑥3 = 4
(1)
−5𝑥2 + 3𝑥3 = 1
is equivalent to
1 2 −1 4
𝑥1 + 𝑥2 + 𝑥3 = (2)
0 −5 3 1
MATRIX EQUATION 𝐴𝐱 = 𝐛

 As in the example, the linear combination on the left

side is a matrix times a vector, so that (2) becomes
𝑥1
1 2 −1 𝑥 4
2 = (3)
0 −5 3 𝑥 1
3

 Equation (3) has the form 𝐴𝐱 = 𝐛. Such an equation

is called a matrix equation, to distinguish it from a
vector equation such as shown in (2).
MATRIX EQUATION 𝐴𝐱 = 𝐛
a11x 1 a12x 2 ... a1n x n b1
a21x 1 a22x 2 ... a2n x n b2
...............................................
am 1x 1 am 2x 2 ... amn x n bm

a11 a12 ... a1n x1 b1

a21 a22 ... a2n x2 b2
...................... ... ...
am 1 am 2 ... amn xn bm
SOLUTIONS OF LINEAR SYSTEMS

The basic strategy for solving a linear system is to

replace one system with an equivalent system (i.e.,
one with the same solution set) that is easier to
solve.
SOLUTIONS OF LINEAR SYSTEMS

Gauss-Jordan Elimination
 System of linear equations
 augmented matrix
 reduced echelon form
 solution
 Elementary Row Operations of Matrices

 Elementary Transformation  Elementary Row

Operation
1. Interchange two equations. 1. Interchange two rows of a
matrix.
2. Multiply both sides of an 2. Multiply the elements of a
equation by a nonzero row by a nonzero constant.
constant.
3. Add a multiple of the
3. Add a multiple of one elements of one row to the
equation to another equation. corresponding elements of
another row.
ROW REDUCTION AND ECHELON FORMS

 In the definitions that follow,

a nonzero row or column in a matrix means a row
or column that contains at least one nonzero entry;
a leading entry of a row refers to the leftmost
nonzero entry (in a nonzero row).
 1 2 1 2 0
 0 2 8 0 0
 
 4 5 9 9 1
 0 0 0 0 
 0
ECHELON FORM

 A rectangular matrix is in echelon form (or

row echelon form, REF) if it has the
following three properties:
1. All nonzero rows are above any rows of
all zeros.
2. Each leading entry of a row is in a column
to the right of the leading entry of the row
above it.
3. All entries in a column below a leading
entry are zeros.
Examples

 1 2 1 0  1 2 1 0
0 1 / 2 2 2  0 1 4 4 
   
0 0 2 6  0 3 13 9 

1 4 5 9 7  1 4 5 9 7 
0 2 4 6 6  0 2 4 6 6 
   
0 0 0 5 0  0 0 0 0 0
0  0 
 0 0 0 0  0 0 5 0 
ECHELON FORM

 If a matrix in echelon form satisfies the following additional conditions,

then it is in reduced echelon form (or reduced row echelon form,
RREF):
4. The leading entry in each nonzero row is 1.
5. Each leading 1 is the only nonzero entry in its column.
 An echelon matrix (respectively, reduced echelon matrix) is one that is
in echelon form (respectively, reduced echelon form.)
 Gauss-Jordan Elimination
Definition
A matrix is in reduced echelon form if
1. Any rows consisting entirely of zeros are grouped at the
bottom of the matrix.
2. The first nonzero element of each other row is 1. This
element is called a leading 1.
3. The leading 1 of each row after the first is positioned to
the right of the leading 1 of the previous row.
4. All other elements in a column that contains a leading 1
are zero.
Examples
Echelon Forms

Reduced Echelon Forms

 Examples for reduced echelon form
1 0 8 1 2 0 4 1 0 0 7 1 2 0 3 0
0 1 2 0 0 0 0 0 1 0 3 0 0 3 4 0
       
0 0 0 0 0 1 3 0 0 1 9 0 0 0 0 1
() () () ()

elementary row operations，reduced echelon form

The reduced echelon form of a matrix is unique.
Example 1 Use the method of Gauss-Jordan elimination to find reduced
echelon form of the following matrix.
0 0 2  2 2
3 3  3 9 12
4 4  2 11 12
Solution pivot (leading 1)
3

3 3 9 12   1 1 1 3 4

2  1 R1 0 0
 
0 0 2 2 2  2 2
R1R2     4 4  2 11 12
4
4 2 11 12  3   


1 1 1 3 4  1 1 1 3 4
  
1
 
0 0 2 2 2  R2 0 0 1 1 1
R3  (4)R1    
2  1  4  2 2  1  4
0 0 0 0
pivot
 1 1 0 2 5   1 1 0 0 17
R1  R2 0 0 1  1 1 R1  (2)R3 0 0 1 0  5
R3  (2)R2 0 0 0 1  6 R2  R3 0 0 0 1  6

The matrix is the reduced echelon form of the given matrix.

Example 2 Solve, if possible, the system of equations

3 x1  3 x2  3 x3  9
2 x1  x2  4 x3  7
Solution 3 x1  5 x2  x3  7

 3  3 3 9   1  1 1 3   1  1 1 3
2  1 4 7 1 R1 2  1 4 7  R2( 2)R1 0 1 2 1
 3  5  1 7 3  3  5  1 7  R3( 3)R1 0  2  4  2

1 0 3 4
x1  3x3  4 x1  3x3  4
R1 R2
0 1 2 1  


0 0 0

0

x2  2 x3  1 x2  2 x3  1
R3 2R2

The general solution to the system is

x1  3r  4
x2  2r  1
x3  r , where r is real number (called a parameter) .
© 2016 Pearson Education, Ltd.

HOMOGENEOUS LINEAR SYSTEMS

 A system of linear equations is said to be

homogeneous if it can be written in the form 𝐴𝐱 = 𝐛,
where A is an 𝑚 × 𝑛 matrix and 0 is the zero vector in
ℝ𝑚 .
 Such a system 𝐴𝐱 = 𝟎 always has at least one
solution, namely, 𝐱 = 𝟎 (the zero vector in ℝ𝑛 ).
 This zero solution is usually called the trivial solution.
 The homogenous equation 𝐴𝐱 = 𝟎 , the important
question is whether there exists a nontrivial solution,
that is, a nonzero vector x that satisfies 𝐴𝐱 = 𝟎.
 N ote: 𝐴𝐱 = 𝟎 has a nontrivial solution iff. the
equation has at least one free variable.
Slide 1.5- 29
HOMOGENEOUS LINEAR SYSTEMS

 Example 1: Determine if the following homogeneous

system has a nontrivial solution. Then describe the
solution set.
3𝑥1 + 5𝑥2 − 4𝑥3 = 0
−3𝑥1 − 2𝑥2 + 4𝑥3 = 0
6𝑥1 + 𝑥2 −8𝑥3 = 0
 Solution: Let A be the matrix of coefficients of the
system and row reduce the augmented matrix 𝐴 𝟎
to echelon form:

© 2016 Pearson Education, Ltd.

Slide 1.5- 30
© 2016 Pearson Education, Ltd.

HOMOGENEOUS LINEAR SYSTEMS

3 5 −4 0 3 5 −4 0 3 5 −4 0
 −3 −2 4 0 ∼ 0 3 0 0 ∼ 0 3 0 0
6 1 −8 0 0 −9 0 0 0 0 0 0
 Since x3 is a free variable, 𝐴𝐱 = 𝟎 has nontrivial solutions
(one for each choice of x3.)
 Continue the row reduction of 𝐴 𝟎 to reduced
echelon form:
4 4
1 0 − 0 𝑥1 − 3
𝑥3 =0
3
0 1 0 0 𝑥2 = 0
0 0 0 0 0=0

Slide 1.5- 31
© 2016 Pearson Education, Ltd.

HOMOGENEOUS LINEAR SYSTEMS

 Solve for the basic variables x1 and x2 to obtain
4
𝑥1 = 𝑥 , 𝑥2 = 0, with x3 free.
3 3
 As a vector, the general solution of 𝐴𝐱 = 𝟎 has the
form given below.
4 4 4
𝑥1 𝑥
3 3 3 3
 𝐱 = 𝑥2 = 0 = 𝑥3 0 = 𝑥3 𝐯, where 𝐯 = 0
𝑥3 𝑥3 1 1
© 2016 Pearson Education, Ltd.

HOMOGENEOUS LINEAR SYSTEMS

 Here x3 is factored out of the expression for the general
solution vector.
 This shows that every solution of 𝐴𝐱 = 0 in this case is
a scalar multiple of v.
 The trivial solution is obtained by choosing 𝑥3 = 0.
 Geometrically, the solution set is a line through 0 in ℝ3 .
See Fig.1 below.
© 2012 Pearson Education, Ltd.

HOMOGENEOUS LINEAR SYSTEMS

 Example 2: A single linear equation can be
treated as a very simple system of equations.
Describe all solutions of the homogeneous
“system”
10𝑥1 − 3𝑥2 − 2𝑥3 = 0 (1)
 Solution: There is no need for matrix notation.
Solve for the basic variable x1 in terms of the
free variables. The general solution is
𝑥1 = .3𝑥2 + .2𝑥3
with x2 and x3 free.
© 2012 Pearson Education, Ltd.

HOMOGENEOUS LINEAR SYSTEMS

 As a vector, the general solution is
𝑥1 .3𝑥2 + .2𝑥3 .3𝑥2 .2𝑥3
x = 𝑥2 = 𝑥2 = 𝑥2 + 0
𝑥3 𝑥3 0 𝑥3
.3 .2
𝑥2 1 + 𝑥3 0 = 𝑥2 u + 𝑥3 v, with 𝑥2 , 𝑥3 free. (2)
0 1
Since neither u nor v is a scalar
multiple of the other, the solution
set is a plane through the origin.
Applications

 Economics
 Chemistry
 Network flow
A Homogeneous System in Economics
 Leontief “input-output” model
Suppose an economy consists of the
Coal, Electric (power), and Steel sectors,
and the output of each sector is
distributed among the various sectors as
shown in Table 1, where the entries in a
column represent the fractional parts of
a sector’s total output.
 Denote the prices (i.e., dollar values) of the total annual outputs
of the Coal, Electric, and Steel sectors by pC, pE, and pS,
respectively.
 pC=.4pE+.6pS
 pE=.6pC +.1pE+.2pS
 pS=.4pC +.5pE+.2pS
Balancing Chemical Equations

 (x1)C3H8+(x2)O2  (x3)CO2+(x4)H2O
Network Flow