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5 - System of Linear Equations (Non-Homogeneous)

The document discusses the theory of systems of linear equations, including their representation in matrix form and the conditions for consistency. It outlines methods for solving both homogeneous and non-homogeneous systems, detailing cases based on the rank of the coefficient matrix and the augmented matrix. Examples are provided to illustrate the application of these concepts and methods.

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0% found this document useful (0 votes)
26 views15 pages

5 - System of Linear Equations (Non-Homogeneous)

The document discusses the theory of systems of linear equations, including their representation in matrix form and the conditions for consistency. It outlines methods for solving both homogeneous and non-homogeneous systems, detailing cases based on the rank of the coefficient matrix and the augmented matrix. Examples are provided to illustrate the application of these concepts and methods.

Uploaded by

pranali.b
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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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Matrix Theory: Rank of Matrix

-
System Of linear equations

FY BTECH SEM-I
MODULE:2
Sub-module: 2.3
A SYSTEM OF LINEAR EQUATIONS
• Consider a system of m linear vector of order 𝑚 × 1
equations in n unknowns, say 𝑿 = [𝒙𝟏 𝒙𝟐 𝒙𝟑 … 𝒙𝒏 ]𝑻 is the column
𝑥1 , 𝑥2 , 𝑥3 , … . 𝑥𝑛 vector of order (𝑛 × 1)
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1 • Any vector U satisfying AU = B is said to
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2 be a solution of AX = B.
𝑎31 𝑥1 + 𝑎32 𝑥2 + ⋯ + 𝑎3𝑛 𝑥𝑛 = 𝑏3 • The matrix [A,B] i.e., the matrix formed
………………………………………………..𝑎𝑚1 𝑥1 + by the coefficients and the constants is
𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚 called the augmented matrix.
• This system can be written compactly • A system 𝐴𝑋 = 𝐵 is
in matrix notation as 𝑨𝑿 = 𝑩 (i) Homogeneous if 𝐵 = 𝑂 and
𝑨 = 𝒂𝒊𝒋 : matrix of coefficients (ii) Non – homogeneous if 𝐵 ≠ 𝑂
𝒎𝑿𝒏
𝑩 = 𝒃𝟏 𝒃𝟐 𝒃𝟑 … 𝒃𝒎 𝑻 is the column
Different cases for solution
Consistent
Inconsistent
(possess at least one solution)
• (i) Unique Solution: • (ii) Infinite Solutions: • (iii) No Solution:
Ex: 4𝑥1 + 3𝑥2 = 11 , Ex: 4𝑥1 + 3𝑥2 = 11 , Ex: 4𝑥1 + 3𝑥2 = 11 ,
4𝑥1 − 3𝑥2 = 5 8𝑥1 + 6𝑥2 = 22 8𝑥1 + 6𝑥2 = 20
• Solving we get, has more solutions, say has no solution at all.
𝑥1 = 2 and 𝑥2 = 1 2,1 𝑇 or 0,11/3 𝑇 .
11−4𝑘 𝑇
[𝑘, ] is a general
3
solution for all k
NON – HOMOGENEOUS SYSTEM
OF LINEAR EQUATIONS
(i) n EQUATIONS IN n UNKNOWN:
Method 1: by finding 𝑨−𝟏
Consider 𝐴𝑋 = 𝐵, where A is a non – singular 𝑛 × 𝑛 matrix, 𝑋 is 𝑛 × 1 vector and B is
𝑛 × 1 matrix then the system has unique solution.
• Steps:
1. Write 𝐴𝑋 = 𝐵
2. Check that 𝐴 ≠ 0
3. Find 𝐴−1 by any suitable method.
4. Solution is given by 𝑿 = 𝑨−𝟏 𝑩.
• Note: If A is singular matrix, then this inverse method fails. In that case the system may
have infinitely many solutions or none at all.
NON – HOMOGENEOUS SYSTEM
OF LINEAR EQUATIONS
• (ii) m EQUATIONS IN n UNKNOWN:
• Method :2
• Case (i) : 𝑅𝑎𝑛𝑘 𝐴 < 𝑅𝑎𝑛𝑘 [𝐴, 𝐵]
In this case the equations are inconsistent i.e., they have no solution.
• Case (ii): 𝑅𝑎𝑛𝑘 𝐴 = 𝑅𝑎𝑛𝑘 [𝐴, 𝐵] = 𝑟
In this case the equations are consistent i.e., they possess a solution.
• Further,
(a) If 𝑟 = 𝑛 i.e if the rank of A is equal to the number of unknowns, the system has unique
solutions.
(Also note that the system has unique solution if the coefficient matrix is non –
singular).
(b) If 𝑟 < 𝑛, if the rank of A is less than the number of unknown the system has infinite
solutions.
• In this case 𝑛 – 𝑟 unknowns called parameters can be assigned arbitrary values.
• The remaining unknowns then can be expressed in terms of these parameters.
NON – HOMOGENEOUS SYSTEM
OF LINEAR EQUATIONS
• Working Rule:
1. Write the given system in the matrix form
𝐴𝑋 = 𝐵. No System is
If Rank A =
inconsistent
2. Apply row transformations on A as well as on Rank [A, B]
(No Solution)
the column matrix B i.e. on the augmented
matrix [A, B] till you get an row echelon form. Yes
rankA=no.o
3. We know that the rank of a matrix in echelon System has unique
f variable
form is equal to the number of non-zero rows. r=n
Yes solution
Determine the rank of A and the rank of the No
augmented matrix [A, B] and find the solution by then r < n
using following cases.
System has
infinitely many
solutions
Example 1
• Test the consistency of the equations • Applying 𝑅3 − 3𝑅2 , we get
1 1 1 3
• 𝑥 + 𝑦 + 𝑧 = 3, 𝑥 + 2𝑦 + 3𝑧 = 4, 𝑥 + 4𝑦 + 9𝑧 = 6. 𝐴: 𝐵 ~ 0 1 2 1
• Solution: The system of equations can be written 0 0 2 0
1 1 1 𝑥 3 • ∴ rank of [𝐴: 𝐵] = rank of 𝐴 = 3.
as 𝐴𝑋 = 𝐵, i.e. 1 2 3 𝑦 = 4
1 4 9 𝑧 6 • ∴ The system has unique solution.
• ∴ the augmented matrix can be written as • The reduced form of equations can be written as
1 1 1 3
𝐴: 𝐵 = 1 2 3 4 • 𝑥 + 𝑦 + 𝑧 = 3, 𝑦 + 2𝑧 = 1 , 2𝑧 = 0
1 4 9 6 • ∴ (iii) ⇒ 𝑧 = 0 substituting this value in (ii) 𝑦 = 1
• Applying 𝑅2 − 𝑅1 𝑎𝑛𝑑 𝑅3 − 𝑅1 we get • ∴ (i) ⇒ 𝑥 + 1 + 0 = 3 ⇒ 𝑥 = 2
1 1 1 3
𝐴: 𝐵 ~ 0 1 2 1 𝑥 2
0 3 8 3 • Hence the solution set can be written as 𝑦 = 1
𝑧 0
Example 2
𝑥1 + 2𝑥2 + 𝑥3 = 2 • Applying 𝑅3 − 2𝑅2 , we get
• Solve 2𝑥1 + 4𝑥2 + 3𝑥3 = 3 1 2 1 2
3𝑥1 + 6𝑥2 + 5𝑥3 = 4 𝐴: 𝐵 ~ 0 0 1 −1
• The system of equations can be represented by the 0 0 0 0
1 2 1 𝑥1 2 • Hence 𝜌 𝐴 = 𝜌[𝐴: 𝐵], therefore the system is
matrix equation as, 2 4 3 𝑥2 = 3 consistent.
3 6 5 𝑥3 4 • Further rank 𝑟 = 2 < 3 (number of variables),
• Where the augmented matrix is therefore the system has infinite solutions.
1 2 1 2 • ∴ 𝑛 − 𝑟 = 3 − 2 = 1 (free variable)
• 𝐴: 𝐵 = 2 4 3 3
3 6 5 4 • The reduced form of the linear equations can be
written as, 𝑥1 + 2𝑥2 + 𝑥3 = 2 , 𝑥3 = −1
• Applying elementary row transformations, the
matrix 𝐴: 𝐵 can be reduced to Echelon form. • Let 𝑥2 = 𝑘, an arbitrary constant. ∴ 𝑥1 = 3 − 2𝑘
𝑥1 3 − 2𝑘
• Applying 𝑅2 − 2𝑅1 𝑎𝑛𝑑 𝑅3 − 3𝑅1 we get
1 2 1 2 • Hence 𝑥2 = 𝑘 infinite solutions as k varies.
𝑥3 −1
𝐴: 𝐵 ~ 0 0 1 −1
0 0 2 −2
Example 3
• Are the following equations consistent? Justify. • Applying 𝑅12 , we get
2𝑥 + 𝑦 + 𝑧 = 4 1 1 1 2
𝑥+𝑦+𝑧=2 𝐴: 𝐵 ~ 2 1 1 4
5𝑥 + 3𝑦 + 3𝑧 = 6 5 3 3 6
• Solution: The system of linear equations can be • Applying 𝑅2 − 2𝑅1 𝑎𝑛𝑑 𝑅3 − 5𝑅1 , we get
written in the matrix form 𝐴𝑋 = 𝐵 i.e 1 1 1 2
2 1 1 𝑥 4 𝐴: 𝐵 ~ 0 −1 −1 0
1 1 1 𝑦 = 2 0 −2 −2 −4
5 3 3 𝑧 6 • Applying 𝑅3 − 2𝑅1 , we get
• ∴ the augmented matrix can be written as 1 1 1 2
2 1 1 4 𝐴: 𝐵 ~ 0 −1 −1 0
𝐴: 𝐵 = 1 1 1 2 0 0 0 −4
5 3 3 6 • ⇒ 𝑟𝑎𝑛𝑘 𝑜𝑓 𝐴 = 2 and rank of 𝐴: 𝐵 = 3.
• i.e 𝜌(𝐴) ≠ 𝜌 𝐴: 𝐵 .
• Hence the given system of linear equation is
inconsistent and therefore has no solution.
Example 4
• Solve the system of equations. • Applying 𝑅3 − (𝑅1 + 𝑅2 ) ,we get
𝑥1 − 𝑥2 + 2𝑥3 + 𝑥4 = 2 1 −1 2 1 2
3𝑥1 + 2𝑥2 + 𝑥4 = 1 𝐴∶𝐵 ~ 3 2 0 1 1
4𝑥1 + 𝑥2 + 2𝑥3 + 2𝑥4 = 3 0 0 0 0 0
• Solution: The system of equations can be • Applying 𝑅2 − 3𝑅1 , we get
represented by the matrix equation as, 1 −1 2 1 2
𝐴 ∶ 𝐵 ~ 0 5 −6 −2 −5
𝑥1 0 0 0 0 0
1 −1 2 1 𝑥 2
2 • Hence 𝜌 𝐴 = 𝜌 𝐴: 𝐵 = 2, the system is
3 2 0 1 𝑥3 = 1
consistent
4 1 2 2 𝑥4 3
• Rank 𝑟 = 2 < 4 (Number of variables),
• where the augmented matrix is therefore the system has infinite solutions.
1 −1 2 1 2 • ∴ 𝑛 − 𝑟 = 4 − 2 = 2 (free variables)
• 𝐴∶𝐵 = 3 2 0 1 1
4 1 2 2 3
Example 4 contd..
1
• The reduced form of the linear equations is 𝑥1 5
(5 − 4𝑝 − 3𝑞)
• 𝑥1 − 𝑥2 + 2𝑥3 + 𝑥4 = 2 , 𝑥 1
• 𝑥2 = 5
(−5 + 6𝑝 + 2𝑞) as p and q
3
• 5𝑥2 − 6𝑥3 − 2𝑥4 = −5 𝑝
𝑥4
• Let 𝑥3 = 𝑝 and 𝑥4 = 𝑞, an arbitrary 𝑞
constant for free variables varies.
• Substituting back, we get
1
• 𝑥2 = (−5 + 6𝑝 + 2𝑞) and
5
1
• 𝑥1 = (5 − 4𝑝 − 3𝑞)
5
• Hence the infinite values of solution are
given by,
Example 5
• Investigate for what values of a and b the following linear • (i) For no solution:
equations
In this case 𝜌 𝐴 ≠ 𝜌 𝐴: 𝐵 .
• 𝑥 + 2𝑦 + 3𝑧 = 4, 𝑥 + 3𝑦 + 4𝑧 = 5, 𝑥 + 3𝑦 + 𝑎𝑧 = 𝑏, have
Then we have 𝜌 𝐴 = 2 𝑎𝑛𝑑 𝜌 𝐴: 𝐵 = 3.
(i) no solution, (ii) a unique solution,
i.e. 𝑎 = 4 and 𝑏 ≠ 5,
• (iii) Infinite number of solutions.
• (ii) For unique solution:
• Solution: The system of linear equations can be written in
the matrix form as 𝐴𝑋 = 𝐵 we should have 𝜌 𝐴 = 𝜌 𝐴: 𝐵 = 𝑛 = 3
1 2 3 𝑥 4
1 3 4 𝑦 = 5 In this case the system is consistent. Further,
1 3 𝑎 𝑧 𝑏 Since 𝜌 𝐴 = number of unknowns, therefore the system
1 2 3 4 possesses unique solution if 𝑎 ≠ 4 and for any value of b.
where the augmented matrix is 𝐴: 𝐵 = 1 3 4 5
• (iii) For infinite number of solutions:
1 3 𝑎 𝑏
Applying 𝑅2 − 𝑅1 𝑎𝑛𝑑 𝑅3 − 𝑅1 , we get we get𝜌 𝐴: 𝐵 = 𝜌 𝐴 = 2 < 3, the number of unknowns,
1 2 3 4 therefore system of equations is consistent and possesses
𝐴: 𝐵 ~ 0 1 1 1 an infinite number of solutions when 𝑎 = 4 and 𝑏 = 5,
0 1 𝑎−3 𝑏−4
1 2 3 4
Applying 𝑅3 − 𝑅2 , 𝐴: 𝐵 ~ 0 1 1 1
0 0 𝑎−4 𝑏−5
Example 6
• For which values of  following set of equations is
consistent? Find and solve equations for those values
From above reduced form of 𝐴: 𝐵 it is clear that the
• 𝑥 + 2𝑦 + 𝑧 = 3, 𝑥 + 𝑦 + 𝑧 = 𝜆, 3𝑥 + 𝑦 + 3𝑧 = 𝜆2 rank of 𝐴 = 2. To have the rank of 𝐴: 𝐵 = 2,
1 2 1 3 • Consider 𝜆2 − 5𝜆 + 6 = 0 i. e. , 𝜆 − 2 𝜆 − 3 = 0
• Solution: consider 𝐴: 𝐵 = 1 1 1 𝜆 ⇒ 𝜆 = 2 𝑎𝑛𝑑 𝜆 = 3
3 1 3 𝜆2
• (i) Solution for 𝝀 = 𝟐
• Applying 𝑅2 − 𝑅1 𝑎𝑛𝑑 𝑅3 − 3𝑅1 , we get
1 2 1 3 • The reduced Echelon form of 𝐴: 𝐵 is
1 2 1 3
𝐴: 𝐵 ~ 0 −1 0 𝜆 − 3 0 −1 0 𝜆−3
0 −5 0 𝜆2 − 9 0 0 0 𝜆2 − 5𝜆 + 6
• Applying 𝑅3 − 5𝑅2 , we get 1 2 1 3
1 2 1 3 • Substituting 𝜆 = 2, we have 0 −1 0 −1
𝐴: 𝐵 ~ 0 −1 0 𝜆−3 0 0 0 0
0 0 0 𝜆2 − 5𝜆 + 6 • The reduced form of linear equations is
• For consistency of the equation, the rank of A and • 𝑥 + 2𝑦 + 𝑧 = 3 𝑎𝑛𝑑 𝑦 = 1
rank of 𝐴: 𝐵 must be the same.
Example 6 (contd…)
• Let 𝑧 = 𝑘, an arbitrary constant, ∴ 𝑥 = 1 − 𝑘
𝑥 1−𝑘
• Hence 𝑦 = 1 has infinite values as k varies
𝑧 𝑘
• (ii) Solution for 𝝀 = 𝟑:
• The reduced Echelon form of 𝐴: 𝐵
1 2 1 3
• By substituting 𝜆 = 3, we have 0 −1 0 0
0 0 0 0
• The reduced form of linear equations is
• 𝑥 + 2𝑦 + 𝑧 = 3 𝑎𝑛𝑑 𝑦 = 0
• Let 𝑧 = 𝑐, an arbitrary constant. ∴ 𝑥 = 3 − 𝑐
𝑥 3−𝑐
• Hence 𝑦 = 0 has infinite solutions as c varies.
𝑧 𝑐
Example 7
• For what values of 𝜆 the equations 3𝑥 − 2𝑦 + 𝜆𝑧 =
1, 2𝑥 + 𝑦 + 𝑧 = 2, 𝑥 + 2𝑦 − 𝜆𝑧 = −1, will have no • and they have no unique solutions if 𝜆 = −2
unique solution? Will the equations have any
solutions for this value of 𝜆. • Further, if 𝜆 = −2, we have from (1)
• Solution: (taking the equations in reverse order) 1 2 2 𝑥 −1
0 −3 −3 𝑦 = 4
1 2 −𝜆 𝑥 −1
0 −8 −8 𝑧 4
• 2 1 1 𝑦 = 2 8
3 −2 𝜆 𝑧 1 • Applying 𝑅3 − 𝑅2 , we get
3
• Applying 𝑅2 − 2𝑅1 𝑎𝑛𝑑 𝑅3 − 3𝑅1 , we get 1 2 2 𝑥 −1
1 2 −𝜆 𝑥 −1 0 −3 −3 𝑦 = 4
0 −3 1 + 2𝜆 𝑦 = 4 …………..(1) 0 0 0 𝑧 −20/3
0 −8 4𝜆 𝑧 4 • ∴ 0𝑥 + 0𝑦 + 0𝑧 = −20/3 which is absurd
• The equations have unique solutions if the coefficient
• Also the rank of A = 2 < 𝑡ℎ𝑒 𝑟𝑎𝑛𝑘 𝑜𝑓 [𝐴, 𝐵] = 3
matrix is non – singular.
• ∴ The equations are inconsistent, For 𝜆 = −2 there is
• ∴ −12𝜆 + 8 + 16𝜆 ≠ 0, 4𝜆 ≠ −8 ∴ 𝜆 ≠ −2
no solution.
• ∴ The equations have unique solutions if 𝜆 ≠ −2

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