Linear Equations
Linear Equations
TeacherµQiang Ma(êr)
Contents
1 Introduction
2 Systems of Linear Equations
3 Row reduction and echelon forms
Echelon matrix
Pivot Positions
Row Reduction Algorithm
Solutions of linear systems
4 Solutions sets of linear systems
Vector form of linear system
Matrix form of linear system
Homogeneous Linear Systems
Solution set in parametric vector form
Solutions of Nonhomogeneous systems
5 Linear dependency and independency
6 Applications
Linear equations
Definition 1
Linear equation: a1 x1 + a2 x2 + · · · + an xn = b
Definition 2
System of equations: A collection of one or more linear equations
a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2
(1)
· ··
am1 x1 + am2 x2 + · · · + amn xn = bm
x1 , x2 , · · · , xn : unknown,
aij (1 ≤ i ≤ n, 1 ≤ j ≤ m): coefficients(known),
b1 , b2 , · · · , bn : right hand terms(known).
Complete form:
a11 x1 + a12 x2 + · · · + a1n xn = b1
a x + a x + · · · + a x = b
21 1 22 2 2n n 2
(2)
· · ·
am1 x1 + am2 x2 + · · · + amn xn = bm
Vector form:
a1 x1 + a2 x2 + · · · an xn = b, (3)
Matrix form:
Ax = b. (4)
Definition 3
Solutions of the system Ax = b: A list (s1 , s2 , . . . , sn ) satisfy all the
linear equations.
Definition 4
Two linear systems are called equivalent if they have the same solution
set.
How to solve the systems of equations and obtain the solution?
Basic idea: Make the number of unknowns in an equation as small
as possible—ax = b.
Definition 3
Solutions of the system Ax = b: A list (s1 , s2 , . . . , sn ) satisfy all the
linear equations.
Definition 4
Two linear systems are called equivalent if they have the same solution
set.
How to solve the systems of equations and obtain the solution?
Basic idea: Make the number of unknowns in an equation as small
as possible—ax = b.
Basic technique: Equivalent transformation—Row reduction
algorithm.
Echelon matrix
Definition 5
A rectangle matrix is in echelon form 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.
Definition 6
A matrix in reduced echelon form satisfies the following additional
properties:
1 The leading entry in each nonzero row in 1.
2 Each leading 1 is the only nonzero entry in its column.
Echelon matrix
Echelon matrix:
, ,
, ,
Pivot position
Definition 7
A pivot position in a matrix A is a location in A corresponding to a
leading 1 in the reduced echelon form of A. A pivot column is a column
of A that contains a pivot position.
Theorem 8
Each matrix is row equivalent to one and only one reduced echelon
matrix.
Any nonzero matrix may be row reduced into more than one matrix
in echelon form. However, the reduced echelon form one obtains
from a matrix is unique.
Pivot position
Definition 7
A pivot position in a matrix A is a location in A corresponding to a
leading 1 in the reduced echelon form of A. A pivot column is a column
of A that contains a pivot position.
Theorem 8
Each matrix is row equivalent to one and only one reduced echelon
matrix.
Any nonzero matrix may be row reduced into more than one matrix
in echelon form. However, the reduced echelon form one obtains
from a matrix is unique.
How to row reduce a matrix to a reduced echelon form?
→ ,
(a) (b) Step 1
, , ,
(c) Step 2 (d) Step 3 (e) Step 4-1
, ,
(f) Step 4-2 (g) Step 4-3 (h) Step 5
Definition 9
Basic variables: Variables corresponding to the pivot columns.
Free variables: Variables not corresponding to the pivot columns.
Theorem 10
A linear system is consistent if and only if the rightmost column of the
augmented matrix is not a pivot column—that is, if and only if an
echelon form of the augmented matrix has no row of the form
[0 ··· 0 b], b 6= 0
If a linear system is consistent, then the solution set contains
(i) A unique solution, when there are no free variables,
(ii) Infinitely many solutions, when there is at least one free variable.
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Using row reduction to solve the linear system:
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Using row reduction to solve the linear system:
1 Write the augmented matrix [A b] of the system.
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Using row reduction to solve the linear system:
1 Write the augmented matrix [A b] of the system.
2 Use the row reduction algorithm to obtain an equivalent augmented
matrix in echelon form.
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Using row reduction to solve the linear system:
1 Write the augmented matrix [A b] of the system.
2 Use the row reduction algorithm to obtain an equivalent augmented
matrix in echelon form.
3 Decide whether the system is consistent. If there is no solution, stop;
otherwise go to the next step.
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Using row reduction to solve the linear system:
1 Write the augmented matrix [A b] of the system.
2 Use the row reduction algorithm to obtain an equivalent augmented
matrix in echelon form.
3 Decide whether the system is consistent. If there is no solution, stop;
otherwise go to the next step.
4 Continue row reduction to obtain the reduced echelon form
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Using row reduction to solve the linear system:
1 Write the augmented matrix [A b] of the system.
2 Use the row reduction algorithm to obtain an equivalent augmented
matrix in echelon form.
3 Decide whether the system is consistent. If there is no solution, stop;
otherwise go to the next step.
4 Continue row reduction to obtain the reduced echelon form
5 Write the system of equations corresponding to the matrix obtained
in step 3.
Ax = b
Coefficient matrix: A; Augmented matrix: [A b].
Using row reduction to solve the linear system:
1 Write the augmented matrix [A b] of the system.
2 Use the row reduction algorithm to obtain an equivalent augmented
matrix in echelon form.
3 Decide whether the system is consistent. If there is no solution, stop;
otherwise go to the next step.
4 Continue row reduction to obtain the reduced echelon form
5 Write the system of equations corresponding to the matrix obtained
in step 3.
6 Rewrite each nonzero equation from step 4 so that its one basic
variable is expressed in terms of any free variable appearing in the
equation.
Example 11
Determine the existence and uniqueness of the solutions of the system
Example 11
Determine the existence and uniqueness of the solutions of the system
Example 11
Determine the existence and uniqueness of the solutions of the system
Definition 12
Given vectors v1 , v2 , · · · , vp in Rn , and scalars c1 , c2 , . . . , cp , the vector y
defined by
y = c1 v1 + c2 v2 + · · · + cp vp
is called a linear combination of v1 , v2 , · · · , vp with weights c1 , c2 , . . . , cp .
x1 a1 + x2 a2 + · · · + xn an = b
The above vector equation has the same solution set as the linear system
whose augmented matrix is
[a1 a2 ··· an b]
Definition 13
If A is an m × n matrix, with column a1 , a2 , . . . , an , and if x is in Rn ,
the product of A and x, denoted by Ax, is the linear combination of the
column of A using the corresponding entries in x as weights, that is
Theorem 14
The matrix
Ax = b
has the same solutions set as the vector equation
x1 a1 + x2 a2 + · · · + xn an = b
which in turn has the same solution set as the linear system whose
augmented matrix is
[a1 a2 · · · an b]
Existence of solutions
The equation Ax = b has a solution if and only if b is a linear
combination of the columns of A.
Theorem 15
Let A be an m × n matrix, then the following statements are logically
equivalent.
1 For each b in Rm , the equation Ax = b has a solution.
Theorem 15
Let A be an m × n matrix, then the following statements are logically
equivalent.
1 For each b in Rm , the equation Ax = b has a solution.
2 Each b in Rm is a linear combination of the column of A.
Theorem 15
Let A be an m × n matrix, then the following statements are logically
equivalent.
1 For each b in Rm , the equation Ax = b has a solution.
2 Each b in Rm is a linear combination of the column of A.
3 The columns of A span Rm .
Theorem 15
Let A be an m × n matrix, then the following statements are logically
equivalent.
1 For each b in Rm , the equation Ax = b has a solution.
2 Each b in Rm is a linear combination of the column of A.
3 The columns of A span Rm .
4 A has a pivot positions in every row.
Definition 16
A linear system Ax = b is said to be homogeneous if b = 0.
Example 17
Determine if the following homogeneous system has a nontrivial solution.
Example 18
Describe all solutions of the homogeneous “system”
10x1 − 3x2 − 2x3 = 0
The solutions set is all the linear combinations of the vectors u and v, i.e.
the Span{u, v}. We say that the solution is in parametric vector form.
Linear equations in Linear Algebra 23 / 30
Introduction
Vector form of linear system
Systems of Linear Equations
Matrix form of linear system
Row reduction and echelon forms
Homogeneous Linear Systems
Solutions sets of linear systems
Solution set in parametric vector form
Linear dependency and independency
Solutions of Nonhomogeneous systems
Applications
Example 19
Describe all solutions of Ax = b, where
Theorem 20
Suppose the equation Ax = b is consistent for some given b, and let p be
a solution. Then the solution set of Ax = b is the set of all vectors of the
form w = p + vh , where vh is any solution of the homogeneous equations
Ax = 0.
Writing a solution set in parametric vector form
Row reduce the augmented matrix to reduced echelon form.
Theorem 20
Suppose the equation Ax = b is consistent for some given b, and let p be
a solution. Then the solution set of Ax = b is the set of all vectors of the
form w = p + vh , where vh is any solution of the homogeneous equations
Ax = 0.
Writing a solution set in parametric vector form
Row reduce the augmented matrix to reduced echelon form.
Express each basic variable in terms of any free variables appearing
in an equation.
Theorem 20
Suppose the equation Ax = b is consistent for some given b, and let p be
a solution. Then the solution set of Ax = b is the set of all vectors of the
form w = p + vh , where vh is any solution of the homogeneous equations
Ax = 0.
Writing a solution set in parametric vector form
Row reduce the augmented matrix to reduced echelon form.
Express each basic variable in terms of any free variables appearing
in an equation.
Write a typical solution x as a vector whose entries depend on the
free variables, if any.
Theorem 20
Suppose the equation Ax = b is consistent for some given b, and let p be
a solution. Then the solution set of Ax = b is the set of all vectors of the
form w = p + vh , where vh is any solution of the homogeneous equations
Ax = 0.
Writing a solution set in parametric vector form
Row reduce the augmented matrix to reduced echelon form.
Express each basic variable in terms of any free variables appearing
in an equation.
Write a typical solution x as a vector whose entries depend on the
free variables, if any.
Decompose x into a linear combination of vectors(with numeric
entries) using free variables as parameters.
Definition 21
An indexed set of vectors {v1 , · · · , vp } in Rn is said to be linearly
independent if the vector equation
x1 v1 + x2 v2 + · · · + xp vp = 0
has only trivial solution. The set {v1 , · · · , vp } is said to be linearly
dependent if there exist weights c1 , · · · , cp , not all zeros, such that
c1 v1 + c2 v2 + · · · + cp vp = 0
Example 22
1 4 2
Determine if the set v1 = 2 , v2 = 5 , v3 = 1
is linearly
3 6 0
independent.
x1 a1 + x2 a2 + · · · + xp ap = 0
Theorem 23
The columns of a matrix A are linearly independent if and only if the
equation Ax = 0 has only trivial solution.
Theorem 24
If a set contains more than there are entries in each vector, then the set
is linearly dependent. That is, any set {v1 , · · · , vp } in Rn is linearly
dependent if p ≥ n.