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Lecture 2 Linear System

This document provides an overview of linear systems of equations and methods for solving them. It defines key terms like linear equation, system of linear equations, homogeneous system, coefficient matrix, augmented matrix. It describes how to represent a system of equations using matrices. It discusses the number of possible solutions and whether a system is consistent or inconsistent. It introduces two methods for solving systems: Gauss elimination (REF) and Gauss-Jordan reduction (RREF), including step-by-step examples of applying each method.
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© Attribution Non-Commercial (BY-NC)
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Download as DOCX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
143 views

Lecture 2 Linear System

This document provides an overview of linear systems of equations and methods for solving them. It defines key terms like linear equation, system of linear equations, homogeneous system, coefficient matrix, augmented matrix. It describes how to represent a system of equations using matrices. It discusses the number of possible solutions and whether a system is consistent or inconsistent. It introduces two methods for solving systems: Gauss elimination (REF) and Gauss-Jordan reduction (RREF), including step-by-step examples of applying each method.
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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1

Lecture 2
LINEAR SYSTEM OF EQUATIONS
Learning outcomes: by the end of this lecture
1. You should know,
a) What is a linear system of equations
b) What is a homogeneous system
c) How to represent a linear system in matrix form
d) What is a coefficient matrix
e) What is an augmented matrix
2. You should be able to solve a linear system of
equations using:
a) Inverse matrix method
b) Row operations:
i. Gauss-elimination method (REF)
ii. Gauss-Jordan method (RREF)





2


Definition of a Linear Equation in n Variables:
A linear equation in n variable
n
x x x , , ,
2 1
has the
form
b x a x a x a
n n
= + + +
2 2 1 1 ,
where the coefficients b a a a
n
, , , ,
2 1
are real numbers
(usually known). The number of
1
a is the leading
coefficient and
1
x is the leading variable.
The collection of several linear equations is
referred to as the system of linear equations.
Definition of System of m Linear Equation in
n Variables:
A system of m linear equations in n variables
is a set of m equations, each of which is linear
in the same n variables:
m n mn m m
n n
n n
b x a x a x a
b x a x a x a
b x a x a x a
= + + +
= + + +
= + + +

2 2 1 1
2 2 2 22 1 21
1 1 2 12 1 11


where , , 1 , , , 2 , 1 , , n j m i b a
i ij
= = are constants.


Example:1Consider the following system of linear
equations:
3

6 7
8 3 2
3 , 4 2 5 2 3
4 3
3 1
3 2 1
3 2 1
3 2 1
=
= +
= = = +
= +
x x
x x x
n m x x x
x x x


Example: 2 Which of the following are linear
equations?
2
1 2 3
1 2 3
( ) 3 2 7 ( ) (sin ) 4 (log5) ( ) 2
3
1
( ) 2 4 ( ) sin 2 3 0 ( ) 4
x
a x y b x x x e c x y
d e y e x x x f x
y
t
+ = + = + =
= + = + =

( ) and ( ) are linear equations. a b ( ), ( ), ( ), and ( ) are not linear. c d e f
Number of Solutions of a System of Linear
Equations
Consider the following systems of linear equations
(a)
1
3
x y
x y
=

+ =

(b)
4
2
x y
x y
+ =

+ =

(c)
6 2 8
3 4
x y
x y
+ =





For a system of linear equations, precisely one of
the following is true:
(a) The system has exactly one solution.
(b) The system has no solution.
(c) The system has infinitely many solutions.
Consistent and Inconsistent
A system of linear equations is called consistent if
it has at least one solution and inconsistent if it has
no solution.
) sol
1 x y =
3 x y + =
2 x y + =
4 x y + =

4

Equivalent
Two systems of linear equations are said to be
equivalent if they have the same set of solutions.
Back Substitution
Which of the following systems is easier to solve?
2 3 9
( ) 3 7 6 22
2 5 5 17
x y z
a x y z
x y z
+ =

+ =

+ =


2 3 9
( ) 3 5
2
x y z
b y z
z
+ =

+ =


System (b) is said to be in row-echelon form. To
solve such a system, use a procedure called back
substitution.


Augmented Matrices and Coefficient
Matrices
Consider the m n linear system
11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2

...
n n
n n
m m mn n m
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =
+ + + =
+ + + =

Let
| |
11 12 1
21 22
1 1
2
11 12 1
21 22 2
2 1 2
2 2
1
, , |
n
n
n
n
m m m m m m m m n n
b b
b
a a a
a a a
A
a a a
a a a
a a
b B Ab
a b a
b
a b a
| |
|
|
|
|
\ .
| |
|
|
|
|
\
| |
|
|
= = = =
|
|
\ . .

A is called the coefficient matrix of the system.
B is called the augmented matrix of the system.
b is called the constant matrix of the system.
It is possible to write the system
5


11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2

...
n n
n n
m m mn n m
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =
+ + + =
+ + + =
in the following matrix form

B X A
b
b
b

m
2
1
2
1
2 1
2 22 21
1 12 11
(
(
(
(

=
(
(
(
(

(
(
(
(

n mn m m
n
n
x
x
x
a a a
a a a
a a a

Example:
6 5y - 2
1 3
=
=
x
y x

B X A
6
1

y
x

5 2
1 3
=
(

=
(



Row-Equivalent
Two m n matrices are said to be row-equivalent if
one can be obtained by the other by a series of
elementary row operations.
Now we are in the stage to tackle the question.
How to solve a linear system AX = B?
First: Row operations
The key to solve a system of linear equations is to
transform the original augmented matrix to some
matrix with some properties via a few elementary
row operations. As a matter of fact, we can solve
any system of linear equations by transforming
6

the associate augmented matrix to a matrix in
some form.
The form is referred to as the reduced row
echelon form.



1.1 Gauss-elimination method (REF)
Step 1: Form augmented matrix | | b A :
Step 2: Transform | | b A : to row echelon form
matrix | | D C : using row operations
Step 3: Solve the system corresponding to| | D C : ,
using back substitution
Example: Solve the following system of
equations
3 - z - y 2 - x 3
1 y x
5 z 3 y - 2
=
= +
= + x
using Gauss elimination.
Sol.
(
(
(

3 : 1 2 3
1 : 0 1 1
5 : 3 1 2

1 1
R
2
1
R
(
(
(

3 : 1 2 3
1 : 0 1 1
2
5
:
2
3
2
1
1
R3 3R
R R
1 3
2 1 2


R
R

(
(
(
(

2 / 21 : 2 / 11 2 / 1 0
2
3
:
2
3
2
3
0
2
5
:
2
3
2
1
1

3 3
2 2
R 2
R
3
2


R
R

(
(
(

21 : 11 1 0
1 : 1 1 0
2
5
:
2
3
2
1
1

3 2 3
R R R
7

(
(
(

22 : 12 0 0
1 : 1 1 0
2
5
:
2
3
2
1
1

3 3
R
12
1
R
(
(
(

6
11
: 1 0 0
1 : 1 1 0
2
5
:
2
3
2
1
1

So, z = 11/6 , y = 5/6, x = 1/6


1.2 Gauss-Jordan Reduction Method (RREF)
Step 1: Form augmented matrix | | b A :
Step 2: Transform | | b A : to reduced row echelon
form matrix | | F H : using row operations
Step 3: for each nonzero row in| | F H : , solve the
corresponding equations
Example: Solve the following linear system of
equations
3 z - x 3
8 z y 2x
9 z 3 2y
=
= +
= + + x
using Gauss-Jordan
reduction method
Sol.
(
(
(

3 : 1 0 3
8 : 1 1 2
9 : 3 2 1

3 1 3
2 1 2
R 3R -
R 2R


R
R

(
(
(



24 : 10 6 0
10 : 5 5 0
9 : 3 2 1
2 2
R
5
1
R

8

(
(
(

24 : 10 6 0
2 : 1 1 0
9 : 3 2 1

1 2 1
3 2 3
R 2R
R 6R

+
R
R

(
(
(

12 : 4 0 0
2 : 1 1 0
5 : 1 0 1
3 3
R
4
1
R

(
(
(

3 : 1 0 0
2 : 1 1 0
5 : 1 0 1

1 3 1
2 3 2
R R
R R


R
R

(
(
(

3 : 1 0 0
1 : 0 1 0
2 : 0 0 1

So, x = 2, y = -1, z = 3


C.W Solve the following system by Gaussian-
Jordan elimination.
2 8 10
2 2
7 17 7 1
y z
x y z
x y z
+ =
+ =
+ + =
.
0 2 8 10 1 2 1 2 1 2 1 2
1 2 1 2 0 2 8 10 0 2 8 10
7 17 7 1 7 17 7 1 0 3 14 15
1 2 1 2 1 2 1 2 1 2 0 2 1 0 0 12
0 2 8 10 0 1 4 5 0 1 0 5 0 1 0 5
0 0 2 0 0 0 1 0 0 0 1 0 0 0 1 0

| | | | | |
| | |

| | |
| | |

\ . \ . \ .

| | | | | | | |
| | | |

| | | |
| | | |
\ . \ . \ . \ .

The solution is 12, 5, 0. x y z = = =






) sol
9





Examples
I. Exactly one solution:
Solve for the following system:
3 3
8 2
9 3 2
3 1
3 2 1
3 2 1
=
= +
= + +
x x
x x x
x x x

[Solution:]The Gauss-Jordan reduction is as
follows:
Step 1: The augmented matrix is
(
(
(

3
8
9
1
1
3
0
1
2
3
2
1
.
Step 2:The matrix in reduced row echelon form
is
(
(
(

3
1
2
1
0
0
0
1
0
0
0
1

Step 3: The solution is
3 , 1 , 2
3 2 1
= = = x x x






II. Infinite number of solutions:
Solve for the following system:
10

1 5 3
0 2 4 2
2 1
3 2 1
= +
= +
x x
x x x

[Solution:]The Gauss-Jordan reduction is as
follows:
Step 1: The augmented matrix is
(


1
0
0
2
5
4
3
2

Step 2: The matrix in reduced row echelon
form is
(

1
2
3
5
1
0
0
1

Step 3: The linear system corresponding to the
matrix in reduced row echelon form is
1 3
2 5
3 2
3 1
=
= +
x x
x x

The solutions are
1 3 2 3
2 5 , 1 3 x x x x = = +

3
x
is free variable or parameter and let
3
, x t t R = e
therefore
R t t x t x t x e = + = = , , 3 1 , 5 2
3 2 1

III. No solution:
Solve for the following system:
6 2
1 7 5 3
5 4 2 2
4 3 1
4 3 2 1
4 3 2 1
=
= + + +
= + + +
x x x
x x x x
x x x x

[Solution:]The Gauss-Jordan reduction is as
follows:
Step 1:The augmented matrix is
(
(
(

6
11
5
2
7
4
1
5
3
0
3
2
1
1
1

Step 2: The matrix in reduced row echelon form
11

is
(
(
(


1
0
0
0
3
2
0
2
1
0
1
0
0
0
1

Step 3: The linear system corresponding to the
matrix in reduced row echelon form is
1 0
0 3 2
0 2
4 3 2
4 3 1
=
= + +
=
x x x
x x x

Since
, 1 0 =
there is no solution
Example: Solve for the following linear system:
5 7 2 3
-11 3 2
-3 9 5 2
3 5 2
4 3 2 1
4 3 2 1
4 3 2 1
4 3 2 1
= + +
= + +
= +
= + +
x x x x
x x x x
x x x x
x x x x

[Solution:] The Gauss-Jordan reduction is as
follows:
Step 1: The augmented matrix is
(
(
(
(

5
11
3
3
7
3
9
5
2
1
1
2
3
1
5
1
1
2
2
1


Step 2:After elementary row operations, the
matrix in reduced row echelon form is
(
(
(
(

0
3
2
5
0
2
3
2
0
1
0
0
0
0
1
0
0
0
0
1

.
Step 3:The linear system corresponding to the
matrix in reduced row echelon form is
3 2
2 3
5 2
4 3
4 2
4 1
=
=
= +
x x
x x
x x

The solutions are
1 4 2 4 3 4
5 2 , 2 3 , 3 2 x x x x x x = = + = +

12

R t t x t x t x t x e = + = + = = , , 2 3 , 3 2 , 2 5
4 3 2 1

Example: Find conditions on a such that the
following system has no solution, one solution, or
infinitely many solutions.
1
( 2) 1
2 2 ( 2) 1
x ay z
x a y z
x y a z
+ =
+ + =
+ + =


1 1 1 1 1 1 1 1 1
1 2 1 1 0 2 2 0 0 0 2 2 0 0
2 2 2 1 0 2 2 1 0 0 1
1 1 1 1
Case1: 1 0 0 1 1
0 0 0 0
1 1 1
Case2: 1 0 1 0 0
0 0 1
1 0 1 1
(a) 0 0 1 0 0
0 0 0 1
a a a
a a a
a a a a
a
a
a
a
a
| | | | | |
| | |

| | |
| | |

\ . \ . \ .
| |
|
=
|
|
\ .
| |
|
=
|
|

\ .
|
=
1 1 1
(b) 0 0 1 0 0
1
0 0 1

a
a
a
| |
|
|
|
| =
|
|
|
| \ .
\ .
1 : has infinitely many solutions.
0 : has no solutions.
1 and 0 : has exactly one solution.
a
a
a a
=
=
= =


) sol

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