System of Linear Equations
Let F be a field. Consider the n scalars x1, x2, ----- xn in F, which
satisfy the conditions
A11 x1 + A12x2 + ----- + A1nxn = y1
A21 x1 + A22x2 + ----- + A2nxn = y2
Am1 x1 + Am2x2 + ----- + Amnxn = ym
Where y1, y2,----- ym and Aij, 1 i m, 1 j n are given
elements of F. This system is called a system of m linear
equations in n unknowns.
Any n-tuple (x1, x2, -----, xn) of elements of F which satisfies each
of the equations is called the solution of the system.
If y1 = y2 = ------ = ym = 0 , we say that system is homogeneous.
This system can be represented in matrix form
AX = Y, where
A=
A 11 A 1n
Am 1 A mn
X=
[]
x1
xn
Y=
[]
y1
yn
We call A the matrix of coefficient of the system.
Elementary Row Operations
1) The multiplication of any row by a nonzero scalar.
2) The replacement of row r by row r plus c times row s, c is
any scalar and r s.
3) The interchange of any two rows.
Definition : If A and B are m n matrices over the field F, we say
that B is row-equivalent to A if B can be obtained from A by a
finite sequence of elementary row operations .
Row reduced Echelon Matrices
Definition: An m n matrix R is called a row reduced echelon
matrix if,
(a) The first nonzero entry in each nonzero row of R is equal to
1.
(b) Each column of R which contains the leading nonzero entry
of some row has all its other entries zero.
(c) Every row of R which has all its entries zero occurs below
every row which has a nonzero entry.
(d) If rows 1,----, r are the nonzero rows of R and if the leading
nonzero entry of row i occurs in column ki, i = 1, ----- , r, then
k1 < k2 < ------- < kr.
The matrix
A11 A12
Am1 Am2
A 1 n y1
Amn y m
Is called the augmented matrix of the system AX = Y.
Let R be a row-reduced echelon matrix which is obtained from A
by a sequence of elementary row operations. If we perform the
same sequence of elementary row operations on the augmented
matrix A we will arrive at a matrix R whose first n columns are
the columns of R and whose last column contains certain scalars
z1, ------ ,zm. The scalars zi are the entries of the m 1 matrix Z =
[]
z1
zm
which results from applying the sequence of row
operations to the matrix Y. Then the system AX = Y and RX = Z
are equivalent and hence have the same solution.
Theorem: Every nonzero m n matrix is row equivalent to a
unique matrix in row reduced echelon form.
Theorem : Let AX = b and CX = d be two linear systems, each of
m equations in n unknowns . If the augmented matrices [A|b] and
[C|d] of these systems are row equivalent, then both linear
systems have exactly the same solutions.
In the Gauss-Jordan reduction procedure for solving the linear
system AX = Y, first transform the augmented matrix of the linear
system to row reduced echelon form by using elementary row
operations and then find solutions using back substitution.
Exercise: Solve or establish the inconsistency of the following
system of equations.
(i)
x 7z = 2
4x + 3y + 2z = -7
2x + y 4z = -1.
(ii) x + y + z + 3 = 0.
3x + y 2z + 2 = 0
2x + 5y + 7z 7 = 0.
(iii) 4x 5y 2z 2 = 0
5x 4y + 2z + 2 = 0.
2x + 2y + 8z 1 = 0.
Note : A system of linear equations is said to be
consistant if there exists a solution for the system. Since
the homogeneous system has the trivial solution it is
always consistant. There are two possible types of
solution to a consistant system. Either the system will
have a unique solution or it will have infinite many
solutions. If a homogenious system has a unique solution,
then, since the trivial solution is always a solution, the
trivial solution will be its unique solution. If the system is
not homogenious, it is possible that no set of values will
satisfy all the equations in the system. If this is the case
the system is said to be inconsistent.
In the Gauss Jordan reduction procedure for solving the
linear system AX = b, transform the augmented matrix
[A|b] to row reduced echelon form by using elementary
row operations.
The linear system that corresponds to the matrix in row
reduced echelon form has exactly the same solution as
the given linear system.
Result : If a matrix A is invertible the system of linear
equations AX = Y has a unique solution given by X = A-1Y.
Eigenvalues and Eigenvectors
Let A = [Aij] be a sequence of matrices of order n and I be a unit
matrix of the same order. Then the matrix A I, where is an
indeterminate, is called the characteristic polynomial of A. The
equation |A I| = 0 is called the characteristic equation of A and
its roots are called the characteristic roots or eigenvalues of A.
Now consider the matrix equation, AX = X, where A = [aij] is a
matrix of order n and X =
[]
x1
xn
is a column vector.
The equation AX = X represents the set of homogeneous
equations
(a11 )x1 + a12x2 + - - - - - + a1nxn = 0
a21x1 + ( a22 - )x2 + - - - - - + a2nxn = 0
an1x1 + an2 x2+ - - - - - + (amn - )xn = 0
This system has a nontrivial solution when |A I| = 0., which is
the characteristic equation of A. The characteristic polynomial |A
I| = 0 has n roots, in general. These roots 1, 2, - - - - -, n are
known as eigenvalues of A. Corresponding to each eigenvalue,
the equation AX = X has a nonzero vector X, called the
eigenvector of A.
Definition : Let X1 , X2 , - - - - - , Xm be n 1 column vectors. We
say that X1 , X2 , - - - - - , Xm are linearly independent if whenever
C1X1 + C2 X2 +- - - - - + CmXm = 0 for scalars C1, C2, - - - - , Cm we
have C1 = C2 = ------ = Cm = 0 if the vectors are not linearly
independent we say that they are linearly dependent.
Exercise : (i) Show that the column vectors
[ ] [ ][ ]
1
0
0
0 0
, 1 , 0
0 1
linearly independent. (ii) Show that the column vectors
are
[ ][ ][ ]
1 0 1
2 , 1 , 0
1 0 1
are linearly dependent.
Exercise : Find eigenvalues and eigenvectors of the following
matrices.
6 2 2
(a) 2 3 1
2 1 3
(b)
3 10 5
2 3 4
3
5
7
(c)
[ ]
2 1 0
0 2 1
0 0 2
Definition: Two matrices A and B are said to be similar if there
exists a non-singular matrix P such that P -1AP = B.
Definition : We say that the matrix A is diagonalizable if it is
similar to a diagonal matrix. In this case we also say that A can be
diagonalized.
Theorem: An n n matrix A is diagonalizable if and only if it has n
linearly independent eigenvectors. In this case, A is similar to a
diagonal matrix D, whose diagonal elements are the eigenvalues
of A and if D = P-1AP, then P is a matrix whose columns are
respectively the n linearly independent eigenvectors of A.
