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Lecture 03

This lecture discusses systems of linear equations, their forms, and methods for solving them. It covers concepts such as homogeneous equations, consistent and inconsistent systems, and provides examples of systems with two and three unknowns. Additionally, it introduces matrix notation and the successive elimination method for solving linear systems.

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0% found this document useful (0 votes)
3 views

Lecture 03

This lecture discusses systems of linear equations, their forms, and methods for solving them. It covers concepts such as homogeneous equations, consistent and inconsistent systems, and provides examples of systems with two and three unknowns. Additionally, it introduces matrix notation and the successive elimination method for solving linear systems.

Uploaded by

infinixhot86565
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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3-System of Linear Equations VU

Lecture 3

Systems of Linear Equations


.
In this lecture we will discuss some ways in which systems of linear equations arise, how
to solve them, and how their solutions can be interpreted geometrically.

Linear equations:

A line in R2 (2-dimensions) can be represented by an equation of the form a1 x + a2 y = b


(where a1, a2 not both zero). Similarly a plane in R3 (3-dimensional space) can be
represented by an equation of the form a1 x + a2 y + a3 z = b (where a1, a2, a3 not all zero).

A linear equation in n variables x1, x2 , , xn can be expressed in the form


a1 x1 + a2 x2 + + an xn = b (1)

where a1, a2 , , an and b are constants and the “a’s” are not all zero.

Homogeneous linear equation:

In the special case if b = 0, Equation (1) has the form a1 x1 + a2 x2 + + an xn = 0 (2)


This equation is called homogeneous linear equation.

Note: A linear equation does not involve any products or square roots of variables. All
variables occur only to the first power and do not appear, as arguments of trigonometric,
logarithmic, or exponential functions.

Examples of Linear Equations:

(1) The equations


2 x1 + 3x2 + 2 = x3 and x2 = 2 ( )
5 + x1 + 2 x3 are both linear
(2) The following equations are also linear
x + 3y = 7 x1 − 2 x2 − 3x3 + x4 = 0
1
2 x − y + 3z = −1 x1 + x2 + + xn = 1

(3) The equations 3x1 − 2 x2 = x1 x2 and x2 = 4 x1 − 6


are not linear because of the presence of x1 x2 in the first equation and x1 in the second.

System of linear equations:

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A finite set of linear equations is called a system of linear equations or linear system. The
variables in a linear system are called the unknowns.

For example,
4 x1 − x2 + 3x3 = −1
3x1 + x2 + 9 x3 = −4
is a linear system of two equations in three unknowns x1, x2, and x3.

General system of linear equations:


A general linear system of m equations in n-unknowns x1, x2 , , xn can be written as
a11 x1 + a12 x2 + + a1n xn = b1
a21 x1 + a22 x2 + + a2 n xn = b2
(3)

am1 x1 + am 2 x2 + + amn xn = bm

Solution of a system of linear equations:


A solution of a linear system in the unknowns x1, x2 , , xn is a sequence of n numbers
that when substituted for x1, x2 , , xn respectively, makes every equation in the system
a true statement. The set of all solutions of a linear system is called its solution set.

Linear System with Two Unknowns:

When two lines intersect in R2, we get system of linear equations with two unknowns

a1 x + b1 y = c1
For example, consider the linear system
a2 x + b2 y = c2

The graphs of these equations are straight lines in the xy-plane, so a solution (x, y) of this
system is infect a point of intersection of these lines.

Thus, there are three possibilities:

1. The lines may be parallel and distinct, in which case there is no intersection and
consequently no solution.
2. The lines may intersect at only one point, in which case the system has exactly
one solution.
3. The lines may coincide, in which case there are infinitely many points of
intersection (the points on the common line) and consequently infinitely many
solutions.

Consistent and inconsistent system:

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A linear system is said to be consistent if it has at least one solution and it is called
inconsistent if it has no solutions.

Thus, a consistent linear system of two equations in two unknowns has either one
solution or infinitely many solutions – there is no other possibility.

Example: consider the system of linear equations in two variables


x1 − 2 x2 = −1, − x1 + 3 x2 = 3
Solve the equation simultaneously:
Adding both equations we get x2 = 2, Put x2 = 2 in any one of the above equation we
get x1 = 3 . So the solution is the single point (3, 2). See the graph of this linear system

x2

x1
l2 3

l1 (a)

This system has exactly one solution

See the graphs to the following linear systems:

(a) x1 − 2 x2 = −1 (b) x1 − 2 x2 = −1
− x1 + 2 x2 = 3 − x1 + 2 x2 = 1

x2 x2

2
2

x1
l2 3 3
l1
l1 (a) (b)

(a) No solution. (b) Infinitely many solutions.

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Linear System with Three Unknowns:

Consider a linear system of three equations in three unknowns:


a1 x + b1 y + c1 z = d1
a2 x + b2 y + c2 z = d 2
a3 x + b3 y + c3 z = d3

In this case, the graph of each equation is a plane, so the solutions of the system, If any
correspond to points where all three planes intersect; and again we see that there are only
three possibilities – no solutions, one solution, or infinitely many solutions as shown in
figure.

Theorem 1: Every system of linear equations has zero, one or infinitely many solutions;
there are no other possibilities.

x − y =1
Example 1: Solve the linear system
2x + y = 6

Solution:
7
Adding both equations, we get x = . Putting this value of x in 1st equation, we
3
4 7 4
get y = . Thus, the system has the unique solution x = , y = .
3 3 3

Geometrically, this means that the lines represented by the equations in the system
⎛7 4⎞
intersect at a single point ⎜ , ⎟ and thus has a unique solution.
⎝3 3⎠

x+ y =4
Example 2: Solve the linear system
3x + 3 y = 6
Solution:

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3-System of Linear Equations VU

Multiply first equation by 3 and then subtract the second equation from this. We obtain
0=6
This equation is contradictory.

Geometrically, this means that the lines corresponding to the equations in the original
system are parallel and distinct. So the given system has no solution.

4x − 2 y = 1
Example 3: Solve the linear system
16 x − 8 y = 4

Solution:

Multiply the first equation by -4 and then add in second equation.

−16 x + 8 y = −4
16 x − 8 y = 4
0 =0
Thus, the solutions of the system are those values of x and y that satisfy the single
equation 4 x − 2 y = 1

Geometrically, this means the lines corresponding to the two equations in the original
system coincide and thus the system has infinitely many solutions.

Parametric Representation:

It is very convenient to describe the solution set in this case is to express it


parametrically. We can do this by letting y = t and solving for x in terms of t, or by
letting x = t and solving for y in terms of t.

The first approach yields the following parametric equations (by taking y=t in the
equation 4 x − 2 y = 1 )

4 x − 2t = 1, y = t
1 1
x= + t, y = t
4 2

We can now obtain some solutions of the above system by substituting some numerical
values for the parameter.
1 3
Example: For t = 0 the solution is ( , 0). For t = 1, the solution is ( ,1) and for t = −1
4 4
1
the solution is (− , −1) etc.
4

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3-System of Linear Equations VU

x − y + 2z = 5
Example 4: Solve the linear system 2 x − 2 y + 4 z = 10
3x − 3 y + 6 z = 15

Solution:
Since the second and third equations are multiples of the first.

Geometrically, this means that the three planes coincide and those values of x, y and z
that satisfy the equation x − y + 2 z = 5 automatically satisfy all three equations.

We can express the solution set parametrically as

x = 5 + t1 − 2t2 , y = t1 , z = t2
Some solutions can be obtained by choosing some numerical values for the parameters.

For example if we take y = t1 = 2 and z = t2 = 3 then


x = 5 + t1 − 2t2
= 5 + 2 − 2(3)
=1
Put these values of x, y, and z in any equation of linear system to verify

x − y + 2z = 5
1 − 2 + 2(3) = 5
1− 2 + 6 = 5
5=5

Hence x = 1, y = 2, z = 3 is the solution of the system. Verified.

Matrix Notation:

The essential information of a linear system can be recorded compactly in a rectangular


array called a matrix.

x1 − 2 x2 + x3 = 0
Given the system 2 x2 − 8 x3 = 8
−4 x1 + 5 x2 + 9 x3 = −9
⎡ 1 −2 1 ⎤
With the coefficients of each variable aligned in columns, the matrix ⎢⎢ 0 2 −8⎥⎥
⎢⎣ −4 5 9 ⎥⎦
is called the coefficient matrix (or matrix of coefficients) of the system.

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3-System of Linear Equations VU

An augmented matrix of a system consists of the coefficient matrix with an added column
containing the constants from the right sides of the equations. It is always denoted by Ab

⎡ 1 −2 1 0 ⎤
Ab = ⎢⎢ 0 2 −8 8 ⎥⎥
⎢⎣ −4 5 9 −9 ⎥⎦

Solving a Linear System:

In order to solve a linear system, we use a number of methods. 1st of them is given
below.

Successive elimination method: In this method the x1 term in the first equation of a
system is used to eliminate the x1 terms in the other equations. Then we use the x2 term
in the second equation to eliminate the x2 terms in the other equations, and so on, until
we finally obtain a very simple equivalent system of equations.

x1 − 2 x2 + x3 = 0
Example 5: Solve 2 x2 − 8 x3 = 8
−4 x1 + 5 x2 + 9 x3 = −9

Solution: We perform the elimination procedure with and without matrix notation,
and place the results side by side for comparison:
x1 − 2 x2 + x3 = 0 ⎡ 1 −2 1 0 ⎤
2 x2 − 8 x3 = 8 ⎢ 0 2 −8 8 ⎥
⎢ ⎥
−4 x1 + 5 x2 + 9 x3 = −9 ⎢
⎣ −4 5 9 −9 ⎥⎦

To eliminate the x1 term from third equation add 4 times equation 1 to equation 3,
4 x1 − 8 x2 + 4 x3 = 0
−4 x1 + 5 x2 + 9 x3 = −9
−3 x2 + 13 x3 = −9

The result of the calculation is written in place of the original third equation:
x1 − 2 x 2 + x 3 = 0 ⎡1 −2 1 0 ⎤
2 x2 − 8 x3 = 8 ⎢0 2 −8 8 ⎥
⎢ ⎥
− 3 x2 + 1 3 x3 = − 9 ⎢⎣0 −3 13 −9 ⎥⎦

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3-System of Linear Equations VU

Next, multiply equation 2 by ½ in order to obtain 1 as the coefficient for x2


x1 − 2 x 2 + x 3 = 0 ⎡1 −2 1 0 ⎤
x 2 − 4 x3 = 4 ⎢ 0 1 −4 4 ⎥
⎢ ⎥
− 3 x2 + 1 3 x3 = − 9 ⎢⎣ 0 −3 13 −9 ⎥⎦

To eliminate the x2 term from third equation add 3 times equation 2 to equation 3,

The new system has a triangular form


x1 − 2 x 2 + x3 = 0 ⎡1 −2 1 0 ⎤
x 2 − 4 x3 = 4 ⎢0 1 −4 4 ⎥
⎢ ⎥
x3 = 3 ⎢⎣0 0 1 3 ⎥⎦

Now using 3rd equation eliminate the x3 term from first and second equation i.e. multiply
3rd equation with 4 and add in second equation. Then subtract the third equation from first
equation we get

x1 − 2 x 2 = − 3 ⎡1 −2 0 −3⎤
x2 = 16 ⎢0 1 0 16 ⎥
⎢ ⎥
x3 = 3 ⎢⎣0 0 1 3 ⎥⎦

Adding 2 times equation 2 to equation 1, we obtain the result

⎧ x1 = 29 ⎡1 0 0 29 ⎤
⎪ ⎢ ⎥
⎨ x2 = 16 ⎢0 1 0 16 ⎥
⎪x = 3 ⎢⎣0 0 1 3 ⎥⎦
⎩ 3

This completes the solution.


Our work indicates that the only solution of the original system is (29, 16, 3).

To verify that (29, 16, 3) is a solution, substitute these values into the left side of the
original system for x1, x2 and x3 and after computing, we get

(29) – 2(16) + (3) = 29 – 32 + 3 = 0


2(16) – 8(3) = 32 – 24 = 8
–4(29) + 5(16) + 9(3) = –116 + 80 + 27 = –9

The results agree with the right side of the original system, so (29, 16, 3) is a solution of
the system.

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3-System of Linear Equations VU

This example illustrates how operations on equations in a linear system correspond to


operations on the appropriate rows of the augmented matrix. The three basic operations
listed earlier correspond to the following operations on the augmented matrix.

Elementary Row Operations:

1. (Replacement) Replace one row by the sum of itself and a nonzero multiple of
another row.
2. (Interchange) Interchange two rows.
3. (Scaling) Multiply all entries in a row by a nonzero constant.

Row equivalent matrices:

A matrix B is said to be row equivalent to a matrix A of the same order if B can be


obtained from A by performing a finite sequence of elementary row operations of A.
If A and B are row equivalent matrices, then we write this expression mathematically as
A ∼ B.
⎡ 1 −2 1 0 ⎤ ⎡1 −2 1 0 ⎤
For example ⎢⎢ 0 2 −8 8 ⎥⎥ ∼ ⎢⎢ 0 2 −8 8 ⎥⎥ are row equivalent matrices
⎢⎣ −4 5 9 −9 ⎥⎦ ⎢⎣ 0 −3 13 −9 ⎥⎦
because we add 4 times of 1st row in 3rd row in 1st matrix.

Note: If the augmented matrices of two linear systems are row equivalent, then the two
systems have the same solution set.

Row operations are extremely easy to perform, but they have to be learnt and practice.

Two Fundamental Questions:

1. Is the system consistent; that is, does at least one solution exist?
2. If a solution exists is it the only one; that is, is the solution unique?

We try to answer these questions via row operations on the augmented matrix.

Example 6: Determine if the following system of linear equations is consistent


x1 − 2 x2 + x3 = 0
2 x2 − 8 x3 = 8
−4 x1 + 5 x2 + 9 x3 = −9

Solution:

First obtain the triangular matrix by removing x1 and x2 term from third equation and
removing x2 from second equation.

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3-System of Linear Equations VU

First divide the second equation by 2 we get

x1 − 2 x2 + x3 = 0 ⎡ 1 −2 1 0 ⎤
x2 − 4 x3 = 4 ⎢ 0 1 −4 4 ⎥
⎢ ⎥
−4 x1 + 5 x2 + 9 x3 = −9 ⎢⎣ −4 5 9 −9 ⎥⎦

Now multiply equation 1 with 4 and add in equation 3 to eliminate x1 from


third equation.

x1 − 2 x2 + x3 = 0 ⎡1 −2 1 0 ⎤
x2 − 4 x3 = 4 ⎢ 0 1 −4 4 ⎥
⎢ ⎥
− 3x2 + 13 x3 = −9 ⎢⎣ 0 −3 13 −9 ⎥⎦

Now multiply equation 2 with 3 and add in equation 3 to eliminate x2 from


third equation.

x1 − 2 x 2 + x3 = 0 ⎡1 −2 1 0 ⎤
x 2 − 4 x3 = 4 ⎢0 1 −4 4 ⎥
⎢ ⎥
x3 = 3 ⎢⎣0 0 1 3 ⎥⎦

Put value of x3 in second equation we get


x2 − 4(3) = 4
x2 = 16

Now put these values of x2 and x3 in first equation we get

x1 − 2(16) + 3 = 0

x1 = 29

So a solution exists and the system is consistent and has a unique solution.

Example 7: Solve if the following system of linear equations is consistent.


x2 − 4 x3 = 8
2 x1 − 3x2 + 2 x3 = 1
5 x1 − 8 x2 + 7 x3 = 1

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3-System of Linear Equations VU

Solution: The augmented matrix is


⎡ 0 1 −4 8⎤
⎢ 2 −3 2 1⎥
⎢ ⎥
⎢⎣ 5 −8 7 1⎥⎦

To obtain x1 in the first equation, interchange rows 1 and 2:


⎡ 2 −3 2 1⎤
⎢ 0 1 −4 8⎥
⎢ ⎥
⎢⎣ 5 −8 7 1⎥⎦

To eliminate the 5x1 term in the third equation, add –5/2 times row 1 to row 3:
⎡ 2 −3 2 1 ⎤
⎢0 1 −4 8 ⎥⎥

⎢⎣ 0 −1/ 2 2 −3 / 2 ⎥⎦

Next, use the x2 term in the second equation to eliminate the –(1/2) x2 term from the third
equation. Add ½ times row 2 to row 3:
⎡ 2 −3 2 1 ⎤
⎢ 0 1 −4 8 ⎥
⎢ ⎥
⎢⎣ 0 0 0 5 / 2 ⎥⎦

The augmented matrix is in triangular form.


To interpret it correctly, go back to equation notation:

2 x1 − 3 x2 + 2 x3 = 1
x2 − 4 x3 = 8
0 = 2.5
There are no values of x1, x2, x3 that will satisfy because the equation 0 = 2.5 is never
true.
Hence original system is inconsistent (i.e., has no solution).

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Exercises:

1. State in words the next elementary “row” operation that should be performed on the
system in order to solve it. (More than one answer is possible in (a).)

a. x1 + 4 x2 − 2 x3 + 8 x4 = 12 b. x1 − 3x2 + 5 x3 − 2 x4 = 0
x2 − 7 x3 + 2 x4 = −4 x2 + 8 x3 = −4
5 x3 − x4 = 7 2 x3 = 7
x3 + 3 x4 = −5 x4 = 1

2. The augmented matrix of a linear system has been transformed by row operations into
the form below. Determine if the system is consistent.

⎡1 5 2 −6 ⎤
⎢0 4 −7 2 ⎥
⎢ ⎥
⎢⎣0 0 5 0 ⎥⎦

3. Is (3, 4, –2) a solution of the following system?

5 x1 − x2 + 2 x3 = 7
−2 x1 + 6 x2 + 9 x3 = 0
−7 x1 + 5 x2 − 3x3 = −7

4. For what values of h and k is the following system consistent?

2 x1 − x2 = h
−6 x1 + 3x2 = k

Solve the systems in the exercises given below;

x2 + 5 x3 = −4 x1 − 5 x2 + 4 x3 = −3
5. x1 + 4 x2 + 3x3 = −2 6. 2 x1 − 7 x2 + 3 x3 = −2
2 x1 + 7 x2 + x3 = −1 2 x1 − x2 − 7 x3 = 1

x1 + 2 x2 =4 2 x1 − 4 x3 = −10
7. x1 − 3 x2 − 3x3 = 2 8. x2 + 3x3 = 2
x2 + x3 = 0 3x1 + 5 x2 + 8 x3 = −6

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Determine the value(s) of h such that the matrix is augmented matrix of a consistent
linear system.

⎡ 1 −3 h ⎤ ⎡ 1 h −2 ⎤
9. ⎢ ⎥ 10. ⎢ ⎥
⎣ −2 6 −5⎦ ⎣ −4 2 10 ⎦

Find an equation involving g, h, and that makes the augmented matrix correspond to a
consistent system.

⎡ 1 −4 7 g ⎤ ⎡ 2 5 −3 g ⎤
11. ⎢⎢ 0 3 −5 h ⎥⎥ 12. ⎢⎢ 4 7 −4 h ⎥⎥
⎢⎣ −2 5 −9 k ⎥⎦ ⎢⎣ −6 −3 1 k ⎥⎦

Find the elementary row operations that transform the first matrix into the second, and
then find the reverse row operation that transforms the second matrix into first.

⎡1 3 −1⎤ ⎡1 3 −1⎤ ⎡ 0 5 −3⎤ ⎡ 1 5 −2 ⎤


13. ⎢⎢0 2 −4 ⎥⎥ , ⎢⎢ 0 1 −2 ⎥⎥ 14. ⎢⎢1 5 −2 ⎥⎥ , ⎢⎢ 0 5 −3⎥⎥
⎢⎣0 −3 4 ⎥⎦ ⎢⎣ 0 −3 4 ⎥⎦ ⎢⎣ 2 1 8 ⎥⎦ ⎢⎣ 2 1 8 ⎥⎦

⎡1 3 −1 5 ⎤ ⎡1 3 −1 5 ⎤
15. ⎢⎢ 0 1 −4 2 ⎥⎥ , ⎢⎢0 1 −4 2 ⎥⎥
⎢⎣ 0 2 −5 −1⎥⎦ ⎢⎣0 0 3 −5⎥⎦

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