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