CHAPTER 2

SYSTEMS OF LINEAR EQUATIONS

1.1

Linear Equations
A linear equation in n variables has the following form:
a1 x1 a2 x2 an xn b
Example 1
The following examples are linear equations and non-linear equation.
Linear Equation

Non-Linear Equation

x1 3x 2 6 x3 10

x2 4y 7

x 12 y 8

y sin x

y 0.8 x 4.1z 5

4 xy 3 y 2 x 12

0.5 x 3 y z 0.8

x 2y 2

x1 x 2 x n 1

y ex 0

Note:
1. Linear equations do not involve any products or roots of variables
2. Do not involve arguments for trigonometric, logarithmic or exponential functions
3. All variables occur only to the first power
1.2

Systems of Linear Equations

In general, a system of linear equations with m equations and n variables linear system can be written as:

a11 x1 a12 x 2 a1n x n b1

a12 x1 a 22 x 2 a 2 n x n b 2

a m1 x1 a m 2 x 2 a mn x n bm
where aij , bi are constants and x1 , x2 ,, xn are n variables
2.3

Methods of Solving a System of Linear Equation

There are 3 ways to solve system of linear equation:
1. Gaussian Elimination
2. Gauss Jordan Elimination Method
3. Homogeneous Systems of Linear Equations

2.3.1

Gaussian Elimination
The above system can be written in matrix form, Ax = b, as follows:

a11

a 21

a
m1

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a12
a 22

am2

a1n x1 b1

a 2 n x 2 b2

a mn x 3 b3

 a11

a
Coefficient matrix = 21

a
m1

a12
a 22

am 2

a 1n

a2n
Augmented matrix =

a mn

a11

a 21

a
m1

a12

a1n

a 22

a2n

a m 2 a mn

b1

b2

bm

Example 2
Find the augmented matrix and the coefficient matrix for the following systems:
x 6 y 10
x1 2 x 2 x3 3x 4 1
3 x 2 4 x3 0
1.

x 5 y 3z 1

2. x3 x 4 3

3. 2 x1 1

x1 x 2 0

3 x3 1

xz 2

There are three types of elementary row operation involves to solve a system of linear equations and
performed on the augmented matrix.
1. Interchange 2 rows Ri Ri
2.
3.

Multiply a row with a constant Ri kR j

Add a multiple of one row to another row Ri R i kR j

Example 3
Solve the following system of linear equations using elementary row operations:
2x y 4
2 x1 x 2 x3 8
1.

xz 2

2.

z3

x1 x 2 x3 2
2 x1 4 x 2 6 x3 0

Row Echelon Matrix

A matrix is said to be in row echelon matrix form if it has the following properties:
1.
2.
3.

Any zero row is placed at the bottom of the matrix

For each nonzero row, the first nonzero entry is 1 (leading 1)
For two consecutive nonzero rows, the leading 1 in the top row is further to the left than the leading 1
in the row below it.

The row echelon matrix is as follows:

1 2 4 2

0 1 6 0
0 0 1 2

Reduced Row Echelon Matrix

A matrix is said to be in reduced row echelon form if it has the following properties:
1.
2.

For every column that has leading 1

All entries below and above the leading 1s are all zero.

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The reduced row echelon matrix is as follows:

1 0 0 2

0 1 0 0
0 0 1 2

Example 4
State whether each of the following matrices is in row echelon form or reduced row echelon form.
2 1 1
1 0 0 0 0

1 0 0 0

0 0 1
0 1 0 0 4
0 0 0 0
0 0 0
0 0 1 0 1
0 0 0 1

0 0 0
0 0 0 1 2

1 6 5 2

0 1 4 5
0 0 1 1

1 0 0

0 1 0
0 0 1

1 0 0 0

0 0 1 0
0 0 0 4

Gaussian Elimination Method

1. Change the given system of linear equations to an augmented matrix
2. Use elementary row operations on the augmented matrix until get a row echelon matrix
3. Convert the row echelon matrix to a corresponding system of linear equations
4. Solve this system by using back substitution
Example 5
Solve the following system by using Gaussian elimination method.

x 2 y 3z 1
x 2 y z 2
3z 0
A system of linear equations may have:
1. Unique solution (only one solution)
2. An infinite number of solution
3. No solution
Consistent
If the system of linear equation have unique solution or infinitely many solution
Inconsistent
If the system of linear equation has no solution

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Example 6
Suppose that the augmented matrix for a system of linear equations has been reduced by row operations to
the given reduced row echelon form. Solve the system.

1.

1 0 0 3

0 1 0 2
0 0 1 4

3.

1 2 0 0 2 2

0 0 1 0 1 3
0 0 0 1 5 1

2.

1 0 0 1

0 1 0 0
0 0 0 4

4.

1 0 0 1 1

0 1 0 2 2
0 0 1 3 2

In no. 1, there is only one solution and so this system has a unique solution. For no. 2, the third row does
not make any mathematical sense and this system is said to be inconsistent. Meanwhile the variables
associated with the leading 1s are called leading variables. In no. 3 and 4, the leading variables other than
non-leading variables can be expressed. These non-leading variables are free variables and become
parameters. These systems are said to have infinitely many solutions.
Example 7
1.
Determine the value/s of k for which the following system of linear equations

2x 2 y 2z 2
4 x 6 y 2kz 6
2 x 2ky 6 z 4
a.
b.
c.

has a unique solution

is inconsistent
has infinitely many solution

2.

For what value/s of k would the system of linear equations below be consistent?

2x 6 y 4z 6
2 y 2z 4

4 y 2k 2 2z 2k 4

2.3.2

Gauss Jordan Elimination

Gauss Jordan elimination reduces a matrix to its reduced row echelon form.
Step 1
Form an augmented matrix corresponding to the given system and locate the leftmost non-zero column
Step 2
Interchange the top row with another row, if necessary, so that the top-most entry of the column found in
step 1 is non-zero.

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Step 3
If the entry that is now at the top of the column found in step1 is a, multiply the first row by 1

in order to

obtain a leading 1.
Step 4
Add suitable multiples of the top rows above and below so that all other entries in the column containing
the leading 1 are zeroes
Step5
Now cover the top row in the matrix and begin again with step 1 applied to the sub-matrix that remains.
Continue until the entire matrix is in reduced row echelon form
Example 8
Solve the following system using Gauss Jordan elimination

x 2 2
2 x1 4 x3 2
x 2 x3 2
Example 9
Solve the following augmented matrix using Gauss Jordan elimination

0
0

2.3.3

0 5 10 0 15 1
0 10 20 0 30
0

6 2 6 4 12
6
2

Homogeneous Systems of Linear Equation

A homogeneous system of linear equations has the following form:

a11 x1 a12 x 2 a1n x n 0

a12 x1 a 22 x 2 a 2 n x n 0

a m1 x1 a m 2 x 2 a mn x n 0
The above system can be written in matrix form, Ax = 0, as follows:

a11

a 21

a
m1

a12
a 22

a m2

a1n x1 0

a 2 n x 2 0

a mn x 3 0

Every homogenous system of linear equations is consistent, since x1 0, x 2 0, , x n 0 is a solution.

This solution is called a trivial solution. Meanwhile, non trivial solution is the solution besides
x1 x 2 x n .

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Example 10
Solve the following homogeneous system of linear equations.

2 x1 2 x 2 x 3 0
x1 x 2 2 x 3 0
x1 2 x 2 2 x 3 3 x 4 0
x3 x 4 0
Example 11
Solve the following homogenous system of linear equations.

2 x1 2 x 2 x 3 x 5 0
x1 x 2 2 x 3 2 x 5 0
x1 2 x 2 2 x 3 3 x 4 0
x3 x 4 0
Theorem 6 (Solution for Homogenous System of Linear Equation)
Suppose a system of linear equations has m equations and n variables. If m > n, then the system of linear
equations has an infinite number of solution.
2.4

The Inverse Matrix

Inverse of a matrix plays an important role in many areas.

2.4.1

Introduction
A square matrix, A, is said to be non singular or invertible if there exists a square matrix B, that satisfied
AB = BA = In where I is the inverse matrix of order n and the matrix B is called the inverse of A and
written as B = A-1. The inverse of A is unique.

2.4.2

Finding the Inverse of a Matrix

The formula below can be used to find the inverse of 2 2 matrix.
a b
, A is invertible if and only if ad bc 0 and the inverse of A is given by:
Method I: If A
c d
1 d b

A-1
ad bc c a

Note:
Take note that A-1

1
.
A

Example 12
5 4

Find B-1 if B =
2 1

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Theorem 7 (Uniqueness of the Inverse of a Matrix)

If matrices A and B are both invertible, then
a. (AB) is also invertible
b. (AB)-1 = B-1 A-1

Theorem 8 (Uniqueness of the inverse of a matrix)

If A is an invertible matrix, then the inverse of matrix A is unique.
Example 13
Determine whether matrix B is the inverse of matrix A

a.

1 3
,
A
2 5

5 3

B
2 1

b.

1 0 1

A 1 0 3 ,
0 0 4

0 0 1

B 3 1 2
2 0 2

Method II: To find A-1, reduce (A / I) to (I / A-1) using elementary row operations.
Example 14
2 0

1 2 1

0 3
Find the inverse for the matrix A 2 0 3 and B
4 0
1 3 0

0 2

Example 15
1 2 4
1 6 4

Find the inverse of 2 1 1 and the inverse of 2 4 1

1 0 6
1 2 5

2.4.3

Properties of Inverse
The inverse properties are as listed below:
Theorem 9 (Properties of the Inverse Matrix)
If matrix A is invertible, then
a. A-1 is also invertible and (A-1)-1 = A
b. An is also invertible and (An)-1 = (A-1)n
c.

If k is a scalar, kA is invertible and (kA)-1 =

d.

AT is also invertible and (AT)-1 = (A-1)T

1 -1
A
k

Example 16
1 2
find AT, A-1, (AT)-1 and (2A)-1
If matrix A =
3
6

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4 0

0 6
8 0

0 6

by row reduction

Theorem 10 (Properties of Matrix Multiplication and Identity Matrix)

If matrix C is invertible, then
a. If AC = BC, then A = B
b. If CA = CB, then A = B

Example 17
1 8
find matrix C if AC = A-1.
Given A-1 =

2
3

Example 18
3 0
2 0
and B =
. Find BCA = A.
Given A-1 =
1 4
4 1

d1

0
Suppose D is a diagonal matrix i.e. D =
0

D-1 =

d1
0

0
1

d2
0

0
d2
0
0

0
and d i 0 for all I, then D-1 is given by:
0

0 d n
0

0
0

1
dn

Example 19

3 0

0 1
Find the inverse of 0 0

0 0

0 0
2.4.4

0 0 0

0 0 0
2 0 0

0 8 0

0 0 2

Solving a Systems of Linear Equations

Suppose A-1x = b. To find x, pre multiply by A-1.
A-1Ax =A-1b
x = A-1b
Example 20
Solve the following system of linear equations by first finding the inverse of the coefficient matrix.
x1 2 x 2 x 3 0

2 x1 4 x 2 x 3 2
x1 2 x 2 2

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2.5

Elementary Matrices
A n n square matrix is called an elementary matrix if it can be obtained from the n n identity matrix, In
by performing a single elementary row operation.
There are three elementary row operations involved:
a. Interchanging two rows
b. Multiplying a row with a nonzero constant
c. Adding a row that is multiplied with a nonzero constant to another row
Example 21
Given are three examples of elementary matrices
Elementary matrix
Elementary row operation
a.

1 0 0

E1 0 4 0
0 0 1

1 0 0
1 0 0

I 1 0 1 0 4 R2 R2 0 4 0
0 0 1
0 0 1

b.

0 0 1

E2 0 1 0
1 0 0

1 0 0
0 0 1

I 2 0 1 0 R1 R3 0 1 0
0 0 1
1 0 0

c.

1 0 0

E3 0 1 4
0 0 1

1 0 0
1 0 0

I 3 0 1 0 R 2 R 2 4 R3 0 1 4
0 0 1
0 0 1

Example 22
Find the elementary matrices for each of the following matrices
1 0

1 0

0 1
a. 0 1
b.
0 0
0 0

0 0

c.

2 0 0

0 1 0
0 1 1

d.

0 0

0 0
0 0

0 1

1 0 0

0 1 1
0 0 1

Theorem 11 (Representing Elementary Row Operations)

Let E be the elementary matrix obtained by performing an elementary row operation on I m . If the same
elementary row operation is performed on an m n matrix A, then the resulting matrix is given by the
product EA.
Example 23
1 2 0 1
and E be an elementary matrix obtained by multiplying the second row of I 2 with
Let A =
3 1 4 2

1 0
1 0 1 2 0 1 1 2 0 1
. The matrix multiplication EA

is the same
2, that is, E
0 2
0 2 3 1 4 2 6 2 8 4
as the matrix obtained by multiplying the second row of matrix A with 2.

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Example 24
Find the sequence of elementary matrices that can be used to reduce the given matrix A to a row echelon

2 4 6

matrix B if A 0 1 4
4 8 12

Let matrix B is equivalent to matrix A if there exists a finite number of elementary matrices E 1, E2 Ek
such that B = Ek Ek-1 E2 E1 A

1
R1 is the inverse of R1 6R1 that is the
6
both operations cancel out each other. Using the inverse operation on E will produce In. Using the inverse
Elementary row operations can be reversed. For example, R1
operation on In will produce E 1 .
Elementary Row Operation
Ri R j

Inverse of Elementary Row Operation

Ri R j

kR i

1
Ri
k
Ri Ri kR j

Ri Ri kR j

If E is obtained from In by performing a single operation and E 1 is obtained from In by performing the
inverse operation.

EE 1 E 1 E I
Every elementary matrix is invertible and the inverse is also an elementary matrix.
Theorem 12 (Elementary Matrices are Invertible)
Each elementary matrix E is invertible and the inverse matrix E 1 is also an elementary matrix.
Example 25
Find the inverse matrix for each of the following matrices

15

a.

0 0 1

E1 0 1 0
1 0 0

b.

1 0 0

E2 2 1 0
0 0 1

c.

1 0
E3 0 1

0 0

0
0
1

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Example 26
Matrix B is obtained from matrix A by performing two elementary row operations. Find elementary
matrices E1 and E 2 such that B E 2 E1 A and E11 and E 21 such that A E11 E 21 B

1 3 7

A 2 6 8
0 4 3

1 3 7

B 0 4 3
0 0 6

Theorem 13 (Properties of Invertible Matrices)

A square matrix A is invertible if and only if it can be written as a product of elementary matrices.
Example 27
1 2

Given A
8
3
a.
b.

Find a sequence of elementary matrices whose product is A

Find A-1 by using elementary matrices

Theorem 14 (Equivalence Conditions)

If A is an n n matrix, then the following statements are equivalent
1. A is invertible
2. Ax = b has a unique solution for every n 1 column matrix b
3. Ax = 0 has only trivial solution
4. A is row equivalent to In
5. A can be written as a product of elementary matrices

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