Notes / Unit 1 · Module 1 · Exam 1 · §1.1–1.2
Systems of Linear Equations
A system of linear equations has exactly one solution, infinitely many, or none, and row-reducing its augmented matrix tells you which. The exam asks you to spot a linear equation, write a solution set in parameters, carry out row operations in the R1 ↔ R2 notation, and solve by Gaussian elimination with back-substitution or by Gauss-Jordan elimination.
1.1Linear equations
A linear equation in n variables x₁, x₂, …, xₙ has the form a₁x₁ + a₂x₂ + ⋯ + aₙxₙ = b. The coefficients a₁, …, aₙ and the constant term b are real numbers. a₁ is the leading coefficient and x₁ the leading variable.
A line in the plane, a₁x + a₂y = b, is a linear equation in two variables; a plane in space, a₁x + a₂y + a₃z = b, is one in three.
- No products of variables (xy) and no roots of variables (√x).
- No variable inside a trigonometric, exponential or logarithmic function (sin x, eˣ, ln x).
- Every variable appears to the first power only.
| Linear | Not linear |
|---|---|
| 3x + 2y = 7 | xy + z = 2 (product of variables) |
| ½x + y − πz = √2 | eˣ − 2y = 4 (x in an exponent) |
| (sin π)x₁ − 4x₂ = e² | sin x₁ + 2x₂ − 3x₃ = 0 (x₁ inside a sine) |
1.2Solutions and parametric representation
A solution of a linear equation is a sequence of numbers s₁, s₂, …, sₙ that makes the equation true when you substitute x₁ = s₁, …, xₙ = sₙ. It may be written (x₁, x₂, …, xₙ) = (s₁, s₂, …, sₙ). The set of all solutions is the solution set.
To describe the whole solution set, use a parametric representation: solve for one variable, call each remaining free variable a parameter, and write everything in terms of the parameters.
Worked example
Slides: x₁ + 2x₂ = 4
- 1Solve for the leading variable: x₁ = 4 − 2x₂.
- 2x₂ is free; let x₂ = t, where t is any real number.
- 3Solution set: x₁ = 4 − 2t, x₂ = t.
- 4A particular solution comes from choosing t: t = 1 gives (2, 1), t = 0 gives (4, 0).
Worked example
Slides: 3x₁ + 2x₂ − x₃ = 3
- 1Solve for x₃: x₃ = 3x₁ + 2x₂ − 3.
- 2Two variables are free: x₁ = t₁ and x₂ = t₂.
- 3Solution set: x₁ = t₁, x₂ = t₂, x₃ = 3t₁ + 2t₂ − 3, where t₁, t₂ are real numbers.
1.3Systems and how many solutions they have
A system of m linear equations in n variables (a linear system) is m linear equations in the same n variables. A solution of the system is a sequence s₁, …, sₙ that is a solution of every equation in it.
Example from the slides: (x₁, x₂) = (−1, 3) solves 3x₁ + 2x₂ = 3 and −x₁ + x₂ = 4, since 3(−1) + 2(3) = 3 and −(−1) + 3 = 4.
| Number of solutions | Called | Two lines in the plane |
|---|---|---|
| Exactly one | Consistent | Intersecting lines |
| Infinitely many | Consistent | Coincident lines (the same line) |
| None | Inconsistent | Parallel lines |
Worked example
Slides: what do the graphs look like?
- 1x + y = 3 and x − y = −1: different slopes, so the lines intersect once, at (1, 2).
- 2−3x + y = 5 and −6x + 2y = 8: the second left side is 2 times the first, but 2 · 5 = 10 ≠ 8. Parallel lines, no solution.
- 32x − y = 1 and 4x − 2y = 2: the second equation is exactly 2 times the first. Coincident lines, infinitely many solutions.
1.4Matrices and the augmented matrix
An m × n matrix is a rectangular array with m rows and n columns. The entry aᵢⱼ sits in row i (the row subscript) and column j (the column subscript). When m = n the matrix is square of order n, and a₁₁, a₂₂, …, aₙₙ are its main diagonal entries.
- Augmented matrix
- The coefficients and the constant terms of a system: one row per equation, one column per variable, and a last column of constants. m equations in n variables give an m × (n + 1) matrix.
- Coefficient matrix
- The same without the constants: m × n.
Slides: the system x − 4y + 3z = 5, −x + 3y − z = −3, 2x − 4z = 6 has this augmented matrix and coefficient matrix:
[ 1 −4 3 | 5 ] [ −1 3 −1 | −3 ] [ 2 0 −4 | 6 ] [ 1 −4 3 ] [ −1 3 −1 ] [ 2 0 −4 ]
1.5Elementary row operations
These three operations on a system give an equivalent system (same solutions). On the augmented matrix they are the elementary row operations:
| Operation | Notation | On the system |
|---|---|---|
| Interchange two rows | R1 ↔ R2 | Swap two equations |
| Multiply a row by a nonzero constant | ½R1 → R1 | Multiply an equation by a nonzero constant |
| Add a multiple of a row to another row | −2R1 + R3 → R3 | Add a multiple of one equation to another |
Two matrices are row-equivalent when one can be obtained from the other by a finite sequence of elementary row operations. The slides' examples:
[ 0 1 3 | 4 ] [ −1 2 0 | 3 ] [ 2 −3 4 | 1 ] [ −1 2 0 | 3 ] [ 0 1 3 | 4 ] [ 2 −3 4 | 1 ]
[ 2 −4 6 | −2 ] [ 1 3 −3 | 0 ] [ 5 −2 1 | 2 ] [ 1 −2 3 | −1 ] [ 1 3 −3 | 0 ] [ 5 −2 1 | 2 ]
[ 1 2 −4 | 3 ] [ 0 3 −2 | −1 ] [ 2 1 5 | −2 ] [ 1 2 −4 | 3 ] [ 0 3 −2 | −1 ] [ 0 −3 13 | −8 ]
1.6Row-echelon and reduced row-echelon form
A matrix is in row-echelon form when:
- Any rows of all zeros are at the bottom.
- The first nonzero entry of every other row is 1, a leading 1.
- In two successive nonzero rows, the leading 1 of the higher row is farther left than the one below: a stair-step.
It is in reduced row-echelon form when, in addition, every column with a leading 1 has zeros everywhere else, above and below it.
| Slides' matrix | Row-echelon? | Reduced? |
|---|---|---|
| a. [1 2 −1 4; 0 1 0 3; 0 0 1 2] | Yes | No: 2 and −1 sit above leading 1s |
| b. [1 −5 2 −1 3; 0 0 1 3 −2; 0 0 0 1 4; 0 0 0 0 1] | Yes | No |
| c. [1 2 −3 4; 0 2 1 −1; 0 0 1 −3] | No: row 2 starts with 2, not 1 | No |
| d. [1 2 −1 2; 0 0 0 0; 0 1 2 −4] | No: the zero row is not at the bottom | No |
| e. [1 0 0 −1; 0 1 0 2; 0 0 1 3; 0 0 0 0] | Yes | Yes |
| f. [0 1 0 5; 0 0 1 3; 0 0 0 0] | Yes | Yes |
1.7Gaussian elimination with back-substitution
- Write the augmented matrix of the system.
- Use elementary row operations to bring it to row-echelon form: working column by column, get a leading 1, then make every entry below it 0.
- Write the system the row-echelon matrix stands for and back-substitute from the bottom equation up.
Worked example
Slides, Example 1: x − 2y + 3z = 9, −x + 3y = −4, 2x − 5y + 5z = 17
- 1Augmented matrix [1 −2 3 | 9; −1 3 0 | −4; 2 −5 5 | 17].
- 2R1 + R2 → R2 gives row 2 = [0 1 3 | 5].
- 3−2R1 + R3 → R3 gives row 3 = [0 −1 −1 | −1].
- 4R2 + R3 → R3 gives row 3 = [0 0 2 | 4].
- 5½R3 → R3 gives row 3 = [0 0 1 | 2]. Row-echelon form: x − 2y + 3z = 9, y + 3z = 5, z = 2.
- 6Back-substitute: z = 2; y = 5 − 3(2) = −1; x = 9 + 2(−1) − 3(2) = 1. Solution (1, −1, 2).
[ 1 −2 3 | 9 ] [ 0 1 3 | 5 ] [ 0 0 1 | 2 ]
Worked example
Slides: an inconsistent system, x − 3y + z = 1, 2x − y − 2z = 2, x + 2y − 3z = −1
- 1−2R1 + R2 → R2 gives [0 5 −4 | 0]; −R1 + R3 → R3 gives [0 5 −4 | −2].
- 2−R2 + R3 → R3 gives [0 0 0 | −2], the equation 0 = −2.
- 3That can never be true, so the system has no solution.
Worked example
Slides: infinitely many solutions, y − z = 0, x − 3z = −1, −x + 3y = 1
- 1R1 ↔ R2 puts a leading 1 first: [1 0 −3 | −1; 0 1 −1 | 0; −1 3 0 | 1].
- 2R1 + R3 → R3 gives [0 3 −3 | 0]; −3R2 + R3 → R3 gives [0 0 0 | 0].
- 3Row 3 is 0 = 0. z has no leading 1, so z = t; then y = t and x = −1 + 3t.
- 4Solution set: x = −1 + 3t, y = t, z = t, for any real t.
For practice, the slides' other 1.1 systems: x − y − z = 0, x + 2y − z = 6, 2x − z = 5 has solution (3, 2, 1); x + y + z = 2, −x + 3y + 2z = 8, 4x + y = 4 has solution (0, 4, −2).
1.8Gauss-Jordan elimination and homogeneous systems
Gauss-Jordan elimination carries Gaussian elimination on until the matrix is in reduced row-echelon form: after the zeros below each leading 1, clear the entries above it too. The solution is then read straight off, with no back-substitution. Done on Example 1 it ends at [1 0 0 | 1; 0 1 0 | −1; 0 0 1 | 2].
Worked example
Slides, Exercise 2: 2x₁ + 4x₂ − 2x₃ = 0, 3x₁ + 5x₂ = 1
- 1½R1 → R1 gives [1 2 −1 | 0].
- 2−3R1 + R2 → R2 gives [0 −1 3 | 1]; −R2 → R2 gives [0 1 −3 | −1].
- 3−2R2 + R1 → R1 gives [1 0 5 | 2]. Reduced form: [1 0 5 | 2; 0 1 −3 | −1].
- 4x₃ has no leading 1, so x₃ = t. Then x₁ = 2 − 5t, x₂ = −1 + 3t, x₃ = t.
[ 1 0 5 | 2 ] [ 0 1 −3 | −1 ]
The slides' 4-variable Examples 2 and 3 work the same way; check your answers against (x₁, x₂, x₃, x₄) = (−1, 2, 1, 3) and (2, −1, 3, 0).
A system is homogeneous when every constant term is 0. Setting every variable to 0 always works, the trivial solution, so:
Every homogeneous system is consistent. If it has fewer equations than variables, it has infinitely many solutions.
Worked example
Slides, Example 4: x₁ − x₂ + 3x₃ = 0, 2x₁ + x₂ + 3x₃ = 0
- 1−2R1 + R2 → R2 gives [0 3 −3 | 0]; ⅓R2 → R2 gives [0 1 −1 | 0].
- 2R2 + R1 → R1 gives [1 0 2 | 0]. Reduced form: [1 0 2 | 0; 0 1 −1 | 0].
- 3x₃ = t is free: x₁ = −2t, x₂ = t, x₃ = t. t = 0 gives the trivial solution, t = 1 gives (−2, 1, 1).
Check yourself
Answer these out loud, without scrolling up. Any you can't, reread that section — then let the drill mark you.
- 1.Is (sin π)x₁ − 4x₂ = e² linear? Is sin x₁ + 2x₂ = 0? Why the difference?
- 2.Write the solution set of x₁ + 2x₂ = 4 in parameters, and give two particular solutions.
- 3.What size is the augmented matrix of 3 equations in 4 variables, and what goes in the column of a variable an equation doesn't contain?
- 4.Apply −2R1 + R3 → R3 to [1 2 −4 | 3; 0 3 −2 | −1; 2 1 5 | −2]. Which rows change?
- 5.After elimination the last row is 0 0 0 | 0. What does that tell you? What if it is 0 0 0 | 5?
- 6.Why is every homogeneous system consistent, and when must it have infinitely many solutions?