Lecture 2 Linear System
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Transcript of Lecture 2 Linear System
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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 equationsb)What is a homogeneous systemc)How to represent a linear system in matrix formd)What is a coefficient matrixe)What is an augmented matrix
2. You should be able tosolve a linear system of
equations using:
a)Inverse matrix methodb) Row operations:
i.Gauss-elimination method (REF)ii.Gauss-Jordan method (RREF)
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Definition of a Linear Equation inn Variables:
A linear equation inn variable nxxx ,,, 21 has the
formbxaxaxa nn 2211 ,
where the coefficients baaa n ,,,, 21 are real numbers
(usually known). The number of 1a is the leading
coefficient and 1x is the leading variable.
The collection ofseverallinear equations isreferred to asthe system of linear equations.
Definition of System ofm Linear Equation in
n Variables:
A system ofm linear equations inn variables
is a set of m equations, each of which is linear
in the same n variables:
mnmnmm
nn
nn
bxaxaxa
bxaxaxa
bxaxaxa
2211
22222121
11212111
where ,,1,,,2,1,, njmiba iij are constants.
Example:1Consider the following system of linear
equations:
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3
67
832
3,42523
43
31
321
321
321
xx
xxx
nmxxx
xxx
Example: 2 Which of the following are linear
equations?2
1 2 3
1 2 3
( ) 3 2 7 ( ) (sin ) 4 (log5) ( ) 23
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
( ) and ( ) are linear equations.a b ( ), ( ), ( ), and ( ) are not linear.c d e f
Number of Solutions of a System of LinearEquations
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 InconsistentA system of linear equations is called consistentif
it has at least one solution and inconsistentif it has
no solution.
)sol
1x y
3x y 2x y
4x y
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EquivalentTwo systems of linear equations are said to be
equivalentif they have the same set of solutions.
BackSubstitutionWhich 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 CoefficientMatrices
Consider the m n linear system11 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
22
1
, , |
n
n
n
n
m m m m mm m mn n
b b
b
a a a
a a aA
a a a
a a a
a a
b B A b
a ba
b
aba
A is called thecoefficient matrix of the system.
B is called theaugmentedmatrix of the system.
b is called the constant matrix of the system.
Itis possible to write the system
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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
BXA
b
b
b
m
2
1
2
1
21
22221
11211
nmnmm
n
n
x
x
x
aaa
aaa
aaa
Example:65y-2
13
x
yx BXA
6
1
y
x
52
13
Row-EquivalentTwo m n matrices are said to be row-equivalent ifone 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
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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 bA :
Step 2: Transform bA : to row echelon form
matrix DC : using row operations
Step 3: Solve the system corresponding to DC : ,
using back substitutionExample: Solve the following system of
equations3-z-y2-x3
1yx
5z3y-2
x
using Gauss elimination.
Sol.
3:123
1:011
5:312
11 R21 R
3:123
1:0112
5:2
32
11
R33R
RR
13
212
R
R
2/21:2/112/10
23:
23
230
25:
23
211
33
22
R2
R3
2
R
R
21:1110
1:1102
5:2
32
11
323 RR R
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22:1200
1:1102
5:2
32
11
33 R121 R
611:100
1:1102
5:2
32
11
So, z = 11/6 , y = 5/6, x = 1/6
1.2 Gauss-Jordan Reduction Method (RREF)
Step 1: Form augmented matrix bA :
Step 2: Transform bA : to reduced row echelon
form matrix FH : using row operations
Step 3: for each nonzero row in FH : , solve the
corresponding equations
Example: Solve the following linear system of
equations3z-x3
8zy2x
9z32y
x
using Gauss-Jordan
reduction method
Sol.
3:103
8:112
9:321
313
212
R3R-
R2R
R
R
24:1060
10:550
9:321
22 R51 R
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24:1060
2:110
9:321
121
323
R2R
R6R
R
R
12:400
2:110
5:101
33 R41 R
3:100
2:110
5:101
131
232
RR
RR
R
R
3:100
1:010
2:001
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
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Examples
I. Exactly one solution:Solve for the following system:
33
82
932
31
321
321
xx
xxx
xxx
[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 3,1,2 321 xxx
II.Infinite number of solutions:Solve for the following system:
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10
153
0242
21
321
xx
xxx
[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
13
25
32
31
xx
xx
The solutions are 1 3 2 32 5 , 1 3x x x x
3x is free variable or parameter and let 3 ,x t t R therefore
Rttxtxtx ,,31,52 321
III.No solution:Solve for the following system:
62
1753
5422
431
4321
4321
xxx
xxxx
xxxx
[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
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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
10
032
02
432
431
xxx
xxx
Since ,10 there is no solution
Example: Solve for the following linear system:
5723
-1132
-3952
352
4321
4321
4321
4321
xxxx
xxxx
xxxx
xxxx
[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
32
23
52
43
42
41
xx
xx
xx
The solutions are 1 4 2 4 3 45 2 , 2 3 , 3 2x x x x x x
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Rttxtxtxtx ,,23,32,25 4321
Example: Find conditions on a such that the
following system has no solution, one solution, orinfinitely 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
10 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