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Chapter 2

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12 views29 pages

Chapter 2

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alan.dai
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Chapter 2

Solving Linear Equations


Contents
• Linear System: Matrix Equations & Vector Equations
• Idea of Elimination
• Elimination using Matrices
• Elementary Matrices
• LU Factorization
• Permutation Matrices (PLU factorization)
Vectors & Linear Equations
• Row Picture: The row picture shows two lines meeting at a single point (the
solution).
Vectors & Linear Equations
• Column Picture: The column picture combines the column vector on
the left side to produce the vector b on the right side.
Solution of Linear System
• A solution of a system of equations is a list of numbers that make all
of the equations true simultaneously.
• The solution set of a system of equations is the collection of all
solutions.
Elementary Row Operations
• Interchanging: Interchange two rows.
• Scaling: Multiply all entries in a row by a non-zero constant
• Replacement: Replace one row by the sum of itself and a multiple of
another row.
Row Echelon Form (REF)
• A matrix is in row echelon form if
• all zero rows are at the bottom.
• each leading nonzero entry of a row is to the right of the leading entry of
the row above.
• below a leading entry of a row, all entries are zero.

* The leading entry in a row of a matrix which isn’t all zeroes is the first
nonzero entry starting from the left.
Row Reduced Echelon Form (RREF)
• A rectangular matrix is in row reduced echelon form or RREF for short, if:
• all leading entries are 1,
• any leading entry is strictly to the right of any leading entry in the row
above it,
• if a column contains a leading entry, every other entry in that column is 0,
and
• any zero rows are below any non-zero rows.

* The leading entry in a row of a matrix which isn’t all zeroes is the first
nonzero entry starting from the left.
Row Reduced Echelon Form (RREF)

• A pivot position in a matrix A is a location in A that corresponds to


the leading 1 in the RREF of A. A pivot column is a column of A that
contains a pivot position.
Gauss Elimination Method
• The Gauss Elimination method is used to obtain row-echelon form of
a matrix.
Gauss Elimination Steps
• Step 1: The first equation should have leading coefficient as 1. Interchange rows
or multiply by a constant, if necessary.
• Step 2: Use row operations to obtain zeros down the first column below the first
entry of 1.
• Step 3: Use row operations to obtain a 1 in row 2, column 2.
• Step 4: Use row operations to obtain zeros down column 2, below the entry of 1.
• Step 5: Use row operations to obtain a 1 in row 3, column 3.
• Step 6: Continue the process for all rows until there is a /(1 in every entry down
the main diagonal and there are only zeros below.
• Step 7: If any rows contains all zeros , place them at bottom.
Existence & Uniqueness of Solutions of
Linear System
A linear system is consistent if and only if the rightmost column of the
augmented matrix is not a pivot column. That is, if and only if an
echelon form of the matrix does not have a row of the form:

If the linear system is consistent, then the solution set contains either
i. a unique solution when there are no free variables, or
ii. infinitely many solutions when there is at least one free variable.
Elementary Matrices
• An elementary matrix is one that results from doing a single row
operation on I (identity matrix).
Type I: An elementary matrix of type I is a matrix obtained from I by
interchanging two rows of I.
Type II: An elementary matrix of type II is a matrix obtained from I by
multiplying a row of I by a nonzero constant.
Type III: An elementary matrix of type III is a matrix obtained from I
by adding a multiple of one row to another row
Elementary Matrices
• Theorem: If E is an elementary matrix, then E is nonsingular and is an
elementary matrix of the same type.
Elementary Matrices and Inverses

• If E is obtained by switching rows and , then is also obtained by


switching rows and .
• If E is obtained by multiplying row by the scalar then is obtained by
multiplying row by the scalar
• If E is obtained by adding times row to row , then is obtained by
subtracting times row to row .
Row Equivalent
• A matrix B is row equivalent to a matrix A if there exists a finite
sequence of elementary matrices such that
Elementary Matrices
• Which of the following are elementary matrices:
Elementary Matrices
c.

d.
Elementary Matrices
• For each of the following pairs of matrices, find an elementary matrix
E such that
Elementary Matrices
• For each of the following pairs of matrices, find an elementary matrix
E such that
Equivalent Conditions of Invertibility

Suppose that is an square matrix. Then the following statements are


equivalent:
1. is invertible.
2. has only the trivial solution.
3. has pivot columns
4.The reduced row echelon form of is
5. is a product of elementary matrices
6. is consistent with unique solution for each in
Gauss Jordan Method
Gauss-Jordan Elimination is an algorithm to find the inverse of any
invertible matrix and hence can be used to solve systems of linear
equations . It uses three elementary row operations on a matrix.

• If A is a nonsingular matrix, then A is row equivalent to I and hence


there exist elementary matrices such that
LU Factorization Algorithm
• If A can be reduced to an echelon form U using only row replacements
that add a multiple of one row to another row below it. In this case,
there exist unit lower triangular elementary matrices such that

where
LU Factorization to solve Linear Systems
Consider a system where can be factored as where is lower triangular,
and is the echelon form.
Then the system can be solved in two stages as follows:
1. First solve for by forward substitution.
2. Then solve for by back substitution.
Then is a solution to because .
Permutation Matrices
• A permutation matrix is a square matrix that is obtained from the
identity matrix by arranging the rows in a different order, so it has
exactly one 1 in each row and each column and has zeros elsewhere.
We regard the identity matrix as a permutation matrix.
• The elementary permutation matrices are those obtained from I by a
single row interchange, and every permutation matrix is a product of
elementary ones.
Vector Equation
A vector equation involves a linear combination of vectors with
possibly unknown coefficients.

where are vectors in unknown scalars, has the same solution set as the
linear system with augmented matrix

are columns of an m by n matrix.


Span of Vectors
• If then the set of all linear combinations of is denoted by span} and is
called the subset of spanned by .
That is, span} is the collection of all vectors that can be written in the
form

with scalars
Three characterization of consistency
1. A vector b is in the span of
2. The vector equation
has a solution.
3. The linear system with augmented matrix

is consistent.
References
• Gilbert Strang, (2016). Introduction to Linear Algebra. Wellesley-
Cambridge Press
• David C. Clay(2012).Linear Algebra and its Applications. Pearson

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