LECTURE 1.

LINEAR EQUATIONS IN LINEAR

ALGEBRA
by A.R JANDIGULOV, 2024
 MAIN GOAL AND CONTENTS
In this lecture, we will introduce linear systems and the method of row reduction to
solve them. We will introduce matrices as a convenient structure to represent and
solve linear systems.

1.1. System of Linear Equations

1.2. Solving linear systems. Row Reduction and Echelon Forms.

1.3. Solving linear systems.

1.4. Existence and uniqueness of solutions.

SYSTEM OF LINEAR EQUATIONS
Definition 1.1: A system of 𝑚 linear equations in 𝑛 unknown variables 𝑥1 , 𝑥2 , . . . , 𝑥𝑛 is a
collection of 𝑚 equations of the form:

𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1

𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
(1.1)
…
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚

The numbers 𝑎𝑖𝑗 are called the coefficients of the linear system; because there are 𝑚
equations and 𝑛 unknown variables there are therefore 𝑚 × 𝑛 coefficients.
THE MAIN PROBLEM
Find a list of 𝑛 numbers (𝑠1 , 𝑠2 , . . . , 𝑠𝑛 ) that satisfy the system of linear equations (1.1).

𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1

𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
(1.1)
…
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚

In other words, if we substitute the list of numbers (𝑠1 , 𝑠2 , . . . , 𝑠𝑛 ) for the unknown
variables (𝑥1 , 𝑥2 , . . . , 𝑥𝑛 ) in equation (1.1) then the left-hand side of the 𝑖th equation will
equal 𝑏𝑖 . We call such a list (𝑠1 , 𝑠2 , . . . , 𝑠𝑛 ) a solutions to the system of equations.

Notice that we say “a solutions” because there may be more than one. The set of all
solutions to a linear system is called its solution set.
EXAMPLES OF LINEAR SYSTEM
As an example of a linear system, below is a linear system consisting of 𝑚 = 2 equations and
𝑛 = 3 unknowns:

𝑥 − 5𝑥2 − 7𝑥3 = 0
ቊ 1
5𝑥2 + 11𝑥3 = 1

Here is a linear system consisting of 𝑚 = 3 equations and 𝑛 = 2 unknowns:

−5𝑥1 + 𝑥2 = −1
൞ π𝑥1 − 5𝑥2 = 0
63𝑥1 − 2𝑥2 = −7
EXAMPLE 1.1.
Verify that (1, 2, −4) is a solution to the system of equations
2𝑥 + 2𝑥2 + 𝑥3 = 2
ቊ 1
𝑥1 + 3𝑥2 − 𝑥3 = 11
The number of equations is 𝑚 = 2 and the number of unknowns is 𝑛 = 3. There are 𝑚 ×
𝑛 = 6 coefficients: 𝑎11 = 2, 𝑎12 = 1, 𝑎13 = 1, 𝑎21 = 1, 𝑎22 = 3, and 𝑎23 = −1. And
𝑏1 = 0 and 𝑏2 = 11.
The list of numbers (1, 2, −4) is a solution because

2 · (1) + 2(2) + (−4) = 2

ቊ
(1) + 3 · (2) − (−4) = 11
DEFINTIONS AND NOTES
A linear system may not have a solution at all. If this is the case, we say that the linear system
is inconsistent:

INCONSISTENT ⇔ NO SOLUTION
A linear system is called consistent if it has at least one solution:

CONSISTENT ⇔ AT LEAST ONE SOLUTION

NOTES. We will see shortly that a consistent linear system will have either just one solution
or infinitely many solutions. For example, a linear system cannot have just 4 or 5 solutions. If
it has multiple solutions, then it will have infinitely many solutions.
EXAMPLE 1.2.
Show that the linear system does not have a solution.

−𝑥 + 𝑥2 = 2
ቊ 1
𝑥1 − 𝑥2 = 1

Solution. If we add the two equations, we get sum of two equations

0 = 3
which is a contradiction. Therefore, there does not exist a list (𝑠1 , 𝑠2 ) that satisfies the
system because this would lead to the contradiction 0 = 3.
EXAMPLE 1.3.
𝑥 + 𝑥2 + 𝑥3 = 0
ቊ 1
𝑥1 + 3𝑥2 − 𝑥3 = 3

Let 𝑡 be an arbitrary real number and let

3
𝑠1 = − − 2𝑡
2
3
𝑠2 = + 𝑡
2
𝑠3 = 𝑡

Show that for any choice of the parameter 𝑡, the list (𝑠1 , 𝑠2 , 𝑠3 ) is a solution to the linear
system
SOLUTION OF EXAMPLE 1.3.
Substitute the list (𝑠1 , 𝑠2 , 𝑠3 ) into the left-hand-side of the system equations

3 3
− − 2𝑡 + + 𝑡 +𝑡 =0
2 2
3 3
− − 2𝑡 + 3 + 𝑡 −𝑡 =3
2 2

Both equations are satisfied for any value of 𝑡. Because we can vary 𝑡 arbitrarily, we get an
infinite number of solutions parameterized by t.
For example, compute the list (𝑠1 , 𝑠2 , 𝑠3 ) for 𝑡 = 3 and confirm that the resulting list is a
15 9
solution to the linear system 𝑠1 , 𝑠2 , 𝑠3 = (− , , 3)
2 2
SOLVING LINEAR SYSTEMS
Matrices. We will use matrices to develop systematic methods to solve linear systems and to
study the properties of the solution set of a linear system. Informally speaking, a matrix is an
array or table consisting of rows and columns.
For example, for system from example 1.1 we have matrix:
2 2 1
𝐴=
1 3 −1

And matrix A having 𝑚 = 2 rows and 𝑛 = 3 columns.

In general, a matrix with 𝑚 rows and 𝑛 columns is a 𝑚 × 𝑛 matrix and the set of all such
matrices will be denoted by 𝑀𝑚×𝑛 . Hence, A above is a 2 × 3 matrix.
MATRIX
The entry of 𝐴 in the 𝑖th row and 𝑗th column will be denoted by 𝑎𝑖𝑗 . A matrix containing
only one column is called a column vector and a matrix containing only one row is called a
row vector.

For example, here is a row vector:

𝑢= 1 1 2

and here is a column vector

3
𝑣= .
−1
MATRIX
We can associate to a linear system three matrices:
(1) the coefficient matrix,
(2) the output column vector, and
(3) the augmented matrix.
For example, for the linear system from example 1.1 we have the coefficient matrix 𝐴, the
output vector 𝑏, and the augmented matrix [𝐴|𝑏] are:

2𝑥 + 2𝑥2 + 𝑥3 = 2
ቊ 1
𝑥1 + 3𝑥2 − 𝑥3 = 11

2 2 1 2 2 2 1 2
𝐴= , 𝑏= , 𝐴|𝑏 =
1 3 −1 11 1 3 −1 11
EXAMPLE 1.4.
For the linear system:

5𝑥1 − 3𝑥2 + 8𝑥3 = 1

ቐ𝑥1 + 4𝑥2 − 15𝑥3 = 2
2𝑥2 − 8𝑥3 = 0

the coefficient matrix 𝐴, the output vector 𝑏, and the augmented matrix [𝐴|𝑏] are

5 −3 8 1 5 −3 8 1
𝐴= 1 4 −15 , 𝑏= 2 , 𝐴|𝑏 = 1 4 −15 2
0 2 −8 0 0 2 −8 0
EXAMPLE 1.4.
And considered system can be rewrite as matrix equation 𝐴𝑋 = 𝑏
𝑥1
where 𝑋 is vector of unknown variables 𝑋 = 𝑥2
𝑥3
The system can be also rewrite as vector equation
5𝑥1 − 3𝑥2 + 8𝑥3 = 1
ቐ𝑥1 + 4𝑥2 − 15𝑥3 = 2
5 −3 8 1 2𝑥2 − 8𝑥3 = 0
1 𝑥1 + 4 𝑥2 + −15 𝑥3 = 2
0 2 −8 0
EXAMPLE 1.4.
If a linear system has 𝑚 equations and 𝑛 unknowns then the coefficient matrix 𝐴 must be a
𝑚 × 𝑛 matrix, that is, 𝐴 has 𝑚 rows and 𝑛 columns. Using our previously defined notation,
we can write this as 𝐴 ∈ 𝑀𝑚×𝑛 .
If we are given an augmented matrix, we can write down the associated linear system in an
obvious way.
1 4 −2 8 12
For example, the linear system associated to the augmented matrix 0 1 −7 2 −4 is
0 0 5 −1 7

𝑥1 + 4𝑥2 − 2𝑥3 + 8𝑥4 = 12

ቐ 𝑥2 − 7𝑥3 + 2𝑥4 = −4
5𝑥3 − 𝑥4 = 7
ECHELON FORM OF A MATRIX
Now we introduce the concept of an echelon matrix. Echelon matrices come in two forms:
the row echelon form (ref) and the reduced row echelon form (rref).

A matrix is in row echelon form (ref) when it satisfies the following conditions.
■ The first non-zero element in each row, called the leading entry, is 1.

■ Each leading entry is in a column to the right of the leading entry in the previous row.

■ Rows with all zero elements, if any, are below rows having a non-zero element.
ECHELON FORM OF A MATRIX
Each of the matrices shown below are examples of matrices in row echelon form
1 2 3 4
1 2 3 4 1 2
0 0 0 0 1 2
1 2 0 1
0 0 0 1
0 0 0 1 0 0
0 0 0 0

Note: Some references present a slightly different description of the row echelon form.
They do not require that the first non-zero entry in each row is equal to 1.
REDUCED ROW ECHELON FORM
A matrix is in reduced row echelon form (rref) when it satisfies the following conditions.

The matrix satisfies conditions for a row echelon form.

The leading entry in each row is the only non-zero entry in its column.

Each of the matrices shown below are examples of matrices in reduced row echelon form.

1 2 0 0
1 2 0 0 1 0
0 0 0 0 1 0
1 0 0 1
0 0 0 1
0 0 0 1 0 0
0 0 0 0
Test Your Understanding
Which of the following matrices are in row echelon form?
0 1 1 2 1 2 1 0
A) 1 0 B) 0 1 C) 0 1 D) 0 0
0 0 0 0 0 1 0 1
Solution
The correct answer is (B), since it satisfies all of the requirements for a row echelon matrix. The
other matrices fall short.
■ The leading entry in Row 1 of matrix A is to the right of the leading entry in Row 2, which is
inconsistent with definition of a row echelon matrix.
■ In matrix C, the leading entries in Rows 2 and 3 are in the same column, which is not
allowed.
■ In matrix D, the row with all zeros (Row 2) comes before a row with a non-zero entry. This is
a no-no.
Test Your Understanding
Which of the following matrices are in reduced row echelon form?
1 0 0 0 1 0 0 0 0 1 0 0
A) 0 0 1 0 B) 0 1 0 0 C) 0 0 0 1
0 0 0 1 0 0 1 0 0 0 0 0
0 0 0 0 0 0 0 1 0 0 0 0
Solution
The correct answer is (All of the above), since each matrix satisfies all of the requirements for a
reduced row echelon matrix
■ The first non-zero element in each row, called the leading entry, is 1.
■ Each leading entry is in a column to the right of the leading entry in the previous row.
■ Rows with all zero elements, if any, are below rows having a non-zero element.
■ The leading entry in each row is the only non-zero entry in its column.
Transform a Matrix Into Its Echelon Forms. STEP 1
Any matrix can be transformed into its echelon forms, using a series of elementary row
operations
1. Pivot the matrix
– Find the pivot, the first non-zero entry in the first column of the matrix.
– Interchange rows, moving the pivot row to the first row.
– Multiply each element in the pivot row by the inverse of the pivot, so the pivot
equals 1.
– Add multiples of the pivot row to each of the lower rows, so every element in the
pivot column of the lower rows equals 0.
Transform a Matrix Into Its Echelon Forms. STEPS 2-3
2. To get the matrix in row echelon form, repeat the pivot
– Repeat the procedure from Step 1 above, ignoring previous pivot rows.
– Continue until there are no more pivots to be processed.

3. To get the matrix in reduced row echelon form, process non-zero entries above each
pivot.
– Identify the last row having a pivot equal to 1, and let this be the pivot row.
– Add multiples of the pivot row to each of the upper rows, until every element above
the pivot equals 0.
– Moving up the matrix, repeat this process for each row.
An Example

To illustrate the transformation process, let's transform Matrix A to a row echelon form and
to a reduced row echelon form.
0 1 2
1 2 1
2 7 8

1 2 1
0 1 2
0 0 0
Example 1.5.
Use back substitution on the augmented matrix
1 0 3 −4
𝐴|𝑏 = 0 1 1 0
0 0 1 −1
to solve the associated linear system.
Solution. Notice that the augmented matrix has a triangular structure. The third row
corresponds to the equation 𝑥3 = − 1. The second row corresponds to the equation
𝑥2 + 𝑥3 = 0 and therefore
𝑥2 = −𝑥3 = 1.
"The first row corresponds to the equation 𝑥1 + 3𝑥3 = −4 and therefore
𝑥1 = −4 − 3𝑥3 = −4 + 3 = −1.
Therefore, the solution is (-1, 1, -1).
Example 1.6.
Solve the linear system using elementary row operations:
5𝑥1 − 3𝑥2 + 8𝑥3 = 1
ቐ𝑥1 + 4𝑥2 − 15𝑥3 = 2
2𝑥2 − 8𝑥3 = 0
Example 1.7.
Solve the linear system using elementary row operations:
𝑥1 + 2𝑥3 = 1
ቐ 𝑥2 + 𝑥3 = 0
2𝑥1 + 4𝑥3 = 1

The last row of the simplified augmented matrix corresponds to the equation:
0𝑥1 + 0𝑥2 + 0𝑥3 = −1
Obviously, there are no numbers (𝑥1 , 𝑥2 , 𝑥3 ) that satisfy this equation, and therefore, the
linear system is inconsistent, i.e., it has no solution.

In general, if we obtain a row in an augmented matrix of the form (0, 0, 0,· · ·, 0, 𝑐) where 𝑐
is a nonzero number, then the linear system is inconsistent. We will call this type of row an
inconsistent row.
Example 1.8.
Solve the linear system using elementary row operations:
2𝑥1 + 4𝑥2 + 6𝑥3 = 8
ቐ 𝑥1 + 2𝑥2 + 4𝑥3 = 8
3𝑥1 + 6𝑥2 + 9𝑥3 = 12

Solution. The coefficient matrix 𝐴, the output vector 𝑏, and the augmented matrix [𝐴|𝑏] are:
2 4 6 8 2 4 6 8
𝐴= 1 2 4 , 𝑏= 8 , 𝐴|𝑏 = 1 2 4 8
3 6 9 12 3 6 9 12
Example 1.8.
The system is consistent, however, there are only 2 nonzero rows but 3 unknown variables.
This means that the solution set will contain 3 − 2 = 1 free parameter. The second row in
the augmented matrix is equivalent to the equation: 𝑥3 = 4.
The first row is equivalent to the equation: 𝑥1 + 2𝑥2 + 4𝑥3 = 8
and after substituting 𝑥3 = 4 we obtain
𝑥1 + 2𝑥2 = − 8.
We now must choose one of the variables 𝑥1 or 𝑥2 to be a parameter, say 𝑡, and solve for
the remaining variable.
Example 1.8.
If we set 𝑥2 = 𝑡 then we obtain that 𝑥1 = − 2𝑡 − 8.
We can therefore write the solution set for the linear system as
𝑥1 = − 2𝑡 − 8
ቐ 𝑥2 = 𝑡
𝑥3 = 4
where 𝑡 can be any real number.
In general, if a linear system has 𝑛 unknown variables and the row reduced augmented
matrix has 𝑟 leading entries, then the number of free parameters 𝑑 in the solution set is
𝑑 = 𝑛 − 𝑟.
Example 1.8.
Thus, when performing back substitution, we will have to set 𝑑 of the unknown variables to
arbitrary parameters. In the previous example, there are 𝑛 = 3 unknown variables and the
row reduced augmented matrix contained 𝑟 = 2 leading entries. The number of free
parameters was therefore
𝑑 = 𝑛 − 𝑟 = 3 − 2 = 1.
Because the number of leading entries r in the row reduced coefficient matrix determine the
number of free parameters, we will refer to 𝑟 as the rank of the coefficient matrix:
𝑟 = 𝑟𝑎𝑛𝑘(𝐴)
Existence and uniqueness of solutions.
The REF or RREF of an augmented matrix leads to three distinct possibilities for the
solution set of a linear system.
Theorem 1.1.: Let [𝐴|𝑏] be the augmented matrix of a linear system. One of the following
distinct possibilities will occur:
Case 1. The augmented matrix will contain an inconsistent row.
Case 2. All the rows of the augmented matrix are consistent and there are no free
parameters.
Case 3. All the rows of the augmented matrix are consistent and there are d ≥ 1 variables
that must be set to arbitrary parameters.
Existence and uniqueness of solutions.
In Case 1., the linear system is inconsistent and thus has no solution.
In Case 2., the linear system is consistent and has only one (and thus unique) solution. This
case occurs when 𝑟 = 𝑟𝑎𝑛𝑘(𝐴) = 𝑛 since then the number of free parameters is 𝑑 =
𝑛 − 𝑟 = 0.
In Case 3., the linear system is consistent and has infinitely many solutions. This case
occurs when 𝑟 < 𝑛 and thus 𝑑 = 𝑛 − 𝑟 > 0 is the number of free parameters.
Solutions for system of linear equations
x + 3y = 9 –2x + y = 3 4x – 2y = 6
–2x + y = –4 –4x + 2y = 2 6x – 3y = 9
Lines intersect at (3, 2) Lines are parallel. Both equations have the
Unique solution: No point of same graph. Any point on
x = 3, y = 2. intersection. No the graph is a solution.
solutions. Many solutions.
Example 1.9 2 x1 − 4 x2 + 12 x3 − 10 x4 = 58
− x1 + 2 x2 − 3 x3 + 2 x4 = −14
Solve the system of equations 2 x1 − 4 x2 + 9 x3 − 6 x4 = 44

Ch1_35 Ch1_35
THANK YOU FOR ATTENTION!