Mathematics for Business I

Systems of Linear Equations

Prof. Vita Zhukova

 Linear Equation

An equation is linear with respect to unknowns x1 , x 2 , x3 ,...., x n

when it has the following expression a1 x1  a 2 x 2  a3 x3  .......  a n x n  b
where ai and b are real numbers.

Therefore, in the linear equation there are no products, neither

exponential expression with unknowns.
 Systems of Linear Equations
A system with m equations and n unknowns x1 , x 2 , x3 ,...., x n is a set of
equalities written as: a11 x1  a12 x2  a13 x3  .......  a1n xn  b1
a21 x1  a22 x2  a23 x3  .......  a2 n xn  b2
a31 x1  a32 x2  a33 x3  .......  a3n xn  b3
...
am1 x1  am 2 x2  am3 x3  .......  amn xn  bm

Where a ij ( i  1,2,..., m ; j  1,2,..., n ) and bi ( i  1,2,..., m ) are real numbers

called coefficients and independent terms respectively.
 Matrix representation
Given a system of linear equations: a11 x1  a12 x2  a13 x3  .......  a1n xn  b1
a21 x1  a22 x2  a23 x3  .......  a2 n xn  b2
a31 x1  a32 x2  a33 x3  .......  a3n xn  b3
...
am1 x1  am 2 x2  am3 x3  .......  amn xn  bm

Its matrix representation is AX=B, where

 a11 a12 a13 ... a1n   x1   b1 
     
 a21 a22 a23 ... a2 n   x2   b2 
A   a31 a32 a33 ... a3n , X   x3 , B   b3 
     
 ... ... ... ... ...   ...   ... 
a     
 m1 am 2 am 3 ... amn   xn   bn 
 Matrix representation
 a11 a12 a13 ... a1n   x1   b1 
     
AX=B, where  a21 a22 a23 ... a2 n   x2   b2 
A   a31 a32 a33 ... a3n , X   x3 , B   b3 
     
 ... ... ... ... ...   ...   ... 
a amn  x  b 
 m1 am 2 am 3 ...  n  n
A is the matrix of coefficients
X is the column matrix of unknowns
B is the column matrix of independent terms

Augmented matrix, denoted A/B, is the matrix obtained by adding the column
of independent terms to the matrix A.
 Homogeneous system

The system of linear equations AX=B is homogeneous when column matrix B

of independent terms is zero.

In particular, the system AX=0 is known as homogeneous system associated

to a general system form
AX=B with B 0
 Vectorial representation

The system of linear equations AX=B is written in vectorial form

a11 x1  a12 x2  a13 x3  .......  a1n xn  b1  a11   a12   a1n   b1 

       
a21 x1  a22 x2  a23 x3  .......  a2 n xn  b2  a21   a22   a2 n   b2 
 a  x   a  x  .......... ..   a  x   b 
a31 x1  a32 x2  a33 x3  .......  a3n xn  b3  31  1  32  2  3n  n  3 
...  ...   ...   ...   ... 
a  a  a  b 
am1 x1  am 2 x2  am3 x3  .......  amn xn  bm  m1   m2   mn   m

 a1i   b1 
   
 a2i   b2 
a  b 
The linear combination of n vectors  3i  is expressed by the vector  3
 ...   ... 
a  b 
 mi   m
 Example
2x1  x2  3.5x3  2x4  4 is a linear equation

2 x1  x2  3.5 x3  2 x4  4
 Is a system of linear equations,
x1  3x2  5 x3  x4  2  with 3 equations and 4 unknowns
 3x1  x2  2 x4  2 


 x1 
 2 1  3.5 2     4 
Its matrix representation is    x2   
AX=B, where:  1  3  5 1    2 
3 1  x3  
 0  
2     2
 x4 
 Example
Matrices A and B are then
 x1 
 2 1  3.5 2     4 
   x2 
X  
 
A   1  3  5 1 B 2 
x3   2
3 1     
 0 2 x 
 4
The augmented matrix is

 2 1  3.5 2 4 
 
A/ B   1 3 5 1 2 
3 1 
2  2
 0
 Example
 x1 
 2 1  3.5 2     4 
The system of equations    x2   
 1  3  5 1    2 
3 1  x3  
 0  
2     2
 x4 

 x1 
 2 1  3 .5 2     0 
has a homogeneous system of    x2   
 1  3  5 1    0
equations associated to 3 1  x3 0
 0 2  
 x   
 4
 Example

 x1 
 2 1  3.5 2     4 
Finally, we also can represent    x2   
 1  3  5 1    2 
3 1  x   2
the system of equations in the
 0 2  3

 x   
vectorial form  4

 2  1    3.5   2  4 
         
 1  x1    3  x2    5  x3   1  x4   2 
  3  1   0   2   2
         
 Solution to System of Equations

x  *
  1

x 2
*


A vector X   x 
* 
*
is the solution of the system AX=B if AX  B
*
3
 
 * 
 xn 
 Solution to System of Equations

A system of linear equations AX=B is:

• Consistent if it has at least one solution

• Inconsistent if it does not have any solution

When the system of equations does have solutions, it is

 Consistent determined if the solution is unique

 Consistent undetermined when there are infinite solutions
 Solution to System of Equations
Example 1.

3 x  2 y  3  3  2  x   3 
 that is the same as:      
x  y 1   1  1  y   1 

 x  1
*
 *     Is the solution of the system of equations and is the
y  0
    unique solution

Therefore, the system is consistent (has solution)

Determined (has a unique solution)
 Solution to System of Equations
Example 2.
 x
3 x  2 y  3  3  2 0    3 
 which is the same as:   y    
x  z 1   1 0  1 z   1 
 
Is the solution of the system of
 x  1
*
equations; but there are infinite x  
*
k 
 *    *  
 y    0 solutions; moreover, for any value of
 y    (3k  3) / 2 
 z*   0  k , the solution is any vector that  z*   k 1 
    satisfies the following:    

Therefore, the system is consistent (has solution)

undetermined (has infinite solutions)
 Solution to System of Equations
Example 3.

3x  2 y  3 3  2  3
   x   
x  y 1  that is the same as:  1  1     1 
x y 0   1 1    0
 y
   

This system doesn’t have any solution. To satisfy the first 2 equations, we
should have x=1 and y=0, but the third equation is not true for these
values of x and y.
Therefore, the system is inconsistent (has no solutions)
 Discuss the system of linear equations
• Discuss the system of equations means to analyse if it has any, none or
infinite solutions.
• Two systems of linear equations are equivalent when solutions of the first
system are solutions for the second one and vice versa.
• Basic operations are the following modifications to the system of linear
equations needed to obtain the equivalent system of linear equations:
- Change the order of the equations
- Multiply (divide) any equation by a number different to zero
- Sum equations
 Rouché-Frobenius Theorem

Given a system of linear equations (m equations and n unknowns), AX=B

it can be verified that:

i. The system is inconsistent if and only if rg( A)  rg( A / B)

ii. The system is consistent if and only if rg ( A)  rg ( A / B) , where

a) consistent determined when rg ( A)  rg ( A / B )  n

b) consistent undetermined when rg ( A)  rg ( A / B )  n
 Discuss the system of linear equations
Example 1. Let the system be of m=2 equations and n=2 unknowns:

3x  2 y  3  3 2  x   3 
 Which is the same as:      
x  y 1   1  1 y   1 
3 2 
Find the rank of matrix A=  
 1 1
3 0 The rank of matrix A is at least 1

3 2
 5  0 Rg(A)=2
1 1
 Discuss the system of linear equations

 3 2 3
Find the rank of the augmented matrix A/B=  
1 1 1
3 0 The rank of matrix A/B is at least 1

3 2
 5  0 rg(A/B)=2
1 1

rg(A)=rg(A/B)=n=2
and the system is then consistent determined
 Discuss the system of linear equations
Example 2. Let the system be of m=2 equations and n=3 unknowns:

 x
3x  2 y  3  3 2 0    3 
 that is the same as:   y    
x  z 1   1 0  1 z   1 
 
3 2 0 
Find the rank of the matrix A =  
 1 0 1
3 0 The rank of matrix A is at least 1

3 2
 5  0 Rg(A)=2
1 1
 Discuss the system of linear equations

 3 2 0 3
Find the rank of augmented matrix A/B=  
1 0 1 1
3 0 The rank of matrix A/B is at least 1

3 2
 5  0 rg(A/B)=2
1 1

rg(A)=rg(A/B)=2<n=3
and the system is then consistent undetermined
 Discuss the system of linear equations
Example 3. Let the system be of m=3 equations and n=2 unknowns:

3x  2 y  3 3 2   3
   x   
x  y  1  Which is the same as:  1  1    1 
 1 1    0
 y
x y 0     
3 2 
 
Find the rank of the matrix A =  1  1
1 1 
 
3 0 The rank is of matrix A is at least 1

3 2
 5  0 Rg(A)=2
1 1
 Discuss the system of linear equations
3 2 3

Find the rank of the augmented matrix A/B= 1  1 1 
 
1 1 0
 
3 0 The rank of matrix A/B is at least 1

3 2
 5  0 The rank of matrix A/B is at least 2
1 1
3 2 3 rg(A)=2  rg(A/B)=3
1 1 1  5  0 Rg(A/B)=3
and the system is then inconsistent.
1 1 0
.

Set of solutions to linear system

Given the homogeneous linear system with m equations and n unknowns:

 a11   a12   a1n   0

       
 a21   a22   a2 n   0
 a  x   a  x  ............   a  x   0 
 31  1  32  2  3n  n  
       
a  a  a   0
 m1   m2   mn   

a) The set of solutions S is a vector subspace of  n

b) If A is the matrix of coefficients of the system, then dim(S)=n-rg(A)
 Cramer Rule
Given the system of m equations and n unknowns, AX=B with det(A)= A  0 , it
is verified that the unique solution of the system is:

 x1 
 
 x2  Bi
X *   x3  ,
  with xi 
 
x 
A
 n

where Bi is the matrix obtained from A by substituting i-th column, i= 1,2,…,n,

by the vector of independent terms B.
 Cramer Rule
For example:

3x  2 y  3   3 2 0  x   3 
    
 that is the same as:  1 0  1 y    1 
x  z 1 
 1 1 1  z   0 
x  y  z  0     

Firstly, we verify if the system is consistent determined:

3 2 0 The rank of the matrix of coefficients A is 3, rg(A)=3.
Hence, the augmented matrix has the same Rank,
1 0  1  1  0 rg(A/B)=3, that is the number of the unknowns.
1 1 1
The system is consistent determined.
 Cramer Rule
Applying Cramer rule:

3 2 0 3 3 0 3 2 3
1 0 1 1 1 1 1 0 1
0 1 1 1 1 0 1 3 1 1 0 2
x 
*
  1, y 
*
  3, z 
*
  2
3 2 0 1 3 2 0 1 3 2 0 1
1 0 1 1 0 1 1 0 1
1 1 1 1 1 1 1 1 1
 Gauss-Jordan Method

The method consists in transforming the system AX=B into the equivalent
system by means of basic operations.

This method leads to an equivalent system where the augmented matrix of

the system is a diagonal matrix.
This helps to discuss and find all possible solutions of the system of
equations.
 Gauss-Jordan Method
For example:

3x  2 y  3   3 2 0  x   3 
     
x  z 1  Which is the same as:  1 0  1 y    1 

x  y  z  0     
 1 1 1  z   0 
Write the augmented matrix of coefficients A/B and perform basic operations:

 3 2 0 3  3 2 0 3   3 2 0 3   3 2 0 3 
       
 1 0 1 1    1 0 1 1    0  2  3 0    0  2  3 0 
 1 1 1 0   0 1 3  3  0 1 3  3  0 0 3  6 
       
R3’ = 3·R3-R1 R2’ = 3·R2-R1 R3’ = 2·R3+R2
 Gauss-Jordan Method
3 2 0 3  3x  2 y  3 
 
0  2  3 0  the system is equivalent to:  2 y  3z  0

 0 0 3  6 
  3z  6 
Once we get the triangular superior matrix, we can compute values of z, y and x.

However, we still perform basic operations to obtain the diagonal matrix:

 3 2 0 3   3 2 0 3   3 0 0  3  x   1  *
       *  
 0  2  3 0    0  2 0  6   0  2 0  6   y    3 
 0 0 3  6   0 0 3  6   0 0 3  6   z*    2 
         
R2’ = R2+R3 R1’ = R1+R2
 Consistent Undetermined Systems

In the consistent undetermined system there are more unknowns than linearly
independent equations.

In order to solve the system, we parametrize (or change by parameters) as many

unknowns as is needed until we get the consistent determined system.

From there, we solve the system, leaving unknowns as a function of parameters.

 Consistent Undetermined Systems
For example:

3x  2 y  z  3  x 
 3  2 1    3 
 which is the same as:   y    
x  y  z 1   1  1  1 z   1 
 
We have that rg(A)=rg(A/B)=2<n=3, being the system consistent undetermined.

We have 3 unknowns and 2 equations.

We parametrize one of unknowns, for instance, z  
3x  2 y    3 3x  2 y  3   
 
x  y   1  x  y  1  

Now the system is consistent determined ( for each value of  )

 Consistent Undetermined Systems
3x  2 y  3     3  2  x   3   
 that is the same as:      
x  y  1    1  1  y   1   
Cramer Rule:
Gauss-Jordan Method:
3   2
1    1 3  1 3  2 3   3  2 3  
x 
*
  1  3   
3 2 1  1  1 1     0  1 4 
   
1 1
 3 0 3  9   x*  1  3 
3 3       *   
   

 0  1 4  y    4 
1 1  4
y 
*
  4
3 2 1
1 1
 Consistent Undetermined Systems
3x  2 y  3     3  2  x   3   
 which is the same as:      
x  y  1    1  1  y   1   

Therefore, applying any of two methods, we will reach the solution of

the consistent undetermined system that is as follows:
 x  1  3 
*
 *  
 y     4 ,   
 z*    
   