Linear Algebra

SYSTEMS OF LINEAR
EQUATIONS
 MATRICES AND SYSTEMS OF LINEAR
EQUATIONS

Definition
• An equation such as x + 3y = 9 is called a linear equation
(in two variables or unknowns).
• The graph of this equation is a straight line in the xy-plane.
• A pair of values of x and y that satisfy the equation is called
a solution.
 MATRICES AND SYSTEMS OF LINEAR
EQUATIONS

Definition
A linear equation in n variables x1, x2, x3, …, xn has the
form a1 x1 + a2 x2 + a3 x3 + … + an xn = b
where the coefficients a1, a2, a3, …, an and b are real
numbers.
 SOLUTIONS FOR SYSTEM OF LINEAR EQUATIONS

Figure 1.1 Figure 1.2 Figure 1.3

Unique solution No solution Many solution
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 intersection. same graph. Any point on
x = 3, y = 2. No solutions. the graph is a solution.
Many solutions.
 A LINEAR EQUATION IN THREE VARIABLES
CORRESPONDS TO A PLANE IN THREE-
DIMENSIONAL SPACE
※ Systems of three linear equations in three variables:
Unique solution
No solutions

Many solutions
A solution to a system of a three linear equations will be
points that lie on all three planes.
The following is an example of a system of three linear
equations:
x1 + x2 + x3 = 2
2 x1 + 3x2 + x3 = 3
x1 − x2 − 2 x3 = −6

How to solve a system of linear equations? For this we

introduce a method called Gauss-Jordan elimination.
RELATIONS BETWEEN SYSTEM OF
LINEAR EQUATIONS AND MATRICES
matrix of coefficients and augmented matrix
x1 + x2 + x3 = 2
2 x1 + 3x2 + x3 = 3
x1 − x2 − 2 x3 = −6

1 1 1 1 1 1 2
2 3 1  2 3 
   1 3 
 1 − 1 − 2  1 − 1 − 2 − 6
matrix of coefficients augmented matrix
 ELEMENTARY ROW OPERATIONS OF
MATRICES

• ELEMENTARY • ELEMENTARY ROW

TRANSFORMATION OPERATION

1. INTERCHANGE TWO EQUATIONS. 1. INTERCHANGE TWO ROWS OF A

MATRIX.

2. MULTIPLY BOTH SIDES OF AN 2. MULTIPLY THE ELEMENTS OF A

EQUATION BY A NONZERO ROW BY A NONZERO CONSTANT.
CONSTANT.

3. ADD A MULTIPLE OF THE

3. ADD A MULTIPLE OF ONE ELEMENTS OF ONE ROW TO THE
EQUATION TO ANOTHER CORRESPONDING ELEMENTS OF
EQUATION. ANOTHER ROW.
 EXAMPLE 1
Solving the following system of linear equation.
x1 + x2 + x3 = 2
2 x1 + 3 x2 + x3 = 3
x1 − x2 − 2 x3 = −6  row equivalent
Solution
Equation Method Analogous Matrix Method
Initial system: Augmented matrix:
x1 + x2 + x3 = 2
Eq2+(–2)Eq1 1 1 1 2
2 x1 + 3x2 + x3 = 3
2 3 1 3
Eq3+(–1)Eq1 x1 − x2 − 2 x3 = −6  1 − 1 − 2 − 6

x1 + x2 + x3 = 2
 1 1 1 2
x2 − x3 = −1 R2+(–2)R1 0 1 − 1 − 1
− 2 x2 − 3x3 = −8 R3+(–1)R1 0 − 2 − 3 − 8
 x1 + x2 + x3 = 2 1 1 1 2
Eq1+(–1)Eq2 x2 − x3 = −1 0 1 − 1 − 1
Eq3+(2)Eq2 − 2 x2 − 3x3 = −8 0 − 2 − 3 − 8

x1 + 2 x3 = 3  1 0 2 3
x2 − x3 = −1 R1+(–1)R2 0 1 − 1 − 1
(–1/5)Eq3 − 5 x3 = −10 R3+(2)R2 0 0 − 5 − 10
x1 + 2 x3 = 3
Eq1+(–2)Eq3  1 0 2 3
x2 − x3 = −1 0 1 − 1 − 1
Eq2+Eq3 x3 = 2 (–1/5)R3 0 0 1 2

x1 = −1  1 0 0 − 1
x2 = 1 R1+(–2)R3 0 1 0 1
 
x3 = 2 R2+R3  2
The solution is 0 0 1 
x1 = −1, x2 = 1, x3 = 2. The solution is
x1 = −1, x2 = 1, x3 = 2.
 EXAMPLE 2
Solving the following system of linear equation.
x1 − 2 x2 + 4 x3 = 12
2 x1 − x2 + 5 x3 = 18
− x1 + 3 x2 − 3 x3 = −8
Solution
 1 −2 4 12 
R2 + (−2)R1
1 − 2 4 12
 2 −1 5 18 0 3 − 3 − 6
− 1 3 − 3 − 8 R3 + R1 0 1 1 4
  1 − 2 4 12  1 0 2 8
1 − 1 − 2 R1 + (2)R2
1 0 0 1 − 1 − 2 
 R2 0 1 1 4 R3 + (−1)R2 0 0 2 6
 3

 1 0 2 8   1 0 0 2  x1 = 2
0 1 − 1 − 2 R1 + (−2)R3 0 1 0 1 
1   R2 + R3   solution  x2 = 1.
 R3 x = 3
2 0 0 1 3 0 0 1 3  3
 EXAMPLE 3
Solve the system 4 x1 + 8 x2 − 12 x3 = 44
3x1 + 6 x2 − 8 x3 = 32
− 2 x1 − x2 = −7
Solution
 4 8 − 12 44   1 2 − 3 11   1 2 − 3 11
 3 6 − 8 32  3 6 − 8 32 R2 + (−3)R1  
   1 R1    0 0 1 − 1
− 2 − 1 0 − 7  4  − 2 − 1 0 − 7 R3 + 2 R1 0 3 − 6 15

  1 2 − 3 11   1 2 − 3 11 1 0 1 1
0 3 − 6 15 0 1 − 2    0 1 − 2 5
R2  R3    1 R2  5  R1 + (−2)R2  
0 0 1 − 1  3  0 0 1 − 1 0 0 1 − 1

 1 0 0 2
R1 + (−1)R3 
R2 + 2R3 
0 1 0 3. The solution is x1 = 2, x2 = 3, x3 = −1.
0 0 1 − 1
 SUMMARY
4 x1 + 8 x2 − 12 x3 = 44  4 8 − 12 44
[ A : B ] =  3 6 − 8 32
3x1 + 6 x2 − 8 x3 = 32  
− 2 x1 − x2 = −7 − 2 − 1 0 − 7
Use row operations to [A: B] : A B
 4 8 − 12 44 1 0 0 2
 3 6 − 8 32    0 1 0 3. i.e., [ A : B]    [ I n : X ]
  
− 2 − 1 0 − 7 0 0 1 − 1

Def. [In : X] is called the reduced echelon form of [A : B].

Note. 1. If A is the matrix of coefficients of a system of n equations

in n variables that has a unique solution,
then A is row equivalent to In (A  In).
2. If A  In, then the system has unique solution.
 EXAMPLE 4 MANY SYSTEMS
Solving the following three systems of linear equation, all of
which have the same matrix of coefficients.
x1 − x2 + 3x3 = b1  b1   8 0  3
2 x1 − x2 + 4 x3 = b2 for b2  =  11,  1,  3 in turn
b  − 11 2 − 4
− x1 + 2 x2 − 4 x3 = b3  3      
Solution
 1 −1 3 8 0 3   1 −1 3 8 0 3
 2 −1 4 11 1 3 R2+(–2)R1 0 1 − 2 − 5 1 − 3
− 1 2 − 4 − 11 2 − 4 R3+R1
0 1 − 1 − 3 2 − 1
1 0 1 3 1 0
     1 0 0 1 0 − 2
0 1 − 2 − 5 1 − 3 R1+ ( −1) R3 
R1+ R2
  0 1 0 −1 3 1
R3 + ( −1)R2 R2 + 2 R3  
0 0 1 2 1 2 0 0 1
  2 1 2
 x1 = 1  x1 = 0  x1 = −2
The solutions to   
x = −1, x = 3,  x2 = 1 .
the three systems are  2  2
x = 2 x = 1 x = 2
 3  3  3
 GAUSS-JORDAN ELIMINATION

Definition
A matrix is in reduced echelon form if
1. Any rows consisting entirely of zeros are grouped at the
bottom of the matrix (upper triangular matrix).
2. The first nonzero element of each other row is 1. This
element is called a leading 1.
3. The leading 1 of each row after the first is positioned to
the right of the leading 1 of the previous row.
4. All other elements in a column that contains a leading 1
are zero.
• EXAMPLES FOR REDUCED ECHELON FORM
1 0 8 1 2 0 4 1 0 0 7 1 2 0 3 0
0 1 2 0 0 0 0 0 1 0 3 0 0 3 4 0
       
0 0 0 0 0 1 3 0 0 1 9 0 0 0 0 1
() () () ()

elementary row operations，reduced echelon form

The reduced echelon form of a matrix is unique.
 GAUSS-JORDAN ELIMINATION

• SYSTEM OF LINEAR EQUATIONS

 AUGMENTED MATRIX
 REDUCED ECHELON FORM
 SOLUTION
 EXAMPLE 1
Use the method of Gauss-Jordan elimination to find reduced
echelon form of the following matrix.
0 0 2 − 2 2
3 3 − 3 9 12
4 4 − 2 11 12
Solution pivot (leading 1)
3

3 −3 9 12   1 1 − 1 3 4

2  1 R1 0 0 2 − 2 2
 
0 0 2 −2
 
R1 R2 
4 4 − 2 11 12  3  4 4 − 2 11 12

 

1 1 −1 3 4  1 1 −1 3 4
     
0 0 2 −2 1
2  R2 0 0 1 −1 1
R3 + (−4)R1   2   
0 0 2 − 1 − 4 0 0 2 − 1 − 4
pivot
 1 1 0 2 5   1 1 0 0 17
R1 + R2 0 0 1 − 1 1 R1 + (−2)R3 0 0 1 0 − 5
R3 + (−2)R2 0 0 0 1 − 6 R2 + R3 0 0 0 1 − 6
The matrix is the reduced echelon form of the given matrix.
 EXAMPLE 2
Solve, if possible, the system of equations
3 x1 − 3 x2 + 3 x3 = 9
2 x1 − x2 + 4 x3 = 7
3 x1 − 5 x2 − x3 = 7
Solution
 3 − 3 3 9   1 − 1 1 3   1 − 1 1 3
2 − 1 4 7 (1 )R1 2 − 1 4 7 R2+( −2)R1 0 1 2 1
 3 − 5 − 1 7 3  3 − 5 − 1 7 R3+( −3)R1 0 − 2 − 4 − 2

 1 0 3 4 x1 + 3 x3 = 4 x1 = −3 x3 + 4
0 1 2 1  
R1+ R2
  x2 + 2 x3 = 1 x2 = −2 x3 + 1
0 0 0 0 
R3+ 2R2
The general solution to the system is
x1 = −3r + 4
x2 = −2r + 1
x3 = r , where r is real number (called a parameter).
 EXAMPLE 3
Solve the system of equations
2 x1 − 4 x2 + 12 x3 − 10 x4 = 58  many sol.
− x1 + 2 x2 − 3 x3 + 2 x4 = −14
Solution 2 x1 − 4 x2 + 9 x3 − 6 x4 = 44
 2 − 4 12 − 10 58   1 − 2 6 −5 29
− 1 2 −3 2 − 14 1 R1 − 1
( ) 2 −3 2 − 14
 2 − 4 9 −6 44 2  2 − 4 9 −6 44
 1 − 2 6 −5 29   1 − 2 6 −5 29
R2+ R1 0
R3+( −2)R1 
0
0
0 −3
3 −3
( )
15 1 R2 0
4 − 14 3 0
0
0 −3
1 −1 5
4 − 14
 1 − 2 0 1 − 1   1 − 2 0 0 − 2
R1+( −6)R2 0 0 1 − 1 5 R1+( −1)R3 0 0 1 0 6
R3+3R2  0 0 0 1 1 R2+R3 0 0 0 1 1
 x1 = 2r − 2
x1 − 2 x2 = −2 
 x2 =r
 x3 = 6   , for some r.
 x3 =6
x4 = 1 
 x4 =1
 EXAMPLE 4
Solve the system of equations
x1 + 2 x2 − x3 + 3 x4 + x5 = 2
2 x1 + 4 x2 − 2 x3 + 6 x4 + 3 x5 = 6
− x1 − 2 x2 + x3 − x4 + 3 x5 = 4
Solution
 1 2 − 1 3 1 2   1 2 − 1 3 1 2
 2 4 − 2 6 3 6 R2+( −2)R1 0 0 0 0 1 2
− 1 − 2 1 − 1 3 4 R3+R1 0 0 0 2 4 6
1 2 −1 3 1 2 1 2 −1 3 1 2
 0 0 0 2 4 6  0 0 0 1 2 3
R2 R3
  (1 )R 2  
0 0 0 0 1 2 2 0 0 0 0 1 2
1 2 − 1 0 − 5 − 7   1 2 − 1 0 0 3
 0 0 0 1 3 R1+5R3 0 0 0 1 0 − 1
R1+( −3)R2
 2
0 0 0 0 1 2 R2+( −2)R3 0 0 0 0 1 2
x1 = −2 x2 + x3 + 3 x1 = −2r + s + 3
 x4 = −1  x2 = r , x3 = s, x4 = −1, , for some r and s.
x5 = 2 x5 = 2
 EXAMPLE 5
This example illustrates a system that has no solution. Let us try
to solve the system x1 − x2 + 2 x3 = 3
2 x1 − 2 x2 + 5 x3 = 4
x1 + 2 x2 − x3 = −3
Solution 2 x2 + 2 x3 = 1
1 −1 2 3   1 − 1 2 3  1 − 1 2 3
2 − 2 5 4 1 − 2   0 3 − 3 − 6
R2+ ( −2)R1 
0 0
1 2 −1 − 3
R3+ ( −1)R1 
0 3 − 3 − 6 R2R3 0 0 1 − 2
0 2 2 1 0 2 2 1 0 2 2 1
1 0 0 3
1 −1 2 3   1 0 1 1   

 0 1 − 1 − 2 0 1 − 1 − 2 R1 + (−1)R3  0 1 0 − 4
R1+ R2 
 

(13 )R2 0 0 1 − 2
R4+ ( −2)R2  0 0 1 − 2  R2 + R3 

R4 + (−4)R3 
0 0 1 − 2



0 2 2 1 0 0 4 5 0 0 0 13


1 0 0 3
 0 1 0 − 4 0x1+0x2+0x3=1
(131 )R4 0 0 1 − 2
The system has no solution.
0 0 0 1
 HOMOGENEOUS SYSTEM OF LINEAR EQUATIONS

Definition
A system of linear equations is said to be homogeneous if all
the constant terms are zeros.

Example:  x1 + 2 x2 − 5 x3 = 0

− 2 x1 − 3x2 + 6 x3 = 0
Observe that x1 = 0, x2 = 0, x3 = 0 is a solution.

Theorem 1.1
A system of homogeneous linear equations in n variables always
has the solution x1 = 0, x2 = 0. …, xn = 0. This solution is called
the trivial solution.
 HOMOGENEOUS SYSTEM OF LINEAR EQUATIONS
Note. Non trivial solution
Example:  x1 + 2 x2 − 5 x3 = 0

− 2 x1 − 3x2 + 6 x3 = 0
The system has other nontrivial solutions.
1 2 − 5 0 1 0 3 0
 − 2 − 3 6 0     0 1 − 4 0 
   
 x1 = −3r, x2 = 4r, x3 = r

Theorem 1.2
A system of homogeneous linear equations that has more
variables than equations has many solutions.
 GAUSSIAN ELIMINATION

DEFINITION
A MATRIX IS IN ECHELON FORM IF
1. ANY ROWS CONSISTING ENTIRELY OF ZEROS ARE
GROUPED AT THE BOTTOM OF THE MATRIX.
2. THE FIRST NONZERO ELEMENT OF EACH ROW IS 1. THIS
ELEMENT IS CALLED A LEADING 1.
3. THE LEADING 1 OF EACH ROW AFTER THE FIRST IS
POSITIONED TO THE RIGHT OF THE LEADING 1 OF THE
PREVIOUS ROW.
(THIS IMPLIES THAT ALL THE ELEMENTS BELOW A LEADING 1 ARE
ZERO.)
 Example 6
Solving the following system of linear equations using the
method of Gaussian elimination.
x1 + 2 x2 + 3 x3 + 2 x4 = −1
− x1 − 2 x2 − 2 x3 + x4 = 2
Solution 2 x1 + 4 x2 + 8 x3 + 12 x4 = 4
Starting with the augmented matrix, create zeros below the pivot
in the first column.
 1 2 3 2 − 1   1 2 3 2 − 1
− 1 − 2 − 2 1 2 R 2 + R1 0 0 1 3 1
 2 4 8 12 4 R3 + (−2) R1 0 0 2 8 6

At this stage, we create a zero only below the pivot.
  1 2 3 2 − 1   1 2 3 2 − 1
0 0 1 3 1 1 0 0 1 3 1
R3 + (−2) R 2   R3  
0 0 0 2 4  2
0 0 0 1 2 
We have arrived at the echelon form. Echelon form
The corresponding system of equation is
x1 + 2 x2 + 3x3 + 2 x4 = −1
x3 + 3x4 = 1
x4 = 2
We get x3 + 3(2) = 1
x3 = −5
Substituting x4 = 2 and x3 = −5 into the first equation,
x1 + 2 x2 + 3(−5) + 2(2) = −1
x1 + 2 x2 = 10
x1 = −2 x2 + 10
Let x2 = r. The system has many solutions. The solutions are
x1 = −2r + 10, x2 = r , x3 = −5, x4 = 2
 Example 7
Solving the following system of linear equations using the
method of Gaussian elimination, performing back substitution
using matrices. x1 + 2 x2 + 3 x3 + 2 x4 = −1
− x1 − 2 x2 − 2 x3 + x4 = 2
Solution 2 x1 + 4 x2 + 8 x3 + 12 x4 = 4
We arrive at the echelon form as in the previous example.
 1 2 3 2 − 1  1 2 3 2 − 1
 − 1 − 2 − 2 1 2    0 0 1 3 1
 2 4 8 12 4 0 0 0 1 2 
  
Echelon form
This marks the end of the forward elimination of variables from
equations. We now commence the back substitution using
matrices.
  1 2 3 2 − 1   1 2 3 0 − 5
0 0 1 3 1 R1 + (−2) R 3 0 0 1 0 − 5
0 0 0 1 2 R 2 + (−3) R3 0 0 0 1 2
  
  1 2 0 0 10
R1 + (−3) R 2 0 0 1 0 − 5
0 0 0 1 2

This matrix is the reduced echelon form of the original
augmented matrix. The corresponding system of equations is
x1 + 2 x2 = 10
x3 = −5
x4 = 2
Let x2 = r. We get same solution as previously,
x1 = −2r + 10, x2 = r , x3 = −5, x4 = 2
 EXERCISES
A. Write the augmented matrix for the following system. Then, solve the
system using elementary operations. Finally, draw the solution set of
each of two equations in the system and indicate the solution set of the
system.

𝑥 + 2𝑥2 = 0
a. ቊ 1
2𝑥1 + 𝑥2 = −1

𝑥1 + 2𝑥2 = 1
b. ቊ
2𝑥1 + 4𝑥2 = 0

B. Row reduce the following augmented matrix. Then, solve the

corresponding system of linear equations:
1 2 0 7
1 3 −1 10
0 1 −1 3