Systems of Linear Equations. Part 1.

Nargiza Tazabekova
▶ Linear Equation and Solutions
▶ System of Linear Equations
▶ Augmented and Coefficient Matrices of a System
▶ Degenerate Linear Equations
▶ Equivalent Systems, Elementary Operations
▶ Systems in Triangular and Echelon Forms
▶ Gaussian Elimination
Linear Equation and Solutions

A linear equation in unknowns x1 , x2 , ..., xn is an equation that

can be put in a standard form

a1 x1 + a2 x2 + ...an xn = b

where a1 , a2 , ..., an , and b are constants.

The constant ak is called a coefficient of xk , and b is called the

constant term of the equation.
Linear Equation and Solutions

A solution of a linear equation a1 x1 + a2 x2 + ...an xn = b is a list

of values for the unknowns (or a vector u)

x1 = k1 , x2 = k2 , ..., xn = kn

or
u = (k1 , k2 , ..., kn )
such that the following statement is true:

a1 k1 + a2 k2 + ... + an kn = b

In such a case we say that u satisfies the equation.

Example

x + 2y − 3z = 6
u = (5, 2, 1), w = (1, 2, 3)
System of Linear Equations

A system of linear equations is a list of linear equations with

the same unknowns. In particular, a system of m linear
equations L1 ; L2 ; ...; Lm in n unknowns x1 ; x2 ; ...; xn can be put
in the standard form
a11 x1 + a12 x2 + ... + a1n xn = b1
a21 x1 + a22 x2 + ... + a2n xn = b2
...
am1 x1 + am2 x2 + ... + amn xn = bm

where the aij and bi are constants.

System of Linear Equations

The system

a11 x1 + a12 x2 + ... + a1n xn = b1

a21 x1 + a22 x2 + ... + a2n xn = b2
...
am1 x1 + am2 x2 + ... + amn xn = bm

is called an m × n (read: m by n) system. It is called a square

system if m = n—if the number m of equations equals the
number n of unknowns.

The system is considered homogeneous if all the constant terms

are zero—that is, if b1 = 0, b2 = 0, ..., bm = 0. Otherwise, the
system is said to be non-homogeneous.
System of Linear Equations

A solution (or a particular solution) of the system

a11 x1 + a12 x2 + ... + a1n xn = b1

a21 x1 + a22 x2 + ... + a2n xn = b2
...
am1 x1 + am2 x2 + ... + amn xn = bm

is a list of values for the unknowns or, equivalently, a vector u,

which is a solution of each of the equations in the system.

The set of all solutions of the system is called the solution set
or the general solution of the system.
The system of linear equations is said to be consistent if it has
one or more solutions, and it is said to be inconsistent if it has
no solution.
Example

x1 + x2 + 4x3 + 3x4 = 5
2x1 + 3x2 + x3 − 2x4 = 1
x1 + 2x2 − 5x3 + 4x4 = 3

u = (−8, 6, 1, 1), v = (−10, 5, 1, 2)

Augmented and Coefficient Matrices of a System
Consider the general system of linear equations

a11 x1 + a12 x2 + ... + a1n xn = b1

a21 x1 + a22 x2 + ... + a2n xn = b2
...
am1 x1 + am2 x2 + ... + amn xn = bm

Such a system is associated with it the following two matrices:

   
a11 a12 ... a1n b1 a11 a12 ... a1n
a a22 ... a2n b2   a21 a22 ... a2n 
 
M =  21 ,A = 
 
 . . ... . .   . . ... . 


am1 am2 ... amn bm am1 am2 ... amn

The first matrix M is called the augmented matrix of the

system, and the second matrix A is called the coefficient matrix.
Example

x1 + x2 + 4x3 + 3x4 = 5
2x1 + 3x2 + x3 − 2x4 = 1
x1 + 2x2 − 5x3 + 4x4 = 3
   
1 1 4 3 5 1 1 4 3
M = 2 3 1 −2 1 , A = 2 3 1 −2
   
1 2 −5 4 3 1 2 −5 4
Degenerate Linear Equations

A linear equation is said to be degenerate if all the coefficients

are zero—that is if it has the form

0x1 + 0x2 + ... + 0xn = b

Degenerate Linear Equations

A linear equation is said to be degenerate if all the coefficients

are zero—that is if it has the form

0x1 + 0x2 + ... + 0xn = b

The solution of such an equation depends only on the value of

the constant b. Specifically,
▶ if b ̸= 0, then the equation has no solution.
▶ if b = 0, then any vector u = (k1 , k2 , ...kn ) is a solution of
the equation.
Degenerate Linear Equations

Theorem 3.2
Let L be a system of linear equations that contains a
degenerate equation Li , say with constant b.
▶ if b ̸= 0, then the system has no solution.
▶ if b = 0, then Li may be deleted from the system without
changing the solution set of the system.
Equivalent Systems

By the leading unknown of a linear equation, we mean the first

unknown in the equation with a nonzero coefficient.
Consider the system

a11 x1 + a12 x2 + ... + a1n xn = b1

a21 x1 + a22 x2 + ... + a2n xn = b2
...
am1 x1 + am2 x2 + ... + amn xn = bm

A linear combination of the equations in the system is the

linear equation obtained by multiplying the m equations by
constants c1 , c2 , ..., cm , respectively, and then adding the
resulting equations. Specifically,
(c1 a11 + c2 a21 + ... + cm am1 )x1 + ... + (c1 a1n + ... + cm amn )xn =
c1 b1 + ... + cm bm
Example

x1 + x2 + 4x3 + 3x4 = 5
2x1 + 3x2 + x3 − 2x4 = 1
x1 + 2x2 − 5x3 + 4x4 = 3
Compute the linear combination 3L1 − 2L2 + 4L1

3L1 : 3x1 + 3x2 + 12x3 + 9x4 = 15

−2L2 : −4x1 + −6x2 − 2x3 + 4x4 = −2
4L3 : 4x1 + 8x2 − 20x3 + 16x4 = 12

3L1 − 2L2 + 4L1 : 3x1 + 5x2 − 10x3 + 29x4 = 25

Equivalent Systems

Theorem 3.3
Two systems of linear equations have the same solutions if and
only if each equation in each system is a linear combination of
the equations in the other system.
Two systems of linear equations are said to be equivalent if they
have the same solutions.
Elementary Operations

[E1] Interchange two of the equations: Li ←→ Lj .

[E2] Replace an equation by a nonzero multiple of itself:
Li −→ kLi .
[E3] Replace an equation by the sum of a multiple of another
equation and itself: Li −→ Li + kLj .
Theorem 3.4
Suppose a system M of linear equations is obtained from a
system L of linear equations by a finite sequence of elementary
operations. Then M and L have the same solutions.
System in Triangular Form

Consider the following system of linear equations, which is in

triangular form:

2x1 − 3x2 + 5x3 − 2x4 = 9

5x2 − x3 + 3x4 = 1
7x3 − x4 = 3
2x4 = 8

Such a triangular system always has a unique solution, which

may be obtained by back-substitution.
Systems in Triangular and Echelon Forms

2x1 − 3x2 + 5x3 − 2x4 = 9

5x2 − x3 + 3x4 = 1
7x3 − x4 = 3
2x4 = 8

1. solve the last equation for the last unknown to get x4 = 4

Systems in Triangular and Echelon Forms

2x1 − 3x2 + 5x3 − 2x4 = 9

5x2 − x3 + 3x4 = 1
7x3 − x4 = 3
2x4 = 8

1. solve the last equation for the last unknown to get x4 = 4

2. substitute this value x4 = 4 in the next-to-last equation,
and solve 7x3 − 4 = 3 or x3 = 1
3. substitute x3 = 1 and x4 = 4 in the second equation, and
solve 5x2 − 1 + 3 ∗ 4 = 1 or x2 = −2
4. substitute x2 = −2, x3 = 1, x4 = 4 in the first equation,
and solve 2x1 − 3 ∗ (−2) + 5 ∗ 1 − 2 ∗ 4 = 9 or x1 = 3.
System in Echelon Form
The following system of linear equations is said to be in echelon
form:

The leading unknowns in the system, x1 , x3 , x4 , are called

pivot variables, and the other unknowns, x2 and x5 , are called
free variables.
System in Echelon Form

Theorem 3.6
Consider a system of linear equations in echelon form, say with
r equations in n unknowns. There are two cases:
1. r = n. That is, there are as many equations as unknowns
(triangular form). Then the system has a unique solution.
2. r < n. That is, there are more unknowns than equations.
Then we can arbitrarily assign values to the n − r free
variables and solve uniquely for the r pivot variables,
obtaining a solution of the system.
System in Echelon Form

Assign arbitrary values, called parameters, to the free

variables x2 = a and x5 = b, and then use back-substitution to
obtain values for the pivot variables x1 , x3 , x4 in terms of the
parameters a and b.

The general solution in parametric form is

v = (4 − 3a − 9b, a, 1 − 8b, 2 + 3b, b)

where a and b are arbitrary numbers.

Gaussian Elimination
Gaussian Elimination
Example

L1 : x − 3y − 2z = 6
L2 : 2x − 4y − 3z = 8
L3 : −3x + 6y + 8z = −5
L2 ←− −2L1 + L2 , L3 ←− 3L1 + L3
Example

L1 : x − 3y − 2z = 6
L2 : 2x − 4y − 3z = 8
L3 : −3x + 6y + 8z = −5

L2 ←− −2L1 + L2 , L3 ←− 3L1 + L3

L1 : x − 3y − 2z = 6
L2 : 2y + z = −4
L3 : −3y + 2z = 13
2
L3 ←− L2 + L3
3
Example

L1 : x − 3y − 2z = 6
L2 : 2y + z = −4
L3 : 7z = 14
1. z = 2
2. 2y + 2 = −4, y = −3
3. x − (−3) − 2 ∗ 2 = 6, x = 1
v = (1, −3, 2)
Example

L1 : x − 3y − 2z = 6
L2 : 2x − 4y − 3z = 8
L3 : −3x + 6y + 8z = −5
The augmented matrix of the system of linear equations is
 
1 −3 −2 6
M =  2 −4 −3 8 
 
−3 6 8 −5

Let’s find its echelon form

Example

 
1 −3 −2 6
M =  2 −4 −3 8 
 
−3 6 8 −5
Let’s find its echelon form

R2 ←− −2R1 + R2 , R3 ←− 3R1 + R3
 
1 −3 −2 6
M = 0 2 1 −4
 
0 −3 2 13
3
R3 ←− R2 + R3
2
Example

 
1 −3 −2 6
M = 0 2 1 −4
 
7
0 0 2 7
Let’s find its Row Canonical Form
2
R3 ←− R3
7
 
1 −3 −2 6
M = 0 2 1 −4
 
0 0 1 2
R2 ←− −R3 + R2 , R1 ←− 2R3 + R1
Example

 
1 −3 0 10
M = 0 2 0 −6
 
0 0 1 2
1
R2 ←− R2
2
 
1 −3 0 10
M = 0 1 0 −3
 
0 0 1 2
R1 ←− 3R2 + R1
 
1 0 0 1
M = 0 1 0 −3
 
0 0 1 2
Example

 
1 0 0 1
M = 0 1 0 −3
 
0 0 1 2

L1 : x = 1
L2 : y = −3
L3 : z = 2
Any questions?