1 System of Linear Equations and Their Solutions: An Example For Motivation
1 System of Linear Equations and Their Solutions: An Example For Motivation
1 1 1 2
3 3 2 16
2 1 1 9
Step 2: Subtract 3 times the 1st equation from the 2nd equation; and
subtract 3 times the 1st row from the 2nd row.
x y z = 2
5z = 10
2x y + z = 9
1 1 1 2
0 0 5 10
2 1 1 9
Step 3: Subtract 2 times the 1st equation from the 3rd equation; and
subtract 2 times the 1st row from the 3rd row.
x y z = 2
5z = 10
y + 3z = 5
1 1 1 2
0 0 5 10
0 1 3 5
Step 4: Interchange the 2nd and 3rd equation; and interchange the 2nd and 3rd row.
x y z = 2
y + 3z = 5
5z = 10
1 1 1 2
0 1 3 5
0 0 5 10
a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
. . . a
mn
.
The matrix A is called a matrix of size mn or a matrix of order mn.
The number a
ij
is called the (i, j)-th entry of A.
A 1 n matrix is called a row matrix (or row vector) and an n 1 matrix is called a column matrix (or
column vector).
Two matrices A = [a
ij
] and B = [b
ij
] are said to be equal if they are of same size and a
ij
= b
ij
for each
i = 1, 2, . . . , m and j = 1, 2, . . . , n.
A matrix whose all entries are 0 is called a zero matrix.
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The transpose A
t
of an mn matrix A = [a
ij
] is dened to be the n m matrix A
t
= [a
ji
], where the i-th row
of A
t
is the i-th column of A for all i = 1, 2, . . . , n.
Let A = [a
ij
] and B = [b
ij
] be two mn matrices. Then the sum A + B is dened to be the matrix C = [c
ij
],
where c
ij
= a
ij
+b
ij
. Similarly, the dierence AB is dened to be the matrix D = [d
ij
], where d
ij
= a
ij
b
ij
.
For a matrix A = [a
ij
] and c C (set of complex numbers), we dene cA to be the matrix [ca
ij
].
Let A = [a
ij
] and B = [b
jk
] be two mn and n r matrices, respectively. Then the product AB is dened to
be the mr matrix AB = [c
ik
], where
c
ik
= a
i1
b
1k
+ a
i2
b
2k
+ . . . + a
in
b
nk
.
Row Echelon Form: A matrix A is said to be in row echelon form if it satises the following properties:
1. Any rows consisting entirely of 0s are at the bottom.
2. In each non-zero row, the rst non-zero entry (called the leading entry or pivot) is in a column to the left
(strictly) of any leading entry below it.
Notice that if a matrix A is in row echelon form, then in each column of A containing a leading entry, the entries
below that leading entry are zero. For example, the following matrices are in row echelon form:
1 1
0 1
1 1 1
0 1 5
0 0 1
0 1 3 2
0 0 5 10
0 0 0 0
.
However, the following matrices are not in row echelon form:
1 1
2 1
0 1
2 1
1 1 1
0 0 5
0 1 1
0 1 1 2
1 0 5 10
0 0 0 0
.
Elementary Row Operations: The following row operations are called elementary row operation of a matrix:
1. Interchange of two rows R
i
and R
j
(shorthand notation R
i
R
j
).
2. Multiply a row R
i
by a non-zero constant c (shorthand notation R
i
cR
i
).
3. Add a multiple of a row R
j
to another row R
i
(shorthand notation R
i
R
i
+ cR
j
).
Any given matrix can be reduced to a row echelon form by applying suitable elementary row operations on the matrix.
Example 1.1. Transform the following matrix to row echelon form
0 2 3 8
2 3 1 5
1 1 2 5
.
Note that if A is in row echelon form then for any c = 0, the matrix cA is also in row echelon form. Thus a given
matrix can be reduced to several row echelon form.
Row Equivalent Matrices: Matrices A and B are said to be row equivalent if there is a sequence of elementary
row operations that converts A into B.
Result 1.1. Matrices A and B are row equivalent if and only if (i) they can be reduced to the same row echelon form.
Linear System of Equations:
A linear system of m equations in n unknowns x
1
, x
2
, . . . , x
n
is a set of equations of the form
a
11
x
1
+ a
12
x
2
+ . . . + a
1n
x
n
= b
1
a
21
x
1
+ a
22
x
2
+ . . . + a
2n
x
n
= b
2
.
.
.
.
.
.
.
.
.
.
.
. (1)
a
m1
x
1
+ a
m2
x
2
+ . . . + a
mn
x
n
= b
m
,
2
where a
ij
, b
i
R for each 1 i m and 1 j n. Letting
A =
a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
. . . a
mn
, x =
x
1
x
2
.
.
.
x
n
and b =
b
1
b
2
.
.
.
b
m
,
we can represent the above system of equations as Ax = b.
The matrix A is called the coecient matrix of the system of equations Ax = b.
The matrix [A| b], as given below, is called the augmented matrix of the system of equations Ax = b.
[A| b] =
a
11
a
12
. . . a
1n
b
1
a
21
a
22
. . . a
2n
b
2
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
. . . a
mn
b
m
.
The vertical bar is used in the augmented matrix [A| b] only to distinguish the column vector b from the coecient
matrix A.
If b = 0 = [0, 0, . . . , 0]
t
, i.e., if b
1
= b
2
= . . . = b
m
= 0, the system Ax = 0 is called a homogeneous system of
equations. Otherwise, if b = 0 then Ax = b is called an non-homogeneous system of equations.
A solution of the linear system Ax = b is a column vector y = [y
1
, y
2
, . . . , y
n
]
t
such that the linear system (1)
is satised by substituting y
i
in place of x
i
. That is, Ay = b holds true.
The solution 0 of Ax = 0 is called the trivial solution and any other solutions of Ax = 0 are called non-trivial
solutions.
Result 1.2. Let Cx = d be the linear system obtained from the linear system Ax = b by a single elementary operation.
Then the linear systems Ax = b and Cx = d have the same set of solutions.
Result 1.3. Two equivalent system of linear equations have the same set of solutions.
Leading and Free Variable: Consider the linear system Ax = b in n variables and m equations. Let [R | r] be
the reduced row echelon form of the augmented matrix [A | b].
Then the variables corresponding to the leading columns in the rst n columns of [R | r] are called the leading
variables or basic variables.
The variables which are not leading are called free variables.
Gaussian Elimination Method: Use the following steps to solve a system of equations Ax = b.
1. Write the augmented matrix [A | b].
2. Use elementary row operations to reduce [A | b] to row echelon form.
3. Use back substitution to solve the equivalent system that corresponds to the row echelon form.
Example 1.2. Use Gaussian Elimination method to solve the system:
(a) y + z = 1, x + y + z = 2, x + 2y + 2z = 3
(b) y + z = 1, x + y + z = 2, x + 2y + 3z = 4
(c) y + z = 1, x + y + z = 2, x + 2y + 2z = 4.
If the system Ax = b has some solution then it is called a consistent system. Otherwise it is called an incon-
sistent system.
Reduced Row Echelon Form: A matrix A is said to be in reduced row echelon form (RREF) if it satises
the following properties:
1. A is in row echelon form.
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2. The leading entry in each non-zero row is a 1.
3. Each column containing a leading 1 has zeros everywhere else.
For example, the following matrices are in reduced row echelon form.
1 0
0 1
1 0 0
0 1 0
0 0 0
0 1 0 2
0 0 1 10
0 0 0 0
.
Applying elementary row operations, any given matrix can be transformed to a reduced row echelon form.
Method of Induction: [Version I] Let P(n) be a mathematical statement based on all positive integers n.
Suppose that P(1) is true. If k 1 and if the assumption that P(k) is true gives that P(k + 1) is also true, then the
statement P(n) is true for all positive integers.
Method of Induction: [Version II] Let i be an integer and let P(n) be a mathematical statement based on
all integers n of the set {i, i + 1, i + 2, . . .}. Suppose that P(i) is true. If k i and if the assumption that P(k) is true
gives that P(k + 1) is also true, then the statement P(n) is true for all integers of the set {i, i + 1, i + 2, . . .}.
Result 1.4. Every matrix has a unique reduced row echelon form.
Proof. We will apply induction on number of columns.
Base Case: Consider a matrix with one column i.e., A
m1
. The possibilities being O
m1
and e
1
, its RREF is unique.
Induction Hypothesis: Let any matrix having k 1 columns have a unique RREF.
Inductive Case: We need to show that A
mk
also has unique RREF. Assume A has two RREF, say B and C.
Note that because of induction hypothesis the submatrices B
1
and C
1
formed by the rst k 1 columns of B and C,
respectively, are identical. In particular, they have same number of nonzero rows.
We have that the systems Ax = 0, Bx = 0 and Cx = 0 have the same set of solutions. Let the i
th
row of the k
th
column be dierent in B and C i.e. b
ik
= c
ik
b
ik
c
ik
= 0.
Let u be an arbitrary solution of Ax = 0.
Bu = 0, Cu = 0 and (B C)u = 0
(b
ik
c
ik
)u
k
= 0 u
k
must be 0
x
k
is not a free variable
there must be leading 1 in the k
th
column of B and C
the location of 1 is dierent in the k
th
column
numbers of nonzero rows in B
1
and C
1
are dierent, a contradiction.
This contradiction leads us to conclude that B = C.
Hence by the Method of Induction, we conclude that every matrix has a unique reduced row echelon form.
Method of transforming a given matrix to reduced row echelon form: Let A be an mn matrix.
Then the following step by step method is used to obtain the reduced row echelon form of the matrix A.
1. Let the i-th column be the left most non-zero column of A. Interchange rows, if necessary, to make the rst entry
of this column non-zero. Now use elementary row operations to make all the entries below this rst entry equal
to 0.
2. Forget the rst row and rst i columns. Start with the lower (m1) (n i) sub matrix of the matrix obtained
in the rst step and proceed as in Step 1.
3. Repeat the above steps until we get a row echelon form of A.
4. Now use the leading term in each of the leading column to make (by elementary row operations) all other entries
in that column equal to zero. Use this step starting form the rightmost leading column.
5. Scale all non-zero entries (leading entries) of the matrix obtained in the previous step, by multiplying the rows by
suitable constants, to make all the leading entries equal to 1, ending with the unique reduced row echelon form
of A.
Gauss-Jordan Elimination Method: Use the following steps to solve a system of equations Ax = b.
1. Write the augmented matrix [A | b].
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2. Use elementary row operations to transform [A | b] to reduced row echelon form.
3. Use back substitution to solve the equivalent system that corresponds to the reduced row echelon form. That is,
solve for the leading variables in terms of the remaining free variables, if possible.
Example 1.3. Solve the system w x y + 2z = 1, 2w 2x y + 3z = 3, w + x y = 3 using Gauss-Jordan
elimination method.
Example 1.4. Solve the following systems using Gauss-Jordan elimination method:
(a) 2y + 3z = 8, 2x + 3y + z = 5, x y 2z = 5
(b) x y + 2z = 3, x + 2y z = 3, 2y 2z = 1.
Rank: The rank of a matrix A, denoted rank(A), is the number of non-zero rows in its row echelon form.
Result 1.5. Let Ax = b be a consistent system of equations with n variables. Then number of free variables is equal
to n rank(A).
Result 1.6. Let Ax = 0 be a homogeneous system of equations with n variables. If rank(A) < n then the system has
innitely many solutions.
Result 1.7. Let Ax = b be a system of equations with n variables. Then
1. if rank(A) = rank([A | b]) then the system Ax = b is inconsistent;
2. if rank(A) = rank([A | b]) = n then the system Ax = b has a unique solution; and
3. if rank(A) = rank([A | b]) < n then the system Ax = b has a innitely many solutions.
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