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Lecture2 D3

The document is a lecture on Linear Algebra by Prof. Saurav Bhaumik from IIT Bombay, focusing on linear systems of equations, their representations in matrix form, and methods for solving them. It discusses homogeneous and non-homogeneous systems, the concept of row echelon form, and the process of back substitution for finding solutions. Examples illustrate the application of these concepts, including the transformation of matrices to upper triangular form for easier solving.

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Harsha Vardhan
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0% found this document useful (0 votes)
15 views16 pages

Lecture2 D3

The document is a lecture on Linear Algebra by Prof. Saurav Bhaumik from IIT Bombay, focusing on linear systems of equations, their representations in matrix form, and methods for solving them. It discusses homogeneous and non-homogeneous systems, the concept of row echelon form, and the process of back substitution for finding solutions. Examples illustrate the application of these concepts, including the transformation of matrices to upper triangular form for easier solving.

Uploaded by

Harsha Vardhan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MA 110 :

Lecture 02

Saurav Bhaumik,
Department of Mathematics
IIT Bombay

Spring 2025

Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02


Linear System
Let m, n ∈ N. A linear system of m equations in the n
unknowns x1 , ..., xn is given by

a11 x1 + a12 x2 + · · · + a1n xn = b1 (1)


a21 x1 + a22 x2 + · · · + a2n xn = b2 (2)
.. .. .. .. ..
. . . . .
am1 x1 + am2 x2 + · · · + amn xn = bm , (m)

where ajk ∈ R for j = 1, . . . , m; k = 1, . . . , n and also bj ∈ R


for j = 1, . . . , m are given.
 T
Let A := [ajk ] ∈ Rm×n , x := x1 · · · xn ∈ Rn×1 and
 T
b := b1 · · · bm ∈ Rm×1 . Using matrix multiplication, we
write the linear system as
Ax = b.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
The m × n matrix A is known as the coefficient matrix of
the linear system.
A column vector x0 ∈ Rn×1 is called a solution of the above
linear system if it satisfies Ax0 = b.
Case (i) Homogeneous Linear System: b := 0, that is,
b1 = · · · = bm = 0.
A homogenous linear system always has a solution, namely the
 T
zero solution 0 := 0 · · · 0 since A0 = 0.
Also, if r ∈ N and x1 , . . . , xr are solutions of such a system,
then so is their linear combination α1 x1 + · · · + αr xr , since
A(α1 x1 + · · · + αr xr ) = α1 Ax1 + · · · + αr Axr = 0 + · · · + 0 = 0.
Case (ii) General Linear System: b ∈ Rm×1 is arbitrary.
A nonhomogenous linear system, that is, where b ̸= 0, may
not have a solution, may have only one solution or may have
(infinitely) many solutions.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
Examples
(i) The linear system x1 + x2 = 1, 2x1 + 2x2 = 1 does not have
a solution.
(ii) The linear system x1 + x2 = 1, x1 − x2 = 0 has a unique
solution, namely x1 = 1/2 = x2 .
(iii) The linear system x1 + x2 = 1, 2x1 + 2x2 = 2 has
(infinitely) many solutions, namely x1 = α, x2 = 1 − α, α ∈ R.
Important Note:
Let S denote the set of all solutions of a homogeneous linear
system Ax = 0. If x0 is a particular solution of the general
system Ax = b, then the set of all solutions of the general
system Ax = b is given by {x0 + s : s ∈ S} since
s ∈ S =⇒ A(x0 + s) = Ax0 + As = b + 0 = b, and also
Ax = b =⇒ A(x − x0 ) = Ax − Ax0 = b − b = 0, so that
(x − x0 ) ∈ S, that is, x = x0 + s for some s ∈ S.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
We shall, therefore, address the problem of finding all solutions
of a homogeneous linear system Ax = 0, and one particular
solution of the corresponding general system Ax = b.
A Special Case
Suppose the coefficient matrix A is upper triangular and its
diagonal elements are nonzero. Then the linear system

a11 x1 + a12 x2 + · · · + · · · + · · · + · · · + a1n xn = b1 (1)


a22 x2 + a23 x3 + · · · + · · · + · · · + a2n xn = b2 (2)
.. .. .. ..
. . . .
a(n−1)(n−1) xn−1 + a(n−1)n xn = bn−1 (n − 1)
ann xn = bn (n)

can be solved by back substitution as follows.

Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02


xn = bn /ann
xn−1 = (bn−1 − a(n−1)n xn )/a(n−1)(n−1), where xn = bn /ann
.. .. ..
. . .
x2 = (b2 − a2n xn − · · · − a23 x3 )/a22 , where xn = · · ·, x3 = · · ·,
x1 = (b1 − a1n xn − · · · − · · · − a12 x2 )/a11 , where xn = · · ·, x2 = · · ·

Here the homogeneous system Ax = 0 has only the zero


solution and the general system Ax = b has a unique solution.
Taking a cue from this special case of an upper triangular
matrix, we shall attempt to transform any m × n matrix to an
upper triangular form. In this process, we successively attempt
to eliminate the unknown x1 from the equations (m), . . . , (2),
the unknown x2 from the equations (m), . . . , (3), and so on.

Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02


Example
Consider the linear system

x1 − x2 + x3 = 0
−x1 + x2 − x3 = 0
10x2 + 25x3 = 90
20x1 + 10x2 = 80.

Eliminating x1 from the 4th, 3rd and 2nd equations,

x1 − x2 + x3 = 0
0 = 0
10x2 + 25x3 = 90
30x2 − 20x3 = 80.

Interchanging the 2nd and the 3rd equations,


Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
x1 − x2 + x3 = 0
10x2 + 25x3 = 90
0 = 0
30x2 − 20x3 = 80.

Eliminating x2 from the 4th equation, and then interchanging


the 3rd and the 4th equations,

x1 − x2 + x3 = 0
10x2 + 25x3 = 90
−95x3 = −190
0 = 0.

Now back substitution gives x3 = 2, x2 = (90 − 25x3 )/10 = 4


 T
and x1 = −x3 + x2 = 2, that is, x = 2 4 2 .
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
The above process can be carried out without writing down the
entire linear system by considering the augmented matrix
 
a11 a12 · · · a1n b1
 a12 a22 · · · a2n b2 
[A|b] :=  .. .. .. .. ..  .
 
 . . . . .
am1 am2 · · · amn bn

This m × (n + 1) matrix completely describes the linear system.


In the above example,
 
1 −1 1 0
−1 1 −1 0
[A|b] = 
 0 10 25
.
90
20 10 0 80

Subtracting 20 times the first row from the 4th row, and
adding the first row to the second row, we obtain
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
 
1 −1 1 0
R4 −20R1 , R2 +R1 , 0 0 0 0
−−−−−−−−−→  0 10 25
.
90
0 30 −20 80
Interchanging the 2nd and the 3rd rows, we obtain
 
1 −1 1 0
R ←→R3 
−−2−−−→ 0 10 25 90.
0 0 0 0
0 30 −20 80
Finally, subtracting 3 times the 2nd row from the 4th row and
interchanging the  3rd and the 4th rows,  we arrive at
1 −1 1 0
R4 −3R2 , R3 ←→R4 0 10 25 90 
−−−−−−−−−−→  0 0 −95
.
−190
0 0 0 0
The upper triangular nature of the 3 × 3 matrix on the top left
enables back substitution.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
Row Echelon Form
We shall now consider a general form of a matrix for which the
method of back substitution works.
Let A ∈ Rm×n , that is, A is an m × n matrix with real entries.
A row of A is said to be zero if all its entries are zero.
If a row is not zero, then its first nonzero entry (from the left)
is called the pivot.Thus all entries to the left of a pivot equal 0.
Suppose A has r nonzero rows and m − r zero rows.
Then 0 ≤ r ≤ m. Clearly, r = 0 ⇐⇒ A = O.
Example 
0 1 4
If A = 0
 0 0, then m = n = 3 and r = 2.
5 6 7
The pivot in the 1st row is 1 and the pivot in the 3rd row is 5.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
A matrix A is said to be in a row echelon form (REF)1 if the
following conditions are satisfied.
(i) The nonzero rows of A precede the zero rows of A.
(ii) If A has r nonzero rows, where r ∈ N, and the pivot in
row 1 appears in the column k1 , the pivot in row 2 appears in
the column k2 , and so on the pivot in row r appears in the
column kr , then k1 < k2 < · · · < kr .
Examples      
0 4 0 1 4
1 0 1 4
The matrices 0
   0
0 , 5 6 7 , 0
  5 7
5 7 6
0 0 0 0 0 0
 
5 6 7
are not in REF. The matrix 0 1 4 is in a
 REF.
0 0 0
1
In French, echelon means level.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
Pivotal Columns
(i) Suppose a matrix A ∈ Rm×n is in a REF. If A has exactly r
nonzero rows, then there are exactly r pivots. A column of A
containing a pivot, is called a pivotal column. Thus there are
exactly r pivotal columns, and so 0 ≤ r ≤ n.
(We have already noted that 0 ≤ r ≤ m.)
(ii) In a pivotal column, all entries below the pivot equal 0.
Here is a typical example of how back substitution works when
a matrix A is in a REF. Let
   
0 a12 a13 a14 a15 a16 b1
0 0 0 a24 a25 a26  b2  .
  
A := 0 0 and b := b3 
0 0 a35 a36 
0 0 0 0 0 0 b4

where a12 , a24 , a35 are nonzero. They are the pivots.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
Here m = 4, n = 6, r = 3, pivotal columns: 2 , 4 and 5 .
 T
Suppose there is x := x1 · · · x6 ∈ R6×1 such that Ax = b.
Then 0x1 + · · · + 0x6 = b4 , that is, b4 must be equal to 0.
Next, a35 x5 + a36 x6 = b3 , that is, x5 = (b3 − a36 x6 )/a35 , where
we can assign an arbitrary value to the unknown x6 .
Next, a24 x4 + a25 x5 + a26 x6 = b2 , that is,
x4 = (b2 − a25 x5 − a26 x6 )/a24 , where we back substitute the
values of x5 and x6 .
Finally, a12 x2 + a13 x3 + a14 x4 + a15 x5 + a16 x6 = b1 , that is,
x2 = (b1 − a13 x3 − a14 x4 − a15 x5 − a16 x6 )/a12 , where we can
assign an arbitrary value to the variable x3 , and back
substitute the values of x4 , x5 and x6 .
Also, we can assign an arbitrary value to the variable x1 .
The variables x1 , x3 and x6 to which we can assign arbitrary
values correspond to the nonpivotal columns 1 , 3 and 6 .
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
Suppose an m×n matrix A is in a REF, and there are r
nonzero rows. Let the r pivots be in the columns k1 , . . . , kr
with k1 < · · · < kr , and let the columns ℓ1 , . . . , ℓn−r be
nonpivotal. Then xk1 , . . . , xkr are called the pivotal
variables and xℓ1 , . . . , xℓn−r are called the free variables.
Let b := [b1 · · · br br +1 · · · bm ]T , and consider the linear system
Ax = b.
Important Observations
1. The linear system has a solution ⇐⇒ br +1 = · · · = bm = 0.
This is known as the consistency condition.
2. Let the consistency condition br +1 = · · · = bm = 0 be
satisfied. Then we obtain a particular solution
 T
x0 := x1 · · · xn of the linear system by letting xk := 0
if k ∈ {ℓ1 , . . . , ℓn−r }, and then by determining the pivotal
variables xk1 , . . . , xkr by back substitution.
Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02
3. We obtain n − r basic solutions of the homogeneous
linear system Ax = 0 as follows. Fix ℓ ∈ {ℓ1 , . . . , ℓn−r }.
 T
Define sℓ := x1 · · · xn by xk := 1 if k = ℓ, while
xk := 0 if k ∈ {ℓ1 , . . . , ℓn−r } but k ̸= ℓ. Then determine
the pivotal variables xk1 , . . . , xkr by back substitution.
 T
4. Let s := x1 · · · xn ∈ Rn×1 be any solution of the
homogeneous system, that is, As = 0. Then s is a linear
combination of the n − r basic solutions sℓ1 , . . . , sℓn−r .
To see this, let y := s − xℓ1 sℓ1 − · · · − xℓn−r sℓn−r . Then
Ay = As − xℓ1 Asℓ1 − · · · − xℓn−r Asℓn−r = 0, and moreover,
the kth entry of y is 0 for each k ∈ {ℓ1 , . . . , ℓn−r }. It then
follows that y = 0, that is, s = xℓ1 sℓ1 + · · · + xℓn−r sℓn−r .
Thus we find that the general solution of the
homogeneous system is given by
s = α1 sℓ1 + · · · + αn−r sℓn−r , where α1 , . . . , αn−r ∈ R .

Prof. Saurav Bhaumik, IIT Bombay Linear Algebra: Lecture 02

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