Lecture 2 Linear System
Lecture 2 Linear System
Lecture 2 Linear System
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