Topic 1: System of Equations

FIN2009 Management Mathematics

Department of Finance
National Taiwan University

Dr. Sandy Lai

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 Definition of a linear equation
The most general linear equation is,
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 𝑏 (1)
• There are n unknowns, 𝑥 , 𝑥 , … , 𝑥 .
• 𝑎 , 𝑎 , … , 𝑎 , and 𝑏 are known numbers.
What makes the equation linear?
• Unknowns are only to the first power.
• Unknowns only occur in numerators.
• There are no products of unknowns.
Here are a couple of examples of linear equations.
• 6𝑥 8𝑦 10𝑧 3

• 7𝑥 𝑥 1

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•
 The solution set of a single linear equation
What is the solution set of a single linear equation?
• A solution set for Eq. (1) is a set of numbers 𝑡 , 𝑡 , … , 𝑡
such that if we set 𝑥 𝑡 ,𝑥 𝑡 ,…, 𝑥 𝑡 , then Eq.
(1) will be satisfied.
The solution set to a single linear equation:
• No solution: All coefficients are zero but b is not 0.
• E.g.., 0𝑥 0𝑥 ⋯ 0𝑥 5.
• A single solution: Only 1 coefficient is not zero.
• E.g., 2𝑥 5; 2𝑥 0.
• Infinitely many solutions: (i) At least two coefficients are
not zero, or (ii) all coefficients are zero and b is also 0.
• E.g., 2𝑥 3𝑥 5
• E.g., 0𝑥 0𝑥 ⋯ 0𝑥 0.
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Example: solution set to a single equation
Example 1: Find the solution set for 6𝑥 8𝑦 10𝑧 3.
<Solution>

• 𝑥 𝑡 , 𝑦 𝑠 , 𝑧 𝑡 𝑠

The variables that we get to choose for values are

sometimes called free variables.
This equation has two free variables.
• x and y,
• x and z, or
• y and z

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 A system of linear equations
A system of linear equations is a collection of two or
more linear equations. The system may have
• the same number of equations as unknowns,
• more equations than unknowns, or
• fewer equations than unknowns.

A solution set to a system with n unknowns, 𝑥 , 𝑥 , … , 𝑥 ,

is a set of numbers, 𝑡 , 𝑡 , … , 𝑡 , such that if we set 𝑥 𝑡 ,
𝑥 𝑡 ,…, 𝑥 𝑡 , then all of the equations in the system
will be satisfied.
• That is, the set of numbers 𝑡 , 𝑡 , … , 𝑡 is a solution to
each of the individual equations in the system.

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Example: A system of two equations with two
unknowns a single solution case
This system of equations has only one solution ( 3, 5).
• 2𝑥 3𝑦 9
• 𝑥 2𝑦 13

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Example: A system of two equations with two
unknowns  no solution case
This system of equations can’t possibly have a solution.
• 𝑥 4𝑦 10
• 𝑥 4𝑦 3

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Example: A system of two equations with two
unknowns infinitely many solutions case
This system of equations has infinitely many solutions.
•  2𝑥 𝑦 8
• 8𝑥 4𝑦 32

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A system of two equations with three unknowns
The solution to the system will represent the point(s)
where all the planes will intersect.
In the no solution case, there are no point(s) where all the
planes given by the equations of the system intersect.
• It can be that any two of the planes intersect, but there
is no point at which all of the planes intersect.
In the one solution case, the planes intersect at a point.
In the infinitely many solutions case, we can have one of
two scenarios:
• these planes intersect along a line, or
• the equations give the same plane.

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 A system of linear equations:
Three possibilities for solutions
Theorem 1: Given a system of n equations and m unknowns,
there will be one of three possibilities for solutions to the
system.
• 1. There will be no solution.
• 2. There will be exactly one solution.
• 3. There will be infinitely many solutions.
Remarks:
• If there is no solution to the system, we call the system
inconsistent. If there is at least one solution to the
system, we call it consistent.

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 A system of linear equations
A simplified way of writing a system of equations.
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 𝑏
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 𝑏
⋮
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 𝑏
• The unknowns are 𝑥 , 𝑥 , … , 𝑥 .
• The 𝑎 and 𝑏 are known numbers.
• The first subscript, i, of 𝑎 denotes the equation that the
subscript is in. The second subscript, j, denotes the
unknown that it multiples. For instance, 𝑎 would be
the coefficient of x6 in the third equation.
Any system of equations can be written as an augmented
matrix.

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 Coefficient and augmented matrices
Here is the coefficient matrix for the general system.
𝑎 𝑎 … 𝑎
𝑎 𝑎 … 𝑎
⋮ ⋮ ⋱ ⋮
𝑎 𝑎 ⋯ 𝑎

If we tack the 𝑏 ’s to the coefficient matrix, we will have

the augmented matrix of the system:

𝑎 𝑎 … 𝑎 𝑏
𝑎 𝑎 … 𝑎 𝑏
⋮ ⋮ ⋱ ⋮ ⋮
𝑎 𝑎 ⋯ 𝑎 𝑏

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 Elementary row operations
To solve systems of equations, our main tools will be the three
elementary row operations.
Row Operation Equation Operation Notation
Multiply row i by the Multiply equation i 𝑐𝑅
constant c by the constant c
Interchange rows i Interchange equations 𝑅 ↔𝑅
and j i and j
Add c times row i to Add c times equation 𝑅 𝑐𝑅
row j i to equation j
• In the third operation, only row (equation) j actually
changes. When we say that we add c time a row to another
row, we really mean that we add corresponding entries of
each row.
• Question: Will elementary row operations change the
solution to a system of equations?
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 Echelon form
Definition 1: A matrix is said to be in echelon form (or row
echelon form, REF) if it satisfies all four of the following
conditions.
• (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.
Remark: A leading entry of a row refers to the leftmost
nonzero entry (in a nonzero row).
Example:

7 8 10 5 3
0 9 13 9 12
•
0 0 0 3 1
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0 0 0 0 0
 Reduced echelon form
Definition 2: A matrix is said to be in reduced echelon
form (or reduced row echelon form, RREF) if it is in
echelon form and satisfies two additional conditions.
• (4) The leading entry in each nonzero row is 1.
• (5) Each leading 1 is the only nonzero entry in its column.

Examples:
0 0 1 0
• ,
0 0 0 1

1 9 0 0 2
0 0 1 0 16
•
0 0 0 1 1
0 0 0 0 0
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 REF and RREF
Definition 3: 𝑈 is an echelon matrix. If a matrix 𝐴 is row
equivalent to 𝑈, we call 𝑈 an echelon form (or row echelon
form) of 𝐴.

Definition 4: 𝑈 is a reduced echelon matrix. If a matrix 𝐴 is

row equivalent to 𝑈, we call 𝑈 the reduced (row) echelon
form of 𝐴.

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 Gauss-Jordan Elimination
Gaussian Elimination: Reduce the augmented matrix
to echelon form.
Gauss-Jordan Elimination: Reduce the augmented
matrix to reduced echelon form.

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 Example: Gaussian and Gauss-Jordan
Elimination
Use Gaussian Elimination and Gauss-Jordan Elimination
to solve the following system of linear equations.
2𝑥 𝑥 𝑥 4
𝑥 2𝑥 3𝑥 13
3𝑥 𝑥 1
Solution:

2 1 1 4
• The augmented matrix: 1 2 3 13 .
3 0 1 1
• Use row operations to change the matrix into echelon
form.

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 Example (cont’d)
2 1 1 4 1 2 3 13
𝑅 ↔𝑅
1 2 3 13 2 1 1 4
→
3 0 1 1 3 0 1 1
1 2 3 13 𝑅 2𝑅 1 2 3 13
2 1 1 4 𝑅 3𝑅 0 5 5 30
3 0 1 1 → 0 6 8 40
1 2 3 13 1 2 3 13
0 5 5 30 𝑅 0 1 1 6
0 6 8 40 → 0 6 8 40
1 2 3 13 1 2 3 13
𝑅 6𝑅
0 1 1 6 0 1 1 6
→
0 6 8 40 0 0 2 4
1 2 3 13 1 2 3 13
0 1 1 6 𝑅 0 1 1 6
0 0 2 4 → 0 0 1 2
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 Example (cont’d)
1 2 3 13
From the matrix 0 1 1 6 , we obtain
0 0 1 2
𝑥 2𝑥 3𝑥 13
⟹ 𝑥 𝑥 6
𝑥 2
• 𝑥 2.
• Plugging the value of 𝑥 into the second equation
gives 𝑥 4.
• Plugging both values of 𝑥 and 𝑥 into the first
equation gives 𝑥 1.
This substitution process is called back substitution.
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 Example (cont’d)
We can further reduce the matrix into reduced echelon
form.

1 2 3 13 𝑅 3𝑅 1 2 0 7
0 1 1 6 𝑅 𝑅 0 1 0 4
0 0 1 2 → 0 0 1 2
1 2 0 7 1 0 0 1
𝑅 2𝑅
0 1 0 4 0 1 0 4
→
0 0 1 2 0 0 1 2
𝑥 1
⟹ 𝑥 4
𝑥 2

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 Pivot position, column, and row
Definition 5: A pivot position in a matrix 𝐴 is a location in
𝐴 that corresponds to a leading 1 in the reduced echelon
form of 𝐴.
• Put differently, it is a location in 𝐴 that corresponds to a
leading entry in the echelon form of 𝐴.

Definition 6: A pivot column is a column of 𝐴 that contains

a pivot position.

Definition 7: A pivot row is a row of 𝐴 that contains a pivot

position.

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 Uniqueness of the Reduced Echelon Form
Theorem 2: (Uniqueness of the reduced echelon form)
Each matrix is row equivalent to one and only one
reduced echelon matrix.

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 **Proof of Theorem 2
The proof uses the idea from Section 4.3 that the columns of
row-equivalent matrices have exactly the same linear
dependence relations.
The row reduction algorithm shows that there exists at least
one such matrix 𝑈. Suppose that 𝐴 is row equivalent to
matrices 𝑈 and 𝑉 in reduced echelon form. The leftmost
nonzero entry in a row of 𝑈 is a “leading l.”
The pivot columns of 𝑈 and 𝑉 are precisely the nonzero
columns that are not linearly dependent on the columns to
their left.
• This condition is satisfied automatically by a first column if
it is nonzero.
Since 𝑈 and 𝑉 are row equivalent (both being row equivalent
to 𝐴), their columns have the same linear dependence
relations. Hence, the pivot columns of 𝑈 and 𝑉 appear in the
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same locations.
 **Proof of Theorem 2 (cont’d)
If there are r such columns, then since 𝑈 and 𝑉 are in reduced
echelon form, their pivot columns are the first r columns of the
𝑚 𝑚 identity matrix. Thus, corresponding pivot columns of 𝑈
and 𝑉 are equal.
Finally, consider any nonpivot column of 𝑈, say column j. This
column is either zero or a linear combination of the pivot
columns to its left (because those pivot columns are a basis for
the space spanned by the columns to the left of column j ).
• Either case can be expressed by writing 𝑈𝐱 𝟎 for some 𝐱
whose jth entry is 1. Then 𝑉𝐱 𝟎, too, which says that
column j of V is either zero or the same linear combination
of the pivot columns of 𝑉 to its left.
Since corresponding pivot columns of 𝑈 and 𝑉 are equal,
columns j of 𝑈 and 𝑉 are also equal. This holds for all nonpivot
columns, so 𝑉 𝑈, which proves that 𝑈 is unique.
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 Example: A single solution case
Solve the following system of linear equations.
3𝑥 4𝑥 10
5𝑥 8𝑥 17
3𝑥 12𝑥 12
Solution

3 4 10 1 𝑅 5𝑅 1
• 5 8 17 𝑅
→ 5 8 17 𝑅 3𝑅 0
3 12 12 3 12 12 →
0 8 2

1 1 1 0 3
𝑅 𝑅 8𝑅 𝑅 𝑅
• 0 1
→ 0 1 → 0 1 →
0 8 2 0 0 0 0 0 0

• → 𝑋 3 𝑋
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 Example: Infinitely many solutions case
Solve the following system of linear equations.
𝑋 2𝑋 3𝑋 2
𝑋 𝑋 2𝑋 3
2𝑋 𝑋 3𝑋 7
Solution:

1 2 3 2 1 2 3 2 1 0 1 4
𝑅 2𝑅
1 1 2 3 → 0 1 1 1 0 1 1 1
→
2 1 3 7 0 0 0 0 0 0 0 0
𝑥 𝑡 4
𝑥 𝑥 4 → 𝑥 𝑡 1 → x3 a free variable.
→
𝑥 𝑥 1 𝑥 𝑡 any number

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 Example: No solution case
Solve the following system of linear equations.
𝑋 2𝑋 3𝑋 2
𝑋 𝑋 2𝑋 3
2𝑋 𝑋 3𝑋 1
Solution:
1 2 3 2 𝑅 𝑅 1 2 3 2 1 2 3 2
𝑅
1 1 2 3 𝑅 2𝑅 0 1 1 1 0 1 1 1
→
2 1 3 1 → 0 3 3 5 0 3 3 5

1 2 3 2 1 2 3 2 1 0 1 4
𝑅 3𝑅 𝑅 𝑅 2𝑅
0 1 1 1 0 1 1 1 0 1 1 1
→ → →
0 0 0 8 0 0 0 1 0 0 0 1

𝑋 𝑋 4
𝑋 𝑋 1
0 1

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 Example: No solution case
Solve the following system of linear equations.
𝑋 𝑋 𝑋 𝑋 1
𝑋 2𝑋 3𝑋 4𝑋 5
2𝑋 3𝑋 4𝑋 5𝑋 8
Solution:

1 11 1 1 𝑅 𝑅 1 1 1 1 1
• 1 23 4 5 𝑅 2𝑅 0 1 2 3 4
2 34 5 8 → 0 1 2 3 6
1 1 1 1 1
𝑅 𝑅
0 1 2 3 4
→
0 0 0 0 2
• 𝑋 𝑋 𝑋 𝑋 1
𝑋 2𝑋 3𝑋 4
0 2
• → No solution.
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Homogeneous systems of linear equations
Definition 8: A system of n linear equations in m
unknowns in the following form is called a homogeneous
system.
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 0
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 0
⋮
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 0
• The one characteristic that defines a homogeneous
system is the fact that all the equations are set equal
to zero.
• It is clear that we will have at least one solution to the
homogeneous system of equations. That is,
𝑥 0, 𝑥 0, … , 𝑥 0
• This solution is called the trivial solution.
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Solutions to a homogeneous system of equations
Theorem 3: Given a homogeneous system of 𝑛 equations and
m unknowns, there will be one of two possibilities for
solutions to the system.
• (1) There will be exactly one solution, which is the trivial
solution.
• (2) There will be infinitely many non-zero solutions (in
addition to the trivial solution).
<Proof>
• Suppose a non-trivial solution 𝐱 𝑥 , 𝑥 , … , 𝑥 is a
solution to the system. Then, for any real number r, 𝑟𝐱 also
satisfies the system (because right-hand side equals r0).
Thus, the system has infinitely many solutions.
Remark: In a “non-zero solution,” at least one of the xi’s in the
solution is not equal to zero.
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 A homogeneous system
(with more unknowns than equations)
Theorem 4: Given a homogeneous system of 𝑛 linear
equations in m unknowns, if 𝑚 𝑛 (i.e. there are more
unknowns than equations), there will be infinitely many
solutions to the system.
<**Proof>
• Write this system as 𝐴𝐱 𝟎. Then, 𝑁𝑢𝑙𝑙𝑖𝑡𝑦 𝐴
𝑅𝑎𝑛𝑘 𝐴 = number of column in 𝐴, which is 𝑚. (By the
Rank Theorem in Topic 9.)
• We know that 𝑅𝑎𝑛𝑘 𝐴 min 𝑛, 𝑚 𝑛.
• So, we must have 𝑁𝑢𝑙𝑙𝑖𝑡𝑦 𝐴 𝑚 𝑛 0. Thus, the
system 𝐴𝐱 𝟎 has at least one free variable. ⟹ We have
infinitely many solutions.

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