SYSTEMS OF LINEAR EQUATIONS

ELECTRONIC VERSION OF LECTURE

HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics

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OUTLINE

1 DEFINITION

2 NON-HOMOGENEOUS LINEAR SYSTEM

3 HOMOGENEOUS SYSTEM OF LINEAR EQUATIONS

4 MATL AB

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 Definition Real world problems

SPORTS

In 1998, Cynthia Cooper of the WNBA

Houston Comets basketball team was
named Team Sportswoman of the Year by
the Women’s Sports Foundation. Cooper
scored 680 points in the 1998 season by
hitting 413 of her 1−point, 2−point, and
3−point attempts. She made 40% of her 160
3−point field goal attempts. How many
1−, 2−, and 3−point baskets did Ms. Cooper
complete?
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 Definition Real world problems

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 4 / 41

 Definition Real world problems

Let x, y, z be the number of 1− point free

throws, 2− and 3−point field goals
respectively. Then we can write a system of
equations


 x + 2y + 3z = 680

x +y +z = 413
 z

 = 0.4
 160
x =
 210
⇔ y = 139

z = 64
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 5 / 41
 Definition Linear Systems in Two Unknowns

Linear systems in two unknowns arise in

connection with intersections of lines.
EXAMPLE 1.1
Consider the linear system
(
a1 x + b1 y = c1
a2 x + b2 y = c2

in which the graphs of the equations are

lines in the x y−plane. Each solution (x, y) of
this system corresponds to a point of
intersection of the lines.
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 6 / 41
 Definition Linear Systems in Two Unknowns

There are 3 possibilities:

1
The lines may be parallel and distinct, in
which case there is no intersection and
consequently no solution.
2
The lines may intersect at only one
point, in which case the system has
exactly one solution.
3
The lines may coincide, in which case
there are infinitely many points of
intersection and consequently infinitely
many solutions.
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 Definition Linear Systems in Two Unknowns

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 Definition Linear Systems in Three Unknowns

LINEAR SYSTEMS IN THREE UNKNOWNS

Unique solution Infinitely many solutions

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 Definition Linear Systems in Three Unknowns

No solution

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 Definition Definition

DEFINITION 1.1
A general linear system of m equations in the
n unknowns can be written as:


 a 11 x 1 + a 12 x 2 + . . . + a 1 j x j + . . . + a 1n x n = b1



 .................................... ... ...
ai 1 x1 + ai 2 x2 + . . . + ai j x j + . . . + ai n xn = bi (1)




 .................................... ... ...
a m1 x 1 + a m2 x 2 + . . . + a m j x j + . . . + a mn x n = bm


where ai j are the coefficients of the system,

b i are constants of the system, i = 1, 2, . . . , m;
j = 1, 2, . . . , n; x 1 , x 2 , . . . , x n are the unknowns.
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 Definition Definition

The double subscripting on the coefficients

of the unknowns is a useful device that is
used to specify the location of the
coefficient in the system.
1
The first subscript on the coefficient ai j
indicates the equation in which the
coefficient occurs,
2
and the second subscript indicates
which unknown it multiplies.

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 Definition Definition

DEFINITION 1.2
A solution of the system (1) is a sequence of n
numbers (s 1, s 2, . . . , s n ) such that the
equations of the system (1) are satisfied
when we substitute x 1 = s 1, x 2 = s 2, . . . , x n = s n .

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 Definition Definition

DEFINITION 1.3
Matrix A = (ai j )m×n is called the coefficient
matrix of the system (1).
 
a 11 a 12 ... a1 j . . . a 1n
 ... ... ... ... ... ... 
 
 
 ai 1
A= ai 2 ... ai j . . . ai n 

 ... ... ... ... ... ... 
 
a m1 a m2 ... am j . . . a mn
m×n

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 Definition Definition

DEFINITION 1.4
Matrix
 ¯ 
a 11 a 12 . . . a 1 j . . . a 1n ¯ b1
¯
 ... ... ... ... ... ... ¯ ...
 ¯ 

 ¯ 
A B =  a i 1 a i 2 . . . a i j . . . a i n ¯¯
 bi 

 ... ... ... ... ... ... ¯ ... 
 ¯ 
a m1 a m2 . . . a m j . . . a mn ¯ bm
¯
m×(n+1)

is called the augmented matrix for the

system (1), which is obtained by adjoining
column B to matrix A as the last column.
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 Definition Definition
   
x1 b1
 x2   b2 
If we let X =  and B =  then the
   
 ... 
  ... 

xn bm
system (1) can be written in the matrix form
   
a 11 x 1 + a 12 x 2 + . . . + a 1n x n b1
 a x + a x + ... + a x   b2 
 21 1 22 2 2n n
=
  
 .. .
.. ... ... 
 .   
a m1 x 1 + a m2 x 2 + . . . + a mn x n bm

A m×n X n×1 = B m×1 .

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 Definition Definition

DEFINITION 1.5
The system (1) is called a homogeneous if
B = 0m×1 and a nonhomogeneous if B 6= 0m×1 .

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 Non-homogeneous linear system

EVERY NON-HOMOGENEOUS LINEAR SYSTEM

HAS :
no solution
unique solution
infinitely many solutions

DEFINITION 2.1
A linear system is consistent if it has at least
one solution (unique solution or infinitely
many solutions) and inconsistent if it has no
solutions.
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 Non-homogeneous linear system Echelon form

SOLVING SYSTEM OF LINEAR EQUATIONS

In this section we shall develop a

systematic procedure for solving systems
of linear equations.
The procedure is based on the idea of
reducing the augmented matrix of a
system to another augmented matrix
that is simple enough that the solution of
the system can be found by inspection.
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 Non-homogeneous linear system Gaussian Elimination

Consider the system of linear equations



 a 11 x 1 + a 12 x 2 + . . . + a 1 j x j + . . . + a 1n x n = b1



 .................................... ... ...
ai 1 x1 + ai 2 x2 + . . . + ai j x j + . . . + ai n xn = bi




 .................................... ... ...
a m1 x 1 + a m2 x 2 + . . . + a m j x j + . . . + a mn x n = bm


If, by a sequence of elementary row operations, the

augmented matrix for a system of linear equations is
put in reduced row-echelon form, then the solution
set of the system will be evident by inspection or
after a few simple steps.

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 Non-homogeneous linear system Gaussian Elimination

OPERATIONS THAT LEAD TO EQUIVALENT SYSTEMS OF

EQUATIONS

If we perform the following elementary row

operations on the system (1):
1
Interchange two equations (r i ↔ r j )
2
Multiply an equation through by a
nonzero constant λ 6= 0(r i → λr i ).
3
Add a constant times one equation to
another (r i → r i + λr j )
then we obtain a new system that has the
same solution set but is easier to solve.
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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.1
Solve the system by Gaussian elimination

 x 1 + 2x 2 + 3x 3 =
 7
2x 1 + x 2 + 2x 3 = 6

 3x + 2x + x =
1 2 3 7
 ¯   ¯ 
1 2 3 ¯¯ 7 r 2 →r 2 −2r 1 1 2 3 ¯ 7
¯
¯  r 3 →r 3 −3r 1 
 2 1 2 ¯ 6  −−−−−−→  0 −3 −4 ¯ −8 
 ¯ 
¯ ¯
3 2 1 ¯7 0 −4 −8 ¯ −14

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 Non-homogeneous linear system Back-Substitution

 ¯ 
1 2 3 ¯ 7
¯
r 2 →r 2 −r 3   r 3 →r 3 +4r 2
−−−−−−→  0 1 4 ¯ 6  −−−−−−→
¯
¯
0 −4 −8 ¯ −14
 ¯ 
1 2 3 ¯ 7 ¯
0 1 4 ¯ 6 
 ¯ 
¯
0 0 8 ¯ 10

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 Non-homogeneous linear system Back-Substitution

The system corresponding to this matrix is

5

x =

 x 1 + 2x 2 + 3x 3 = 7

 1

4
 
x 2 + 4x 3 = 6 ⇔ x 2 = 1
 x3 = 5
 
 8x 3 = 10 

4
Thus the system has unique solution
µ ¶T
5 5
(x 1 , x 2 , x 3 )T = , 1,
4 4

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 24 / 41

 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.2
Solve the system by Gaussian elimination

 x 1 + 2x 2 − 3x 3 = 1

x 1 + 3x 2 − 13x 3 = −1

 3x + 5x + x = 5
1 2 3
 ¯   ¯ 
1 2 −3 ¯¯ 1 r 2 →r 2 −r 1 1 2 −3 ¯¯ 1
 r 3 →r 3 −3r 1 
 1 3 −13 ¯ −1  −−−−−−−→  0 1 −10 ¯ −2 
 ¯ ¯ 
¯ ¯
3 5 1 ¯ 5 0 −1 10 ¯ 2

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 Non-homogeneous linear system Back-Substitution
 ¯ 
1 2 −3 ¯ 1
¯
r 3 →r 3 +r 2 
−−−−−−→  0 1 −10 ¯ −2  .
¯ 
¯
0 0 0 ¯ 0
The system corresponding to this matrix is
(
x 1 + 2x 2 − 3x 3 = 1
x 2 − 10x 3 = −2

Solving for the leading variables, we obtain

(
x 1 = 1 − 2x 2 + 3x 3
x 2 = −2 + 10x 3
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 Non-homogeneous linear system Back-Substitution

Finally, we express the general solution of

the system parametrically by assigning the
free variables x 3 arbitrary value α. This
means that x 3 = α, where α ∈ R, we can find
(
x 2 = −2 + 10x 3 = −2 + 10α
x 1 = 1 − 2x 2 + 3x 3 = 5 − 17α

So the system has infinitely many solutions

(x 1 , x 2 , x 3 )T = (5 − 17α, −2 + 10α, α)T , where
α ∈ R is arbitrary number.
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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.3
Solve the system by Gaussian elimination

 x 1 −2x 2 +3x 3 = 2

3x 1 +3x 2 = −3

 3x
1 +3x 3 = 8

 ¯   ¯ 
1 −2 3 ¯¯ 2 r 2 →r 2 −3r 1 1 −2 3 ¯¯ 2
 r 3 →r 3 −3r 1 
 3 3 0 ¯ −3  −−−−−−−→  0 9 −9 ¯ −9 
 ¯ ¯ 
¯ ¯
3 0 3 ¯ 8 0 6 −6 ¯ 2

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 Non-homogeneous linear system Back-Substitution

 ¯ 
1 −2 3 ¯ 2
¯
r 2 ↔r 2 /9   r 3 →r 3 −6r 2
−−−−−→  0 1 −1 ¯ −1  −−−−−−→
¯
¯
0 6 −6 ¯ 2
 ¯ 
1 −2 3 ¯ 2 ¯
 0 1 −1 ¯ −1 
 ¯ 
¯
0 0 0 ¯ 8

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 Non-homogeneous linear system Back-Substitution

The system corresponding to this matrix is


 x 1 − 2x 2 + 3x 3 = 2

x 2 − x 3 = −1

 0 = 8
This system has no solution.

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 30 / 41

 Homogeneous system of linear equations Definition

DEFINITION 3.1
A system of linear equations is said to be
homogeneous if the constant terms are all
zero.



 a 11 x 1 + a 12 x 2 + . . . + a 1 j x j + . . . + a 1n x n = 0
.................................... ... ...




ai 1 x1 + ai 2 x2 + . . . + ai j x j + . . . + ai n xn = 0




 .................................... ... ...
a m1 x 1 + a m2 x 2 + . . . + a m j x j + . . . + a mn x n = 0


(2)
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 31 / 41
 Homogeneous system of linear equations Definition

¡ ¢T
1
The trivial solution is X = 0 0 . . . 0 .
2
The¡nontrivial solution is
¢ T
X 6= 0 0 . . . 0 .

HOMOGENEOUS LINEAR SYSTEM ALWAYS HAS:

1
only the trivial solution.
2
or infinitely many solutions in addition
to the trivial solution, i.e. nontrivial
solutions

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 32 / 41

 Homogeneous system of linear equations Definition

THEOREM 3.1
A homogeneous linear system (2) has
non-trivial solutions if and only if
r (A) < n,

where n is the number of unknowns.

Indeed, if r (A) = n, then the system (2) has
only trivial solution X = 0.
If r (A) < n, then the system (2) has infinitely
many solutions or non-trivial solutions.
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 33 / 41
 Homogeneous system of linear equations General solution

If r (A) = r < n, then the system (2) has

general solution:


 x 1 = ϕ1 (t 1 , t 2 , . . . , t n−r )
x 2 = ϕ2 (t 1 , t 2 , . . . , t n−r )





...




x r = ϕr (t 1 , t 2 , . . . , t n−r ) (3)




 x r +1 = t 1
...





x n = t n−r


where t 1, . . . , t n−r are arbitrary numbers,

which are called free variables.
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 34 / 41
 Homogeneous system of linear equations General solution

EXAMPLE 3.1
Solve the system by Gaussian elimination


 x 1 + 3x 2 + 3x 3 + 2x 4 + 4x 5 = 0

 x + 4x + 5x + 3x + 7x =
1 2 3 4 5 0

 2x 1 + 5x 2 + 4x 3 + x 4 + 5x 5 = 0

x 1 + 5x 2 + 7x 3 + 6x 4 + 10x 5 = 0

 
1 3 3 2 4 r 2 →r 2 −r 1
 1 4 5 3 7  r 3 →r 3 −2r 1
 r 4 →r 4 −r 1
Solution.   −−−−−−→

2 5 4 1 5 
1 5 7 6 10
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 Homogeneous system of linear equations General solution

 
1 3 3 2 4
0 r 3 →r 3 +r 2
1 2 1 3   r 4 →r 4 −2r 2
 −−−−−−→

0

−1 −2 −3 −3 
0 2 4 4 6
 
1 3 3 2 4 
1 3 3 2 4

0 1 2 1 3  r 4 →r 4 +r 3  0 1
  2 1 3 
 −−−−−−→ 
 
0 0 0 −2 0  0 0 0 −2 0
 

0 0 0 2 0 0 0 0 0 0
Free variables: x 3 , x 5

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 Homogeneous system of linear equations General solution

The system corresponding to this matrix is


 x 1 + 3x 2 + 3x 3 + 2x 4 + 4x 5 = 0

x 2 + 2x 3 + x 4 + 3x 5 = 0

 −2x 4 = 0

 x 2 = −2x 3 − 3x 5

⇔ x 1 = 3x 3 + 5x 5

x = 0
4

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 Homogeneous system of linear equations General solution

Let x 3 = t 1, x 5 = t 2. The general solution of

this system is
   
x1 3t 1 + 5t 2
 x 2   −2t 1 − 3t 2
   

   
X (t 1 , t 2 ) =  x
 3 =
  t1 

x   0 
 4  
x5 t2

where t 1, t 2 are arbitrary numbers.

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 38 / 41

 MatLab

MATL AB

Gauss-Jordan Elimination: r r e f ([A B ])

General solution of homogeneous
system AX = 0 : nul l (A, 0r 0)

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 39 / 41

 MatLab

 
1 3 3 2 4
 1 4 5 3 7 
A=
 
2 5 4 1 5

 
1 5 7 6 10
0 0
>> nul
 l (A, r )
3 5
 
 −2 −3 
 
ans =  1 0 


 0 0 
 
0 1
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 40 / 41
 MatLab

THANK YOU FOR YOUR ATTENTION

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS 41 / 41