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m1 l1.2 - Linear Systems

This document provides an overview of linear systems and their solutions. It begins by defining linear equations and homogeneous linear equations. It then defines a system of linear equations and describes how the solution set is the set of tuples that satisfy all equations simultaneously. It discusses the three possible cases for solutions: unique solution, infinitely many solutions, or no solution. It introduces matrix notation for representing linear systems as augmented matrices and uses Gaussian elimination and Gauss-Jordan elimination to put matrices in row echelon form (REF) and reduced row echelon form (RREF) to solve systems. Examples are provided to illustrate the different cases and solution methods.

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0% found this document useful (0 votes)
93 views32 pages

m1 l1.2 - Linear Systems

This document provides an overview of linear systems and their solutions. It begins by defining linear equations and homogeneous linear equations. It then defines a system of linear equations and describes how the solution set is the set of tuples that satisfy all equations simultaneously. It discusses the three possible cases for solutions: unique solution, infinitely many solutions, or no solution. It introduces matrix notation for representing linear systems as augmented matrices and uses Gaussian elimination and Gauss-Jordan elimination to put matrices in row echelon form (REF) and reduced row echelon form (RREF) to solve systems. Examples are provided to illustrate the different cases and solution methods.

Uploaded by

Hera Reina
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MODULE 1 LESSON 1.

2
LINEAR SYSTEMS

MATH 149
LINEAR ALGEBRA WITH COMPUTER APPLICATION
Skills Objectives
• Determine whether a given equation is linear.
• Determine whether a given n-tuple is a solution of a linear
system.
• Find the augmented matrix of a linear system.
• Find the linear system corresponding to a given augmented
matrix.
• Recognize whether a given matrix is in row echelon or
reduced row echelon form or neither.
• Construct solutions to linear systems whose corresponding
augmented matrices are in REF or RREF.
• Use Gaussian and Gauss Jordan elimination to find the
general solution of a linear system and a homogeneous linear
system.
• Solve real life application problems.
A linear equation is a first-degree equation in n variables 𝑥1 ,𝑥2 , …,
𝑥𝑛 that can be expressed as
𝒂𝟏 𝒙𝟏 +𝒂𝟐 𝒙𝟐 +….+𝒂𝒏 𝒙𝒏 = b
where 𝑎1 ,𝑎2 ,…,𝑎𝑛 and b are constants, and the a’s are not all zero.

In the special case where b=0, then the equation of the form
𝒂𝟏 𝒙𝟏 +𝒂𝟐 𝒙𝟐 +….+𝒂𝒏 𝒙𝒏 = 𝟎
is called a homogeneous linear equation in the variables, 𝑥1 ,𝑥2 , …,
𝑥𝑛 .

A linear equation does not involve any products or roots of


variables, as arguments of trigonometric, logarithmic or exponential
functions. All variables appear only to the first power.
Let 𝑥1 , 𝑥2 , …,𝑥𝑛 be n variables and suppose bi ,Aij ∈ ℝ
for 1≤ 𝑖 ≤ 𝑚 𝑎𝑛𝑑 1 ≤ 𝑗 ≤ 𝑛, then
A11𝑥1 + 𝐴12𝑥2 + ⋯ + 𝐴1𝑛𝑥𝑛 = 𝑏1
A21𝑥1 + 𝐴22𝑥2 + ⋯ + 𝐴2𝑛𝑥𝑛 = 𝑏2
⋮ ⋮
A𝑚1𝑥1 + 𝐴𝑚2𝑥2 + ⋯ + 𝐴𝑚𝑛 𝑥𝑛 = 𝑏𝑚

is called a system of linear equations. If 𝑏𝑖 = 0 for


1 ≤ 𝑖 ≤ 𝑚 then the system is homogeneous. The
solution set is the set of all (𝒙𝟏, 𝒙𝟐,…, 𝒙𝒏) ∈ ℝm which
satisfy all the equations in the system simultaneously.
System of two linear equations in two variables

Consider the following system of two linear equations


in 2 unknowns
𝑥+𝑦 =2
𝑥−𝑦 =0
Adding equation reveals 2𝑥 = 2 ℎ𝑒𝑛𝑐𝑒
𝑥 = 1. 𝑆𝑜𝑙𝑣𝑖𝑛𝑔 𝑓𝑜𝑟 𝑦 𝑟𝑒𝑠𝑢𝑙𝑡𝑠 𝑡𝑜 𝑦 = 1.
Hence the solution (1,1) is unique. The system is
consistent and independent.
Consider the following system of two equations in 2
unknowns,
𝑥+𝑦 =5
2𝑥 + 2𝑦 = 10
If we multiply the second equation by 1/2, the second
equation will be equal to the first equation.
The solutions are 𝑥, 5 − 𝑥 for all 𝑥 ∈ ℝ. The system of
equation has infinitely many solutions of the form (x,y)
where 𝑥 + 𝑦 = 5.
The system is thus still consistent but dependent.
Consider the following system of 2 equations in 2
unknowns,
𝑥+𝑦 =5
𝑥+𝑦 =2
Subtracting the 2nd equation yields 0 = 3. The system
has no solution and is hence, inconsistent.
Solutions to System of Linear Equations

The given examples has given us three cases of the


general structure of solutions to linear systems. We
either get
(i) one unique solution (independent, consistent)
(ii) an infinitely many solutions(dependent, consistent)
(iii) or no solution at all (inconsistent).
Consequently, each case correspond to a pair of lines in
the plane.
Graph of System of 2 linear equations with 2
unknowns
A pair of lines may intersect at one point (unique
solution), be the same line (infinitely many solutions),
or be parallel (no solution).
Theorem: A system of equation in two variables of the form
𝒂𝒙 + 𝒃𝒚 = 𝒄 is

CONSISTENT if any of the ratio of


the coefficients
𝒂 𝒃
are not equal: 𝟏 ≠ 𝟏
𝒂𝟐 𝒃𝟐

DEPENDENT if its coefficients has


the ratio:
𝒂𝟏 𝒃 𝒄
= 𝟏= 𝟏
𝒂𝟐 𝒃𝟐 𝒄𝟐

INCONSISTENT if its coefficients


𝒂𝟏 𝒃𝟏 𝒄𝟏
has the ratio: = ≠
𝒂𝟐 𝒃𝟐 𝒄𝟐
Parametric Solution
One way to describe the solution set for a dependent
system is to solve for one variable ( eg. x) in terms of
another variable (eg. y) and then assigning an arbitrary
value t (called parameter) to y. This allows to express
the solution by the pair of equations ( called parametric
equations).
Example: In each part, find the solution set of the
linear equations by using parameters as necessary.
a.) 2x+4y= 3 b.) 3𝑥1 -5𝑥2 +𝑥3 +4𝑥4 = 9
EXERCISES
1. Determine whether the equation is linear in x1, x2, and x3.
a. −𝟐𝒙𝟏 − 𝟑𝒙𝟐 + 𝒙𝟑 = 𝟎
b. −𝟐𝒙𝟏 − 𝟒𝒙𝟐 + 𝒙𝟐𝒙𝟑 = 𝟓
𝒙𝟐𝟐
c. 𝟒𝒙𝟏 +
𝟕
− 𝟑𝒙𝟑 = −𝟏
2. Determine whether the equations form a linear system.
𝒂. 𝒙𝟏 − 𝒙𝟐 + 𝒙𝟑 = 𝒄𝒐𝒔𝝅 b. 𝒙𝟏 + 𝒙𝟐 = 𝒙𝟑 + 𝒙𝟒
𝟑𝒙𝟏 − 𝒙𝟐 + 𝒙𝟑 = 𝟐
c. 𝟕𝒙𝟏 − 𝒙𝟐 + 𝟐𝒙𝟑 = 𝟎
𝟐𝒙𝟏 + 𝒙𝟐 − 𝒙𝟑𝒙𝟒 = 𝟑
−𝒙𝟏 + 𝟓𝒙𝟐 + 𝒙𝟒 = −𝟏
3. Determine whether (5, 8,1) is a solution to
𝒙𝟏 + 𝟐𝒙𝟐 − 𝟐𝒙𝟑 = 𝟑
𝟑𝒙𝟏 − 𝒙𝟐 + 𝒙𝟑 = 𝟏
−𝒙𝟏 + 𝟓𝒙𝟐 − 𝟓𝒙𝟑 = 𝟓
4. Give the parametric solution to the following dependent system.
i. 𝒙𝟏 − 𝒙𝟑 =4 ii. 3𝒙𝟏 − 𝒙𝟑 + 6𝒙𝟒 =0
𝒙𝟐 + 𝒙𝟒 =9 2𝒙𝟐 − 𝒙𝟑 −5𝒙𝟒 = -2
Matrix Notation
The augmented coefficient matrix is an array of numbers which
provides an abbreviated notation for a system of linear equations.
For example,
A11𝑥1 + 𝐴12𝑥2 + ⋯ + 𝐴1𝑛𝑥𝑛 = 𝑏1
A21𝑥1 + 𝐴22𝑥2 + ⋯ + 𝐴2𝑛𝑥𝑛 = 𝑏2
⋮ ⋮
A𝑚1𝑥1 + 𝐴𝑚2𝑥2 + ⋯ + 𝐴𝑚𝑛 𝑥𝑛 = 𝑏𝑚
can be written in matrix notation as
A11 𝐴12 ⋯ 𝐴1𝑛 𝑏1 a11 a12 … a1n b1
A21 𝐴22 ⋯ 𝐴2𝑛 𝑏2 a21 a22 … a2n b2
⋮ ⋮ ⋯ ⋮ ⋮ or
⋮ ⋮ ⋮ ⋮
A𝑚1 𝐴𝑚2 … 𝐴𝑚𝑛 𝑏𝑚 am1 𝑎𝑚2 … 𝑎𝑚𝑛 𝑏𝑚
The vertical bar is optional and is used to separate the matrix of
coefficient and the nonhomogeneous term.
Exercises:
A. Find the augmented matrix for the given system of linear
equation.
i. -2x1=6 ii. 2x1 +2x3=1
9𝑥1 =-3 3x1-x2+4x3=7
3𝑥1 = 8 6x1+x2- x3 =0
B. Find a system of linear equations corresponding to the given
augmented matrix.
2 5 6 3 0 −2 5
3 −2 5
i. 0 1 2 ii. iii. 7 1 4 −3
7 1 −3
−1 0 0 0 −2 1 7
SOLVING SYSTEM OF EQUATIONS USING THE GAUSS-JORDAN
ALGORITHM

The basic method for solving linear systems is to perform


elementary row operations on the augmented matrix. The
process involves the following steps:
1. Multiply a row through by a nonzero constant.
2. Interchange two rows.
3. Add a constant times one row to another.
Gauss Jordan Algorithm
The system 𝑥 + 𝑦 = 2 and 𝑥 − 𝑦 = 0 has augmented
coefficient matrix. After a series of row operations
(addition, subtraction, scalar multiplication of rows),
the matrix is transformed into row echelon form (REF)
(2nd to the last matrix). Additional step leads to reduced
row echelon form (RREF) (last matrix).

The matrix in RREF gives 𝑥 = 1 𝑎𝑛𝑑 𝑦 = 1. The first


two steps is called the forward phase and the last step
the backward phase.
Gaussian Elimination is a process of solving the linear
system by a series of elementary row operations on the
matrix until it is transformed into a Row Echelon Form
(REF) after which the rest of the unknowns are solved by
back substitution.

An augmented matrix is in row echelon form (REF) if it has the


following properties:
1. If a row does not consist entirely of zeros, then the first
nonzero number in the row is a 1 (leading one).
2. If there are any rows that consist entirely of zeros, then they
are grouped together at the bottom of the matrix.
3. In any two successive rows that do not consist entirely of
zeros, the leading 1 in the lower row occurs farther to the right
than the leading 1 in the higher row.
In Gaussian elimination, only the forward phase is performed.
REDUCTION TO ROW ECHELON FORM (Forward Phase)
• Start by obtaining 1 in the top left corner. Then
obtain zeros below that 1 by adding appropriate
multiples of the first row to the rows below it.
• Next, obtain a leading 1 in the next row, and then
obtain zeros below that 1.
• At each stage make sure that every leading entry is
to the right of the leading entry in the row above
it−rearrange the rows if necessary.
• Continue this process until you arrive at a matrix in
row-echelon form.
Example of Gaussian Elimination
Gauss-Jordan Elimination is an algorithm that consists
of two parts, a forward phase in which zeros are
introduced below the leading 1’s
1 𝑏 𝑐 𝑑
𝑒 𝑓 𝑔 ℎ
𝑖 𝑗 𝑘 𝑙

and a backward phase in which zeros are introduced


above the leading 1’s.

An augmented matrix is in reduced row echelon form


(RREF) if in each column that contains a leading 1 has
zeros everywhere else in that column.
Example of Gauss Jordan Elimination

Solve a system by Gauss Jordan Elimination Method


Consider the system 𝑥 + 𝑦 = 2 and 3𝑥 + 3𝑦. = 6. It has the
augmented matrix shown below. Performing
elementary row operation resulted to an augmented
matrix with zeros at the bottom.

Since the backward phase cannot be applied, the ref is


just the same as the rref. The non-zero row represents
the equation 𝑥 + 𝑦 = 2 and (2 − 𝑡, 𝑡) represents the
solution to the system where t is the parameter such
that t ∈ ℝ .
The system 𝑥 + 𝑦 = 3 and 𝑥 + 𝑦 = 2 has augmented matrix as
shown below. A single step row operation resulted to the 2nd
matrix.

The last row indicates that 0𝑥 + 0𝑦 = 1. The system is


inconsistent since we know that 0 ≠ 1. This system has no
solution.
In general, a matrix in RREF whose bottom row has zeros on the
left and a non-zero on the last column is inconsistent.
Exercise:
1. Determine whether the matrix is in row echelon form (REF),
reduced row echelon form (RREF), both, neither.
1 0 0 1 0 0 0 1 0
(a) 0 1 0 (b) 0 1 0 (c) 0 0 1
0 0 1 0 0 0 0 0 0
1 2 0 3 0
1 0 3 1 1 −7 5 5 0 0 1 1 0
d) (e) (f)
0 1 2 4 0 1 3 2 0 0 0 0 1
0 0 0 0 0
2. Determine what the augmented matrix represents. Express
the solution in n-tuple form.
• Exercise
3. Suppose the augmented matrix for a linear system in the
unknowns x,y, and z has been reduced by elementary row
operations to the given RREF. Solve the system.
1 0 0 0 1 0 3 −1 1 −5 1 4
(a) 0 1 2 0 (b) 0 1 −4 2 c.) 0 0 0 0
0 0 0 1 0 0 0 0 0 0 0 0
4. Solve the linear system by (a) Gaussian elimination with back
substitution and (b) Gauss-Jordan elimination.
(a) 𝑥1 +2𝑥2 − 3𝑥3 = 6 (b) -2b+3c = 1
2𝑥1 − 𝑥2 + 4𝑥3 = 1 3a+6b-3c = -2
𝑥1 −𝑥2 + 𝑥3 = 3 6a+6b+3c = 5
ANSWERS
1. a, b, c and d are in RREF whereas e and f are in REF.
2. The augmented matrix corresponds to the equation 𝑥1 =3, 𝑥2 = 1, 𝑥3 =0,
𝑥4 =5 or expressing the solution more succinctly as the 4-tuple (3,1,0,5).
3. (a) the equation that corresponds to the last row is 0x + 0y + 0z=1 which is
not satisfied by any values of x,y, and z, the system is inconsistent.
(b) The last row can be omitted since it imposes no restrictions on x,y, and z.
The variables x and y (leading variables) can be expressed in terms of the free
variable z which can be treated as a parameter and assigned an arbitrary
value t. From the augmented matrix, if we let z=t such that t is any real
number, then x=-1-3z; y=2+4z and the solution set is expressed as (-1-3t,
2+4t,t).
(c) We can omit the equations corresponding to the zero rows and express x
in terms of the free variables y and z. The free variables can be assigned
arbitrary values say y = s and z = t thus the solution set is expressed as (4+5s-
t, s, t).
17 −7 −9
4. (a) 𝑥1 = , 𝑥2 = , 𝑥3 = (b) no solution
5 5 5
Solve Exercise 4 (a and b) using Matlab
A system of linear equations is said to be homogeneous if the
constant terms are all zero
a11x1 + a12x2+…+a1nxn = 0
a21x1+ a22x2+…+a2nxn = 0
⋮ ⋮ ⋯ ⋮ ⋮
am1x1+am2x2+…+amnxn= 0

Every homogeneous system of linear equation is consistent


because all such system have 𝑥1 = 0, 𝑥2 = 0 … 𝑥𝑛 = 0. This is called
the trivial solution; if there are other solutions, then they are
called nontrivial solutions.
Because a homogeneous linear system always has the trivial
solution, there are only two possibilities for its solutions:
1. The system has only the trivial solution.
2. The system has infinitely many solutions in addition to the
trivial solution.
In the special case of homogeneous linear system of two
equations in two unknowns
𝑎1 x+𝑏1 y =0
𝑎2 x+𝑏2 y=0
The graphs of the equation are lines through the origin, and the
trivial solution corresponds to the point of intersection at the
origin.
• If a homogeneous linear systems has n unknowns, and if the
reduced row echelon form of its augmented matrix has r
nonzero rows, then the system has n-r free variables.
• If a homogeneous linear system has m equations in n
unknowns, and if m<n, then it must also be true that r<n
which implies that there is at least one free variable and that
the system has infinitely many solutions.
Theorem:
A homogeneous linear system with more unknowns than
equations has infinitely many solutions.
Example: Solve the following homogeneous linear system.
References
1. Elementary Linear Algebra with
Supplemental Applications and Wiley Plus Set
11th Ed., Anton
2. http://www.supermath.info/math321.pdf

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