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where the symbols a1, a2, , an and b represent constants (real numbers).
In a linear equation, all of the n variables appear to the first power, there are no products and no roots of
variables, and the variables do not appear as arguments of functions such as rational functions,
trigonometric functions, exponential functions, logarithmic functions, etc.
a) 3x + 4 = 0 b) 5x 3y = 2
c) 2x 8y + 7z = 6 d) 4x + 2y 3z + 5w = 9
a) x2 9 = 0 b) xy + 3x 2y = 5
c) d)
e) f) y = ln(2x) + 3
A solution to a linear equation a1x1 + a2x2 + + anxn = b is an n-tuple, (c1, c2, , cn), (or a sequence of
n real numbers c1, c2, , cn), that makes the equation true when we substitute x1 = c1, x2 = c2, , xn =
cn.
5x 2y = 9 x + 2y 4z = 9
5x + 3y 2z = 5
3) 8x + 2y 3z + 4w = 4 4) 4x 5y + 2z 3w + 6t = 0
x + 4y + 5z w = 8 2x + 3y 4z 6w 5t = 8
2x 3y 6z + 5w = 6 3x 9y + 3z w + 4t = 10
x + y + 2z 3w = 3
3x 2y z + w = 1
4x + 5y 8z + 2w = 5
The four groups of equations represent examples of systems of linear equations or linear systems.
More generally, a system of linear of equations consists of a finite set of linear equations of the form
This system is said to be an mn linear system since it consists of m linear equations in n variables. The
variables are also called unknowns, so we may sometimes say that this is a linear system of m equations
in n unknowns. In the four groups of equations that we presented above, we have that
1) 3x + 4y = 5 2) 2x
y + 3z = 9
5x 2y = 9 x + 2y 4z = 9
5x + 3y 2z = 5
3) 8x + 2y 3z + 4w = 4
4) 4x 5y + 2z 3w + 6t = 0
x + 4y + 5z w = 8 2x + 3y 4z 6w 5t = 8
2x 3y 6z + 5w = 6 3x 9y + 3z w + 4t = 10
x + y + 2z 3w = 3
A solution to a linear system is an n-tuple, (c1, c2, , cn), (or a sequence of n real numbers c1, c2, , cn),
that makes every equation in the system true when we substitute x1 = c1, x2 = c2, , xn = cn. That is, the
n-tuple is a solution to every equation in the system.
EXAMPLES
2x y + 5z = 12 because when we
substitute x = 2, y = 3, and z = 1 into each equation, we get a true equality. That is, the triplet (2, 3, 1)
is a solution of each of the two equations.
3) The quintuplet, or 5-tuple, (3, 4, 1, 0, 5) is a solution of the system x1 + 4x2 3x3 + 6x4 2x5 =
26
It turns out that not all systems of linear equations have solutions. Some systems have exactly one
solution, others have infinitely many solutions, and others have no solutions at all. For example:
1) The system x 2y = 7
The ordered pair (5, 1) is the only ordered pair that is a solution of each of the two equations,
simultaneously.
has exactly one solution, which is the quintuplet (3, 4, 1, 0, 5). This is the only set of five numbers
that is a solution of each of the five equations simultaneously.
3) Notice that the linear equation 2x y = 4 has infinitely many solutions. We can view this as a system
of one equation in two unknowns. To find all solutions, all we need to do is solve for y to obtain y =
2x 4. Then the solutions are given by x = t and y = 2t 4, where t could be any real number. So,
when t = 0, the ordered pair (0, 4) is a solution; when t = 1, the ordered pair (1, 2) is a solution;
when t = 2, the ordered pair (2, 8) is a solution; when t = 3.75, the ordered pair (3.75, 3.50) is a
solution
and so on... Every time we choose a value of t, we get an ordered pair that is a solution to the
equation.
4) The system 4x + 3y 2z = 3
2x y + 5z = 12 has infinitely many solutions. (Exercise 6 by the Gauss-Jordan
method)
and so on.
In this chapter we will develop methods for solving systems of linear equations.
5) The system has no solution, since we will not be able to find two real numbers with sum
equal to 1 and at the same time with sum equal to 3. A set of equations like the one shown in this
example is a said to be a set of contradictory equations.
In general, any system containing contradictory equations has no solutions and every system not
containing contradictory equations, but with more variables than equations, has infinitely many
solutions.
MATRICES
Consider the following linear system:
x + 4y 2z = 3 together with the constants on the right hand side of the equations is called
the
That is, the augmented matrix for the given system is:
. If we leave out the right hand side constants and write only the coefficients of
the variables,
the resulting rectangular array is called the MATRIX OF COEFFICIENTS. The matrix of
coefficients for the
given system is
Notice that the matrix of coefficients consists of m rows (also called row vectors) and n columns
(also called column vectors). The number of columns corresponds to the number of variables in
the linear system and the number of rows corresponds to the number of equations in the linear
system.
The augmented matrix consists of m rows and (n+1) columns because it contains the additional
column of constants b1, b2, , bm.
The coefficients of the variables have double subscripts of the form ij. The first subscript, i,
represents the number of the row where the element is located. The second subscript, j,
represents the number of the column where the element is located. For example, the element
is located in the third row of column 2, (or equivalently, in the second column of row 3).
The element is located in the second row of column 3, (or equivalently, in the third column
of row 2). In every matrix, the number of rows by the number of columns is referred to as the
size of the matrix. In general, a matrix with m rows and n columns is said to be an mn matrix,
where mn is the size of the matrix.
EXERCISES
So, multiply the first equation by 2. So, multiply the first row by 2.
Add a multiple of one equation to another equation. Add a multiple of one row to another
row.
The operations that we performed using the rows of the augmented matrix are known as
elementary row operations. Also, the resulting augmented matrix is said to in reduced row-
echelon form and the process of solving linear systems of equations by converting the original
augmented matrix to row-echelon form is called the Gauss-Jordan Elimination Method.
The following is a second example using the Gauss-Jordan Elimination to solve a 33 system:
2x y + 3z = 5
3x + y
2z = 5
x + 2y
z=0
Add 2 times equation 2 to 5 times equation 1. Add 2 times row 2 to 5 times row 1.
The following example illustrates the backward substitution method to solve a linear system.
Add 3 times equation 2 to 4 times equation 3. Add 3 times row 2 to 4 times row 3.
Add 7 times equation 2 to 4 times equation 4. Add 7 times row 2 to 4 times row 4.
Add 25 times equation 3 to 13 times equation 4. Add 25 times row 3 to 13 times row
4.
The resulting augmented matrix is the augmented matrix for the system at left.
From equation 4, (row 4), it is clear that w = 8. If we go backward, one equation at a time, we
can use w = 8 in equation 3 and then solve for z and get z = 5. Then replace w and z in equation
2 and solve for y to get y = 1. Finally, replace y, w, and z in equation 1 and solve for x to get x
= 2.
EXERCISES
7x 2y = 2
If the system has no solutions, explain why. If the system has infinite solutions, find them.
8x + 10y = 5
If the system has no solutions, explain why. If the system has infinite solutions, find them.
6x 14y = 10
If the system has no solutions, explain why. If the system has infinite solutions, find them.
y + 2z = 2
x + 2y + 4z = 6
If the system has no solutions, explain why. If the system has infinite solutions, find them.
x + 2y z = 7
x + y z = 0
If the system has no solutions, explain why. If the system has infinite solutions, find them.
6) Solve by the GaussJordan method: 4x + 3y 2z = 3
2x y + 5z = 12
If the system has no solutions, explain why. If the system has infinite solutions, find them.
x + y z + 2w = 2
2y + z + w = 11
x + z + 4w = 19
If the system has no solutions, explain why. If the system has infinite solutions, find them.
x + 2y 3z = 0
6x + 9y 15z = 7
If the system has no solutions, explain why. If the system has infinite solutions, find them.
2x 3y + z 3w + 4t = 58
x + 2y 4z + w 5t = 10
x y 3z + 4w + 2t = 2
4x + 5y z + 2w 8t = 24
If the system has no solutions, explain why. If the system has infinite solutions, find them.
OPERATIONS WITH MATRICES
EXAMPLES
Multiplication of a matrix times another matrix requires that the number of columns of the
matrix on the left is equal to the number of rows of the matrix on the right. A matrix M with size
mn can be multiplied times another matrix N if the size of N is nk and M is on the left. That is,
. The size of the product matrix is mk. For example, a 34 matrix can be
multiplied by a 45 and the size of the product is 35. A 34 can be multiplied times other
matrices if the sizes are 41 or 42 or 43 or 44 or 45 or 4q, where q is a positive integer.
In the product matrix, , a typical element is obtained from row i of matrix M and column j
of matrix N by adding the products of the corresponding entries.
2(1) + 5(4) + 0(5) 1(0) = 22 ; 2(3) + 5(2) + 0(1) 1(2) = 6 ; 2(0) + 5(1) + 0(3) 1(6)
= 11
3(1) 4(4) + 1(5) 2(0) = 8 ; 3(3) 4(2) + 1(1) 2(2) = 12 ; 3(0) 4(1) + 1(3) 2(6)
= 5
This time, the matrix on the left is a 42 matrix and it is being multiplied times a 25 matrix.
The number of columns of the matrix on the left (2) is equal to the number of rows of the second
matrix (2). The product matrix is of size 45. Please verify that the product is correct.
If A is a matrix and B is matrix, then the product AB is possible if the number of columns of
matrix A is equal to the number of rows of matrix B. Otherwise, the product is said to be
undefined. Notice that matrix multiplication is not commutative.
EXAMPLES:
1)
Clearly, AB BA
2)
Clearly, AB BA
EXERCISES
(a) E + H (b) H J
(c) B + E (d) 5E + 3J
(e) AC (f) BD
(g) CE (h) DH
(i) EI (j) FG
(k) DC + EB (l) HG
(a) Find
Two matrices are said to be equal if the have exactly the same size and corresponding entries are
equal.
That is,
EXAMPLE
THE MATRIX EQUATION: AX = B
A matrix for which the number of rows equals the number of columns, m = n, is said to be a
square matrix.
A square matrix with for every i > j (0s under the main diagonal) is said to be upper
triangular matrix.
A square matrix with for every i <j (0s above the main diagonal) is said to be lower
triangular matrix.
A square matrix which is either upper triangular or lower triangular is said to be a triangular
matrix.
A square matrix with non-zero real numbers along its diagonal and zeros everywhere else is said
to be a diagonal matrix.
EXAMPLES
Square Matrices
Identity Matrices
Identity matrices have the symbol I. If A is a square matrix with exactly the same size as I, then
AI = A and IA = A.
EXERCISES
Many square matrices have the following property:
If A is a square matrix, then there exists another matrix B of exactly the same size as A, such
that AB = I and BA = I. The matrix B is said to be the inverse of A. The symbol for the
inverse of matrix A is . Therefore, and . Matrices for which the inverse
exists are called invertible matrices (also called Nonsingular Matrices).
Suppose that A is an nn nonsingular matrix. We start with the matrix [A | I ], where I is the
identity matrix of exactly the same size as A. Use elementary row operations on [A | I ] until the
matrix A is transformed into I ( that is, A is in reduced row echelon form). The resulting matrix
has the form and the inverse of A appears on the right hand side, next to I.
EXAMPLES
is the inverse matrix.
The expression (ad bc) is called the determinant of the 22 matrix M. Notice that if
the determinant has value zero, then the inverse matrix is undefined. In such a case, we say
that the given matrix M is not invertible. A matrix that is not invertible is said to be a
singular matrix.
More about determinants follows later (see Cramers Rule).
EXERCISES
This is called a 55 Hilbert matrix.
We mentioned before that the matrix equation AX = B has solution if and only if A
is a nonsingular matrix.
EXAMPLES:
EXERCISES
In each case below, a system of the form AX = B is given. Find the inverse (if it exists) of
the matrix of coefficients and use it to solve the given system by the method .
If the system has no solution, explain why. If the system has infinitely many solutions, find all
such solutions.
DETERMINANTS
We mentioned before that for a 22 matrix of the form , the expression (ad bd) is
called the determinant of the matrix.
More generally, the determinant is a function with domain equal to the set of square matrices
.
In every square matrix , the minor of the entry is the determinant of the (n 1)(n
1) matrix formed by deleting row i and column j from the matrix . Notice that the deleted
row i and column j contain the element . The cofactor of the entry is given by
EXAMPLE
We could use also the cofactor expansion of row 1 and obtain the same value of Det (A).
Det (A) can be obtained by using the cofactor expansion of any row or any column of A.
PROPERTIES OF DETERMINANTS
1) If A is a square (nn) triangular matrix, then Det (A) is the product of the entries in the main
diagonal of A.
4) If A is a square (nn) matrix that contains two identical rows or two identical columns, then
Det (A) = 0.
5) If A is a square (nn) matrix and two rows of A are interchanged, then the resulting matrix
has determinant equal to the negative of Det (A).
6) If A is a square (nn) matrix and one row of A is multiplied times a nonzero constant k, then
the resulting matrix has determinant equal to kDet (A).
7) If A is a square (nn) matrix and a multiple of one row is added to another row of A, then
the resulting matrix has determinant equal to the Det (A).
8) If A is a square (nn) singular matrix, then the Det (A) = 0. The converse is also true: If
A is a square (nn) matrix and Det (A) = 0, then A is a singular matrix.
11) If A and B are square (nn) matrices of exactly the same order, then Det (AB) = Det (A)
Det (B).
whenever A is a square nn matrix.
14) If A is an nn square matrix, then for every n1 vector of constants B, the linear system
AX = B has a unique solution.
EXERCISES
x + 3y = 5 x + 3y = 2 4x 12y = 4 3x + 2y
=7
3x + 5y 2z = 11 2x 3y + z = 14 2x 6y + 4z = 4 2x y + z
=0
x 3y + 4z = 11 4x + 2y 3z = 15 3x + 9y 18z = 12 3x + y + z
=3
CRAMERS RULE
Let represent the nn matrix formed by replacing the ith column of A with the columns vector
B.
Then where i = 1, 2, 3, , n
Therefore,
EXAMPLES
2x + 5y = 16
Solution:
2x y + 4z = 1
x + 3y 2z = 3
Solution:
EXERCISES
1) Solve by Cramers rule
x + 3y = 5 x + 3y = 2 4x 12y = 4 3x + 2y
=7
3x + 5y 2z = 11 2x 3y + z = 14 2x 6y + 4z = 4 2x y +
z=0
x 3y + 4z = 11 4x + 2y 3z = 15 3x + 9y 18z = 12 3x + y +
z=3