Advanced Mathematics - Linear Algebra

Chapter 1: Systems of linear equations

Department of Mathematics
The FPT university

TrungDT (FUHN) MAE101 1 / 20

Course Introduction

Course name: MAE101-Advanced Mathematics: Linear Algebra

Textbook: Linear Algebra with applications, K. Nicholson

Contents:

Chapter 1: System of linear equations

Chapter 2: Matrix algebra
Chapter 3: Determinants and Diagonalization
Chapter 4: Vector Geometry
Chapter 5: The vector space R n

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Chapter 1 Introduction

Topics:

1.1 Solutions and Elementary operations

1.2 Gaussian elimination
1.3 Homogeneous equations
1.4 Applications

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1.1 Solution and elementary operations

A system of linear equations looks like


 x
 + 2y − 3z = −4
3x − y + 2z = 7

 4y + z = 11
biến
where x , y , z are variables, or unknowns.
nghiệm
A solution to this system is a tuple of values (x , y , z) that satisfies all
the equations.
In this example, a solution is (1, 2, 3), or we can write
x = 1, y = 2, z = 3.
If a system has no solution we say it is inconsistent. If a system has
at least a solution we say it is consistent.
đồng nhất

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Solving linear systems

Example. Solve the following system of linear equations

(
x + 2y = −1
3x − y = 11
Multiply the first equation by −3 then add to the second equation we get

−7y = 14

which implies that y = −2.

Substitute y = −2 back into the first equation we get x = 3.

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Three elementary operations

When solving a system of linear equations, the following operations are

often used:
Interchange two equations
Multiply one equation by a nonzero number
Add a multiple of one equation to another equation

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Example. Solve the following system of linear equations

 x
 + 2y − 3z = −1
2x + y + 2z = 4
− 4y

 3x + z = 7
Solution. Using elementary operations to eliminate the variables we obtain

 x
 + 2y − 3z = −1
y − z = −1

 z = 3/5

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1.2 Gaussian elimination

In general, a system of linear system of equations has the form



 a11 x1 + a12 x2 + ··· + a1n xn = b1

 a x
21 1 + a22 x2 + ··· + a2n xn = b2

 ···


am1 x1 + am2 x2 + ··· + amn xn = bm

where the aij and the bk are numbers, and the xi are variables.

The coefficient matrix The augmented matrix

   
a11 a11 ··· a1n a11 a11 ··· a1n b1
 a
 21 a22 ··· a2n 
  a
 21 a22 ··· a2n b2 

··· ···
   
   
am1 am1 ··· amn am1 am1 ··· amn bm

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Echelon matrices

Consider the system Its augmented matrix is

  
 x
 + 2y − 3z = −1 1 2 −3 −1
y − z = −1  0 1 −1 −1 
 

 z = 3/5 0 0 1 3/5

A matrix is in row-echelon form if:

All zero rows are at the bottom
The first non-zero entry from the left in each row is 1. It is called the
leading 1 for that row
Each leading 1 is to the right of the leading 1 in the row above

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Elementary row operations

Interchange two rows

Multiply one row by a non-zero number
Add a multiple of one row to another row

Theorem
Every matrix can be brought to row-echelon form by a series of elementary
row operations.
 
1 −1 3
Example. Find a row-echelon form of the matrix 2 1 1
 
3 2 4

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Note. There are possibly more than one echelon form for a given matrix.

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Example 1. Solve the system

 x1
 − 2x2 − x3 + 3x4 = 1
12x − 4x2 + x3 = 5
− 2x2 + 2x3 − 3x4 = 4

 x
1

Solution. Bring the augmented matrix to row-echelon form:

   
1 −2 −1 3 1 1 −2 −1 3 1
 Echelon 
2 −4 1 0 5 =⇒  0 0 1 −2 1 
 
 
1 −2 2 −3 4 0 0 0 0 0

Notes
Variables corresponding to the leading 1 are leading variables
Non-leading variables are free parameters

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Example 2. Find a condition on a, b, c such that the following system

 x1
 + 3x2 + x3 = a
−x 1 − 2x2 + x3 = b
+ 7x2 − x3 = c

 3x
1

has no solution
has a unique solution
has infinitely many solutions.

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Reduced row-echelon form

A row-echelon matrix is reduced if whenever there is a leading 1, all the

other entries of the column containing that leading 1 are 0.
 
1 0 ∗ 0 ∗
0 1 ∗ 0 ∗
Example 1. The matrix   is reduced.
 
0 0 0 1 ∗
0 0 0 0 0

Example 2. Find the reduced row-echelon form of the matrix

 
1 −1 3
2 1 1
 
3 2 4

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True or False?
 
1 0 2
0 0 0 echelon (F) reduced row-echelon (F)
 
0 1 0
 
1 0 2
0 1 −1 echelon (T) reduced row-echelon (T)
 
0 0 0
 
0 1 2 3
0 1 −1 0 echelon (F) reduced row-echelon (F)
 
0 0 0 1
 
1 0 2
0 1 −1 echelon (F) reduced row-echelon (F)
 
0 0 3
 
1 0 2
0 0 1 echelon (T) reduced row-echelon (F)
 
0 0TrungDT
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Rank of a matrix

Rank of a matrix is the number of the non-zero rows of its row-echelon

form.
 
1 −2 −1 3 1
Example. Let A =  2 −4 1 0 5 .
 
1 −2 2 −3 4
   
1 −2 −1 3 1 1 −2 −1 3 1
 Echelon 
Since  2 −4 1 0 5  =⇒  0 0 1 −2 1 ,
 
1 −2 2 −3 4 0 0 0 0 0

rank of the matrix A is 2.

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Theorem
Consider a system of m linear equations in n variables. Suppose the rank
of the augmented matrix is r . If the system has a solution then the
number of free parameters in the solution is n − r .

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1.3 Homogeneous system of linear equations

A homogeneous system of linear equations is a system of the form



 a11 x1 + a12 x2 + ··· + a1n xn = 0

 a x
21 1 + a22 x2 + ··· + a2n xn = 0

 ···


am1 x1 + am2 x2 + ··· + amn xn = 0

Homogeneous linear systems have at least the zero solution

nghiệm tầm
x1 = x2 = . . . = xn = 0. It is called the trivial solution.thường
A non-zero solution x1 , x2 , . . . , xn is called a non-trivial solution.

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Theorem
For a homogeneous linear system, if the number of variables is bigger than
the number of equations, then the system has infinitely many solutions, or
equivalently, it has a non-trivial solution.

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1.4 Application: Network flow
A network of one-way street
is shown the diagram. The
rate of flow of cars into
intersection A is 500 cars per
hour, and 400 and 100 cars
per hour emerge from B and
C . Find the possible flows
along each street.

Solution.


 f1 + f2 + f3 = 500

 f
1 + f4 + f6 = 400

 f3 + f5 − f6 = 100


f2 − f4 − f5 = 0

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