Matrices 3.

Homogeneous and Inhomogeneous Systems

Theorems about homogeneous and inhomogeneous systems.
Onthebasisofourworksofar,wecanformulateafewgeneralresultsaboutsquare
systemsoflinearequations. Theyarethetheoremsmostfrequentlyreferredtointhe
applications.
Denition. ThelinearsystemAx =b iscalledhomogeneous ifb =0;otherwise,itis
calledinhomogeneous.
Theorem 1. Let A be an n n matrix.
(20) |A| 0 A x =b has the unique solution, x = . = A
1
b
(21) |A| 0 A x =0 has only the trivial solution, x = = 0.
Notice that (21)is thespecialcaseof (20)whereb =0.Oftenitisstatedandusedinthe
contrapositiveform:
(21

) Ax =0 hasanon-zerosolution |A| = 0.
(Thecontrapositiveofastatement P Q is not-Q not-P ; thetwostatementssay
thesamething.)
Theorem 2. Let A be an n n matrix.
(22) |A| = 0 A x =0 has non-trivial (i.e., non-zero) solutions.
(23) |A| = 0 A x =b usually has no solutions, but has solutions for some b.
In (23),wecall thesystemconsistent ifithassolutions,inconsistent otherwise.
Thisprobablyseemslikeamazeofsimilar-soundingandconfusingtheorems.Letsget
another perspectiveonthese ideas byseeing howtheyapplyseparatelyto homogeneousand
inhomogeneoussystems.
Homogeneous systems: Ax =0 has non-trivial solutions |A| = 0.
Inhomogeneous systems: Ax =b has the unique solution x =A
1
b, if |A| = 0.
If |A| = 0, then Ax =b usually has no solutions, but does have solutions for some b.
The statements (20)and (21)are proved,sincewe havea formula for thesolution,and it
iseasytoseebymultiplyingA x =b byA
1
thatifx isasolution,itmustbeoftheform
x =A
1
b.
Weprove(22)justforthe3 3case,byinterpretingitgeometrically. Wewillgivea
partialargument for (23), basedon bothalgebraand geometry.
Proof of (22).
WerepresentthethreerowsofA bytherowvectorsa, b, c andweletx = (x, y, z);
thinkofalltheseasoriginvectors, i.e., place their tailsat theorigin.Then,consideringthe
homogeneoussystemrst,
(24) A x =0 isthesameasthesystem a x = 0, b x = 0, c x = 0.
1
2 HOMOGENEOUS AND INHOMOGENEOUS SYSTEMS
Inotherwords,wearelookingforarowvectorx which is orthogonalto three givenvectors,
namelythethreerowsofA.BySection1,wehave
|A| =a b c =volumeofparallelepipedspannedbya, b, c.
It followsthat if|A| = 0,the parallelepiped haszerovolume,and thereforetheoriginvectors
a, b, c lieinaplane.Anynon-zerovectorx whichisorthogonaltothisplanewillthenbe
orthogonaltoa, b, c,and thereforewill beasolution to thesystem (24).This proves (22):
if|A| = 0,thenA x =0 hasanontrivialsolution.
Partial proof of (23). WewritethesystemasA x =d, whered isthecolumnvector
d = (d
1
, d
2
, d
3
)
T
.
Writingthisoutaswe did in (24), it becomes thesystem
(25) a x =d
1
, b x =d
2
, c x =d
3
.
If|A| =0,thethreeoriginvectorsa, b, c lieinaplane,whichmeanswecanwriteoneof
them,sayc,asalinearcombinationofa andb:
(26) c =ra +sb, r.s realnumbers.
Thenifx isanyvector,itfollowsthat
(27) c x =r(a x) + s(b x) .
Nowifx isalsoasolution to (25),wesee from (25)and (27)that
(28) d
3
=rd
1
+sd
2
;
thisshowsthatunlessthecomponentsofd satisfytherelation(28),therecannotbea
solution to (25);thus in general therearenosolutions.
Ifhowever,d doessatisfytherelation(28),thenthelastequationin(25)isaconse-
quenceofthersttwoandcanbediscarded,andwegetasystemoftwoequationsinthree
unknowns,whichwillingeneralhaveanon-zerosolution,unlesstheyrepresenttwoplanes
whichareparallel.
Singular matrices; computational diculties.
Becausesomuchdependsonwhether|A| iszeroornot,thispropertyisgivenaname.
WesaythesquarematrixA issingular if|A| = 0,andnonsingular orinvertible if|A| 0. =
Indeed,we knowthatA
1
exists ifandonly if|A| = 0,whichexplainstheterm
invertible;theuseofsingularwillbefamiliartoSherlockHolmesfans:itis
the19thcenturyversionofpeculiarorthelate20thcenturywordspecial.
EvenifA isnonsingular,thesolutionofAx =b islikelytorunintotroubleif|A| 0,
orasonesays,A isalmost-singular.Namely,intheformulaforA
1
the|A| occursinthe
denominator,sothatunlessthereissomesortofcompensationforthisinthenumerator,
thesolutionsarelikelytobeverysensitivetosmallchangesinthecoecientsofA,i.e.,
to thecoecientsof theequations.Systems (ofanykind)whosesolutions behave thisway
3 HOMOGENEOUS AND INHOMOGENEOUS SYSTEMS
aresaidtobeill-conditioned;itisdiculttosolvesuchsystemsnumericallyandspecial
methodsmustbeused.
Tosee the diculty geometrically, thinkofa 22systemAx =b asrepresentinga pair
oflines;thesolutionisthepointinwhichtheyintersect. If|A| 0,butitsentriesare
notsmall,then itstworowsmust bevectorswhicharealmost parallel (sincetheyspana
parallelogramofsmallarea).Thetwolinesarethereforealmostparallel;theirintersection
pointexists,butitspositionishighlysensitivetotheexactpositionsofthetwolines,i.e.,
tothevaluesofthecoecientsofthesystemofequations.
MIT OpenCourseWare
http://ocw.mit.edu
18.02SC Multivariable Calculus
Fall 2010
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