Section 1.

1: Systems of Linear Equations

A linear equation:
a
1
x
1
a
2
x
2
a
n
x
n
b
EXAMPLE:
4x
1
5x
2
2 x
1
and x
2
2 6 x
1
x
3

rearranged rearranged

3x
1
5x
2
2 2x
1
x
2
x
3
2 6
Not linear:
4x
1
6x
2
x
1
x
2
and x
2
2 x
1
7
A system of linear equations (or a linear system):
A collection of one or more linear equations involving the same set of variables, say,
x
1
, x
2
, . . . , x
n
.
A solution of a linear system:
A list s
1
, s
2
, . . . , s
n
of numbers that makes each equation in the system true when the values
s
1
, s
2
, . . . , s
n
are substituted for x
1
, x
2
, . . . , x
n
, respectively.
EXAMPLE Two equations in two variables:
x
1
x
2
10
x
1
x
2
0
x
1
2x
2
3
2x
1
4x
2
8
x
1
x
2
3
2x
1
2x
2
6
2 4 6 8 10
x1
2
4
6
8
10
x2
1 1 2 3 4 5
x1
2
1
1
2
3
4
x2
1 1 2 3 4 5
x
1
2
1
1
2
3
4
x2
one unique solution no solution infinitely many solutions
BASIC FACT: A system of linear equations has either
(i) exactly one solution (consistent) or
(ii) infinitely many solutions (consistent) or
(iii) no solution (inconsistent).
1
EXAMPLE: Three equations in three variables. Each equation determines a plane in 3-space.
i) The planes intersect in ii) The planes intersect in one iii) There is not point in common
one point. (one solution) line. (infinitely many solutions) to all three planes. (no solution)
The solution set:
The set of all possible solutions of a linear system.
Equivalent systems:
Two linear systems with the same solution set.
STRATEGY FOR SOLVING A SYSTEM:
Replace one system with an equivalent system that is easier to solve.
EXAMPLE:
x
1
2x
2
1
x
1
3x
2
3

x
1
2x
2
1
x
2
2

x
1
3
x
2
2
10 5 5 10
x1
4
2
2
4
x2
10 5 5 10
x1
4
2
2
4
x2
10 5 5 10
4
2
2
4
x
1
2x
2
1
x
1
3x
2
3
x
1
2x
2
1
x
2
2
x
1
3
x
2
2
2
Matrix Notation
x
1
2x
2
1
x
1
3x
2
3
1 2
1 3
(coefficient matrix)
x
1
2x
2
1
x
1
3x
2
3
1 2 1
1 3 3
(augmented matrix)

x
1
2x
2
1
x
2
2
1 2 1
0 1 2

x
1
3
x
2
2
1 0 3
0 1 2
Elementary Row Operations:
1. (Replacement) Add one row to a multiple of another row.
2. (Interchange) Interchange two rows.
3. (Scaling) Multiply all entries in a row by a nonzero constant.
Row equivalent matrices: Two matrices where one matrix can be transformed into the other
matrix by a sequence of elementary row operations.
Fact about Row Equivalence: If the augmented matrices of two linear systems are row equivalent,
then the two systems have the same solution set.
3
EXAMPLE:
x
1
2x
2
x
3
0
2x
2
8x
3
8
4x
1
5x
2
9x
3
9
1 2 1 0
0 2 8 8
4 5 9 9
x
1
2x
2
x
3
0
2x
2
8x
3
8
3x
2
13x
3
9
1 2 1 0
0 2 8 8
0 3 13 9
x
1
2x
2
x
3
0
x
2
4x
3
4
3x
2
13x
3
9
1 2 1 0
0 1 4 4
0 3 13 9
x
1
2x
2
x
3
0
x
2
4x
3
4
x
3
3
1 2 1 0
0 1 4 4
0 0 1 3
x
1
2x
2
3
x
2
16
x
3
3
1 2 0 3
0 1 0 16
0 0 1 3
x
1
29
x
2
16
x
3
3
1 0 0 29
0 1 0 16
0 0 1 3
Solution: 29, 16, 3
Check: Is 29, 16, 3 a solution of the original system?
x
1
2x
2
x
3
0
2x
2
8x
3
8
4x
1
5x
2
9x
3
9
29 216 3 29 32 3 0
216 83 32 24 8
429 516 93 116 80 27 9
4
Two Fundamental Questions (Existence and Uniqueness)
1) Is the system consistent; (i.e. does a solution exist?)
2) If a solution exists, is it unique? (i.e. is there one & only one solution?)
EXAMPLE: Is this system consistent?
x
1
2x
2
x
3
0
2x
2
8x
3
8
4x
1
5x
2
9x
3
9
In the last example, this system was reduced to the triangular form:
x
1
2x
2
x
3
0
x
2
4x
3
4
x
3
3
1 2 1 0
0 1 4 4
0 0 1 3
This is sufficient to see that the system is consistent and unique. Why?
5
EXAMPLE: Is this system consistent?
3x
2
6x
3
8
x
1
2x
2
3x
3
1
5x
1
7x
2
9x
3
0
0 3 6 8
1 2 3 1
5 7 9 0
Solution: Row operations produce:
0 3 6 8
1 2 3 1
5 7 9 0

1 2 3 1
0 3 6 8
0 3 6 5

1 2 3 1
0 3 6 8
0 0 0 3
Equation notation of triangular form:
x
1
2x
2
3x
3
1
3x
2
6x
3
8
0x
3
3
Never true
The original system is inconsistent!
EXAMPLE: For what values of h will the following system be consistent?
3x
1
9x
2
4
2x
1
6x
2
h
Solution: Reduce to triangular form.
3 9 4
2 6 h

1 3
4
3
2 6 h

1 3
4
3
0 0 h
8
3
The second equation is 0x
1
0x
2
h
8
3
. System is consistent only if h
8
3
0 or h
8
3
.
6
Section 1.2: Row Reduction and Echelon Forms
Echelon form (or row echelon form):
1. All nonzero rows are above any rows of all zeros.
2. Each leading entry (i.e. left most nonzero entry) of a row is in a column to the right of the
leading entry of the row above it.
3. All entries in a column below a leading entry are zero.
EXAMPLE: Echelon forms
(a)

0
0 0 0 0 0
0 0 0 0 0
(b)

0
0 0
0 0 0
(c)
0
0 0 0
0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
Reduced echelon form: Add the following conditions to conditions 1, 2, and 3 above:
4. The leading entry in each nonzero row is 1.
5. Each leading 1 is the only nonzero entry in its column.
EXAMPLE (continued):
Reduced echelon form :
0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 0 1
Theorem 1 (Uniqueness of The Reduced Echelon Form):
Each matrix is row-equivalent to one and only one reduced echelon matrix.
1
Important Terms:
pivot position: a position of a leading entry in an echelon form of the matrix.
pivot: a nonzero number that either is used in a pivot position to create 0s or is changed into a
leading 1, which in turn is used to create 0s.
pivot column: a column that contains a pivot position.
(See the Glossary at the back of the textbook.)
EXAMPLE: Row reduce to echelon form and locate the pivot columns.
0 3 6 4 9
1 2 1 3 1
2 3 0 3 1
1 4 5 9 7
Solution
pivot

1 4 5 9 7
1 2 1 3 1
2 3 0 3 1
0 3 6 4 9

pivot column
1 4 5 9 7
0 2 4 6 6
0 5 10 15 15
0 3 6 4 9
Possible Pivots:
1 4 5 9 7
0 2 4 6 6
0 0 0 0 0
0 0 0 5 0

1 4 5 9 7
0 2 4 6 6
0 0 0 5 0
0 0 0 0 0
2
Original Matrix:
0 3 6 4 9
1 2 1 3 1
2 3 0 3 1
1 4 5 9 7

pivot columns: 1 2 4
Note: There is no more than one pivot in any row. There is no more than one pivot in any column.
EXAMPLE: Row reduce to echelon form and then to reduced echelon form:
0 3 6 6 4 5
3 7 8 5 8 9
3 9 12 9 6 15
Solution:
0 3 6 6 4 5
3 7 8 5 8 9
3 9 12 9 6 15

3 9 12 9 6 15
3 7 8 5 8 9
0 3 6 6 4 5

3 9 12 9 6 15
0 2 4 4 2 6
0 3 6 6 4 5
Cover the top row and look at the remaining two rows for the left-most nonzero column.
3 9 12 9 6 15
0 2 4 4 2 6
0 3 6 6 4 5

3 9 12 9 6 15
0 1 2 2 1 3
0 3 6 6 4 5

3 9 12 9 6 15
0 1 2 2 1 3
0 0 0 0 1 4
(echelon form)
Final step to create the reduced echelon form:
Beginning with the rightmost leading entry, and working upwards to the left, create zeros above
each leading entry and scale rows to transform each leading entry into 1.
3 9 12 9 0 9
0 1 2 2 0 7
0 0 0 0 1 4

3 0 6 9 0 72
0 1 2 2 0 7
0 0 0 0 1 4

1 0 2 3 0 24
0 1 2 2 0 7
0 0 0 0 1 4
3
SOLUTIONS OF LINEAR SYSTEMS
basic variable: any variable that corresponds to a pivot column in the augmented matrix of a
system.
free variable: all nonbasic variables.
EXAMPLE:
1 6 0 3 0 0
0 0 1 8 0 5
0 0 0 0 1 7
x
1
6x
2
3x
4
0
x
3
8x
4
5
x
5
7
pivot columns:
basic variables:
free variables:
Final Step in Solving a Consistent Linear System: After the augmented matrix is in reduced
echelon form and the system is written down as a set of equations:
Solve each equation for the basic variable in terms of the free variables (if any) in the equation.
EXAMPLE:
x
1
6x
2
3x
4
0
x
3
8x
4
5
x
5
7
x
1
6x
2
3x
4
x
2
is free
x
3
5 8x
4
x
4
is free
x
5
7
(general solution)
The general solution of the system provides a parametric description of the solution set. (The free
variables act as parameters.) The above system has infinitely many solutions. Why?
Warning: Use only the reduced echelon form to solve a system.
4
Existence and Uniqueness Questions
EXAMPLE:
3x
2
6x
3
6x
4
4x
5
5
3x
1
7x
2
8x
3
5x
4
8x
5
9
3x
1
9x
2
12x
3
9x
4
6x
5
15
In an earlier example, we obtained the echelon form:
3 9 12 9 6 15
0 2 4 4 2 6
0 0 0 0 1 4 x
5
4
No equation of the form 0 c, where c 0, so the system is consistent.
Free variables: x
3
and x
4
Consistent system
with free variables
infinitely many solutions.
EXAMPLE:
3x
1
4x
2
3
2x
1
5x
2
5
2x
1
3x
2
1

3 4 3
2 5 5
2 3 1

3 4 3
0 1 3
0 0 0

3x
1
4x
2
3
x
2
3
Consistent system,
no free variables
unique solution.
5
Theorem 2 (Existence and Uniqueness Theorem)
1. A linear system is consistent if and only if the rightmost column of the augmented matrix
is not a pivot column, i.e., if and only if an echelon form of the augmented matrix has no
row of the form
0 . . . 0 b (where b is nonzero).
2. If a linear system is consistent, then the solution contains either
(i) a unique solution (when there are no free variables) or
(ii) infinitely many solutions (when there is at least one free variable).
Using Row Reduction to Solve Linear Systems
1. Write the augmented matrix of the system.
2. Use the row reduction algorithm to obtain an equivalent augmented matrix in echelon form.
Decide whether the system is consistent. If not, stop; otherwise go to the next step.
3. Continue row reduction to obtain the reduced echelon form.
4. Write the system of equations corresponding to the matrix obtained in step 3.
5. State the solution by expressing each basic variable in terms of the free variables and declare
the free variables.
EXAMPLE:
a) What is the largest possible number of pivots a 4 6 matrix can have? Why?
b) What is the largest possible number of pivots a 6 4 matrix can have? Why?
c) How many solutions does a consistent linear system of 3 equations and 4 unknowns have?
Why?
d) Suppose the coefficient matrix corresponding to a linear system is 4 6 and has 3 pivot
columns. How many pivot columns does the augmented matrix have if the linear system is
inconsistent?
6
1.3 VECTOR EQUATIONS
Key concepts to master: linear combinations of vectors and a spanning set.
Vector: A matrix with only one column.
Vectors in R
n
(vectors with n entries):
u
u
1
u
2

u
n
Geometric Description of R
2
Vector
x
1
x
2
is the point x
1
, x
2 in the plane.
R
2
is the set of all points in the plane.
Parallelogram rule for addition of two vectors:
If u and v in R
2
are represented as points in the plane, then u v corresponds to the fourth
vertex of the parallelogram whose other vertices are 0, u and v. (Note that 0
0
0
.)
EXAMPLE: Let u
1
3
and v
2
1
. Graphs of u, v and u v are given below:
1 2 3 4
x
1
1
2
3
4
x
2
Illustration of the Parallelogram Rule
1
EXAMPLE: Let u
1
2
. Express u, 2u, and
3
2
u on a graph.
2 1 1 2
x
1
3
2
1
1
2
3
4
x
2
Linear Combinations
DEFINITION
Given vectors v
1
, v
2
, , v
p
in R
n
and given scalars c
1
, c
2
, , c
p
, the vector y defined by
y c
1
v
1
c
2
v
2
c
p
v
p
is called a linear combination of v
1
, v
2
, , v
p
using weights c
1
, c
2
, , c
p
.
Examples of linear combinations of v
1
and v
2
:
3v
1
2v
2
,
1
3
v
1
, v
1
2v
2
, 0
2
EXAMPLE: Let v
1

2
1
and v
2

2
2
. Express each of the following as a linear
combination of v
1
and v
2
:
a
0
3
, b
4
1
, c
6
6
, d
7
4
8 6 4 2 2 4 6 8
x
1
8
6
4
2
2
4
6
8
x
2
3
EXAMPLE: Let a
1

1
0
3
, a
2

4
2
14
, a
3

3
6
10
, and b
1
8
5
.
Determine if b is a linear combination of a
1
, a
2
, and a
3
.
Solution: Vector b is a linear combination of a
1
, a
2
, and a
3
if can we find weights x
1
, x
2
, x
3
such that
x
1
a
1
x
2
a
2
x
3
a
3
b.
Vector Equation (fill-in):
Corresponding System:
x
1
4x
2
3x
3
1
2x
2
6x
3
8
3x
1
14x
2
10x
3
5
Corresponding Augmented Matrix:
1 4 3 1
0 2 6 8
3 14 10 5

1 0 0 1
0 1 0 2
0 0 1 2

x
1
___
x
2
___
x
3
___
Review of the last example: a
1
, a
2
, a
3
and b are columns of the augmented matrix
1 4 3 1
0 2 6 8
3 14 10 5

a
1
a
2
a
3
b
Solution to
x
1
a
1
x
2
a
2
x
3
a
3
b
is found by solving the linear system whose augmented matrix is
a
1
a
2
a
3
b .
4
A vector equation
x
1
a
1
x
2
a
2
x
n
a
n
b
has the same solution set as the linear system whose augmented matrix is
a
1
a
2
a
n
b .
In particular, b can be generated by a linear combination of a
1
, a
2
, , a
n
if and only if there
is a solution to the linear system corresponding to the augmented matrix.
The Span of a Set of Vectors
EXAMPLE: Let v
3
4
5
. Label the origin
0
0
0
together with v, 2v and 1. 5v on the graph
below.
x
1
x
2
x
3
v, 2v and 1. 5v all lie on the same line.
Spanv is the set of all vectors of the form cv.
Here, Spanv a line through the origin.
5
EXAMPLE: Label u, v, u v and 3u 4v on the graph below.
x
1
x
2
x
3
u, v, u v and 3u 4v all lie in the same plane.
Spanu, v is the set of all vectors of the form x
1
u x
2
v.
Here, Spanu, v a plane through the origin.
Definition
Suppose v
1
, v
2
, , v
p
are in R
n
; then
Spanv
1
, v
2
, , v
p set of all linear combinations of v
1
, v
2
, , v
p
.
Stated another way: Spanv
1
, v
2
, , v
p is the collection of all vectors that can be written as
x
1
v
1
x
2
v
2
x
p
v
p
where x
1
, x
2
, , x
p
are scalars.
EXAMPLE: Let v
1

2
1
and v
2

4
2
.
(a) Find a vector in Spanv
1
, v
2 .
(b) Describe Spanv
1
, v
2 geometrically.
6
Spanning Sets in R
3
x
1
x2
v
1
v
2
x
3
x
1
x
2
v
1
v
2
x
3
v
2
is a multiple of v
1
Spanv
1
, v
2 Spanv
1 Spanv
2
(line through the origin)
v
2
is not a multiple of v
1
Spanv
1
, v
2 plane through the origin
EXAMPLE: Let v
1

4
2
2
and v
2

6
3
3
. Is Spanv
1
, v
2 a line or a plane?
7
EXAMPLE: Let A
1
3
0
2
1
5
and b
8
3
17
. Is b in the plane spanned by the columns
of A?
Solution:
A
1
3
0
2
1
5
b
8
3
17
Do x
1
and x
2
exist so that
Corresponding augmented matrix:
1 2 8
3 1 3
0 5 17

1 2 8
0 5 21
0 5 17

1 2 8
0 5 21
0 0 4
So b is not in the plane spanned by the columns of A
8
1.4 The Matrix Equation Ax b
Linear combinations can be viewed as a matrix-vector multiplication.
Definition
If A is an m n matrix, with columns a
1
, a
2
, , a
n
, and if x is in R
n
, then the product of A and x,
denoted by Ax, is the linear combination of the columns of A using the corresponding
entries in x as weights. I.e.,
Ax a
1
a
2
a
n
x
1
x
2

x
n
x
1
a
1
x
2
a
2
x
n
a
n
EXAMPLE:
1 4
3 2
0 5
7
6
7
1
3
0
6
4
2
5

7
21
0

24
12
30

31
9
30
EXAMPLE: Write down the system of equations corresponding to the augmented matrix below
and then express the system of equations in vector form and finally in the form Ax b where b is
a 3 1 vector.
2 3 4 9
3 1 0 2
Solution: Corresponding system of equations (fill-in)
Vector Equation:
2
3

3
1

4
0

9
2
.
Matrix equation (fill-in):
1
Three equivalent ways of viewing a linear system:
1. as a system of linear equations;
2. as a vector equation x
1
a
1
x
2
a
2
x
n
a
n
b; or
3. as a matrix equation Ax b.
THEOREM 3
If A is a m n matrix, with columns a
1
, , a
n
, and if b is in R
m
, then the matrix equation
Ax b
has the same solution set as the vector equation
x
1
a
1
x
2
a
2
x
n
a
n
b
which, in turn, has the same solution set as the system of linear equations whose
augmented matrix is
a
1
a
2
a
n
b .
Useful Fact:
The equation Ax b has a solution if and only if b is a
_____________ _____________________ of the columns of A.
2
EXAMPLE: Let A
1 4 5
3 11 14
2 8 10
and b
b
1
b
2
b
3
.
Is the equation Ax b consistent for all b?
Solution: Augmented matrix corresponding to Ax b:
1 4 5 b
1
3 11 14 b
2
2 8 10 b
3

1 4 5 b
1
0 1 1 3b
1
b
2
0 0 0 2b
1
b
3
Ax b is _______ consistent for all b since some choices of b make 2b
1
b
3
nonzero.
A
1 4 5
3 11 14
2 8 10

a
1
a
2
a
3
The equation Ax b is consistent if
2b
1
b
3
0.
(equation of a plane in R
3
)
x
1
a
1
x
2
a
3
x
3
a
3
b if and only if b
3
2b
1
0.
b
1
b
2
b
3
Columns of A span a plane
in R
3
through 0
3
Instead, if any b in R
3
(not just those lying on a particular line or in a plane) can be expressed as
a linear combination of the columns of A, then we say that the columns of A span R
3
.
Definition
We say that the columns of A a
1
a
2
a
p
span R
m
if every vector b in R
m
is a
linear combination of a
1
, , a
p
(i.e. Spana
1
, , a
p R
m
).
THEOREM 4
Let A be an m n matrix. Then the following statements are logically equivalent:
a. For each b in R
m
, the equation Ax b has a solution.
b. Each b in R
m
is a linear combination of the columns of A.
c. The columns of A span R
m
.
d. A has a pivot position in every row.
Proof (outline): Statements (a), (b) and (c) are logically equivalent.
To complete the proof, we need to show that (a) is true when (d) is true and (a) is false when (d)
is false.
Suppose (d) is _____________. Then row-reduce the augmented matrix A b :
A b U d
and each row of U has a pivot position and so there is no pivot in the last column of U d .
So (a) is _____________.
Now suppose (d) is _____________. Then the last row of U d contains all zeros.
Suppose d is a vector with a 1 as the last entry. Then U d represents an inconsistent
system.
Row operations are reversible: U d A b
A b is inconsistent also. So (a) is ____________.

4
EXAMPLE: Let A
1 2
3 4
5 6
and b
b
1
b
2
b
3
. Is the equation Ax b consistent for all
possible b?
Solution: A has only ______ columns and therefore has
at most ______ pivots.
Since A does not have a pivot in every _________, Ax b
is __________ _______________________ for all possible b,
according to Theorem 4.
EXAMPLE: Do the columns of A
1 2 3
2 4 6
0 3 9
span R
3
?
Solution:
1 2 3
2 4 6
0 3 9

(no pivot in row 2)

By Theorem 4, the columns of A ______________________________________________.
Another method for computing Ax :
Read Example 4 on page 44 through Example 5 on page 45 to learn this rule for computing
the product Ax.
Theorem 5
If A is an m n matrix, u and v are vectors in R
n
, and c is a scalar, then:
a. Au v Au Av;
b. Acu cAu.
5
1.5 Solutions Sets of Linear Systems
Homogeneous System:
Ax 0
(A is m n and 0 is the zero vector in R
m

EXAMPLE:
x
1
10x
2
0
2x
1
20x
2
0
Corresponding matrix equation Ax 0:
1 10
2 20
x
1
x
2

0
0
Trivial solution:
x
0
0
or x 0
The homogeneous system Ax 0 always has the trivial solution, x 0.
Nonzero vector solutions are called nontrivial solutions.
Do nontrivial solutions exist?
1 10 0
2 20 0

1 10 0
0 0 0
Consistent system with a free variable has infinitely many solutions.
A homogeneous equation Ax 0 has nontrivial solutions if and only if the
system of equations has___________________________________.
1
EXAMPLE: Determine if the following homogeneous system has nontrivial solutions and then
describe the solution set.
2x
1
4x
2
6x
3
0
4x
1
8x
2
10x
3
0
Solution:
There is at least one free variable (why?)
nontrivial solutions exist
2 4 6 0
4 8 10 0

1 2 3 0
4 8 10 0

1 2 3 0
0 0 2 0

1 2 0 0
0 0 1 0
x
1

x
2
is free
x
3

x
x
1
x
2
x
3

2x
2
x
2
0
____
2
1
0
x
2
v
Graphical representation:
x
1
x
2
x
3
solution set spanv line through 0 in R
3
2
EXAMPLE: Describe the solution set of
2x
1
4x
2
6x
3
0
4x
1
8x
2
10x
3
4
( same left side as in the previous example)
Solution:
2 4 6 0
4 8 10 4
row reduces to
1 2 0 6
0 0 1 2
x
x
1
x
2
x
3

x
6
0
2
x
2
2
1
0
p x
2
v
x
1
x
2
x
3
Parallel solution sets of Ax 0 & Ax b
3
Recap of Previous Two Examples
Solution of Ax 0
x x
2
2
1
0
x
2
v
x x
2
v parametric equation of line passing through 0 and v
Solution of Ax b
x
6
0
2
x
2
2
1
0
p x
2
v
x p x
2
v parametric equation of line passing through p parallel to v
Parallel solution sets of
Ax b and Ax 0
THEOREM 6
Suppose the equation Ax b is consistent for some given b, and let p be a solution. Then
the solution set of Ax b is the set of all vectors of the form w p v
h
, where v
h
is any
solution of the homogeneous equation Ax 0.
4
EXAMPLE: Describe the solution set of 2x
1
4x
2
4x
3
0; compare it to the solution set
2x
1
4x
2
4x
3
6.
Solution: Corresponding augmented matrix to 2x
1
4x
2
4x
3
0:
2 4 4 0 (fill-in)
Vector form of the solution:
v
2x
2
2x
3
x
2
x
3
____
2
1
0
____
2
0
1
Corresponding augmented matrix to 2x
1
4x
2
4x
3
6:
2 4 4 6 (fill -in)
Vector form of the solution:
v
3 2x
2
2x
3
x
2
x
3
____
2
1
0
____
2
0
1
5
1
2
3
4
5
x
1
1
2
x
2
1
2
3
x
3
1
2
3
4
5
x
1
1
2
3
x
3
Parallel Solution Sets of Ax 0 and Ax b
6
MAT262 Prof. Hiebeler
Spring 2006
Section 1.6 Applications (updated)
Simple Economic Model
(This example was taken from Elementary Linear Algebra: Applications Version, 8th edition by Anton and
Rorres; John Wiley & Sons, 2000.
Three workers: Carpenter, Electrician, Plumber, will make repairs in their
three homes for a total of 10 days.
Carpenters schedule is as follows:
2 days working in his/her (Carpenters) own home
4 days working in Electricians home
4 days working in Plumbers home
Electrician and Plumber also have similar work schedules, as follows:
Work Performed by:
Carpenter Electrician Plumber Days of work in home of:
2 1 6 Carpenter
4 5 1 Electrician
4 4 3 Plumber
For tax purposes, they must charge a daily wage, even for work in their own
home. Their normal daily wages are about $100.
They want to adjust their wages so they each come out even, i.e. so that
total expenditures = total income.
Call their daily wages p
C
, p
E
, and p
P
.
Carpenter will pay a total of in wages to everyone,
and will earn a total of during the 10 days.
1
There are three equations:
Rescale the equations, dividing each row by 10, and write as a
matrix equation:
This can be written simply as .
Thats not something we know how to deal with yet! Or is it?
2
Rearrange equations, to get homogeneous system

0.1 0.6
0.4 0.1
0.4 0.4

p
C
p
E
p
S

0.1 0.6
0.4 0.1
0.4 0.4

1 0 0.8611
0 1 0.8889
0 0 0

Has solution:
In parametric vector form:
p =
Entries in this vector sum to . Wed like them to sum to about
300 ($100 daily wages for each of the three people), so choose the free variable
to be .
3
This gives a solution of roughly
p =

Note: see our textbook for another way to describe this model. In the text,
the original distribution matrix is already rescaled so its columns sum to one.
Balancing Chemical Equations
Propane burning with oxygen to produce carbon dioxide and water:
(x
1
)C
3
H
8
+ (x
2
)O
2
(x
3
)CO
2
+ (x
4
)H
2
O
Find the smallest integers x
1
, x
2
, x
3
, and x
4
such that the total number of
C, H, and O atoms are the same on both sides of the reaction.
Number of C atoms on left side =
Number of C atoms on right side =
We also need to write equations for numbers of H and O atoms.
Do them all at once, in a vector equation (just be careful to remember what
order the atoms are represented in the vectors):
x
1

+ x
2

= x
3

+ x
4

4
But in a vector equation, all unknowns should be on one side:
x
1

+ x
2

+ x
3

+ x
4

3 0 1 0 0
8 0 0 2 0
0 2 2 1 0

1 0 0 1/4 0
0 1 0 5/4 0
0 0 1 3/4 0

Solution:
We should choose , giving:
5
Network Flow
Flow of cars through streets, data through computer networks, current ow
through electrical networks, uid ow through networks of pipes, etc.
There are junctions or nodes, connected by branches.
The basic idea is that, at equilibrium:
total ow into network = total ow out of network
ow into each node = ow out of that node
For the street map above,
Flow In Flow Out
A: =
B: =
C: =
D: =
Total: =
6
This becomes the following system of linear equations:

1 1 0 0 0 800
0 1 1 1 0 300
0 0 0 1 1 500
1 0 0 0 1 600
0 0 1 0 0 400

1 0 0 0 1 600
0 1 0 0 1 200
0 0 1 0 0 400
0 0 0 1 1 500
0 0 0 0 0 0

Solution is:
Also notice that we require x
i
0 for i = 1, 2, . . . , 5 which means there are
some constraints on our free variable, which in turn has implications for all
of the variables.
7
1.7 Linear Independence
A homogeneous system such as
1 2 3
3 5 9
5 9 3
x
1
x
2
x
3

0
0
0
can be viewed as a vector equation
x
1
1
3
5
x
2
2
5
9
x
3
3
9
3

0
0
0
.
The vector equation has the trivial solution (x
1
0, x
2
0, x
3
0), but is this the only solution?
Definition
A set of vectors v
1
, v
2
, , v
p in R
n
is said to be linearly independent if the vector
equation
x
1
v
1
x
2
v
2
x
p
v
p
0
has only the trivial solution. The set v
1
, v
2
, , v
p is said to be linearly dependent if there
exists weights c
1
, , c
p
, not all 0, such that
c
1
v
1
c
2
v
2
c
p
v
p
0.

linear dependence relation

(when weights are not all zero)
1
EXAMPLE Let v
1

1
3
5
, v
2

2
5
9
, v
3

3
9
3
.
a. Determine if v
1
, v
2
, v
3 is linearly independent.
b. If possible, find a linear dependence relation among v
1
, v
2
, v
3
.
Solution: (a)
x
1
1
3
5
x
2
2
5
9
x
3
3
9
3

0
0
0
.
Augmented matrix:
1 2 3 0
3 5 9 0
5 9 3 0

1 2 3 0
0 1 18 0
0 1 18 0

1 2 3 0
0 1 18 0
0 0 0 0
x
3
is a free variable there are nontrivial solutions.
v
1
, v
2
, v
3 is a linearly dependent set
(b) Reduced echelon form:
1 0 33 0
0 1 18 0
0 0 0 0

x
1

x
2

x
3
Let x
3
_____ (any nonzero number). Then x
1
_____ and x
2
_____.
____
1
3
5
____
2
5
9
____
3
9
3

0
0
0
or
____v
1
____v
2
____v
3
0
(one possible linear dependence relation)
2
Linear Independence of Matrix Columns
A linear dependence relation such as
33
1
3
5
18
2
5
9
1
3
9
3

0
0
0
can be written as the matrix equation:
1 2 3
3 5 9
5 9 3
33
18
1

0
0
0
.
Each linear dependence relation among the columns of A corresponds to a nontrivial solution to
Ax 0.
The columns of matrix A are linearly independent if and only if the equation Ax 0 has
only the trivial solution.
Special Cases
Sometimes we can determine linear independence of a set with minimal effort.
1. A Set of One Vector
Consider the set containing one nonzero vector: v
1
The only solution to x
1
v
1
0 is x
1
_____.
So v
1 is linearly independent when v
1
0.
3
2. A Set of Two Vectors
EXAMPLE Let
u
1

2
1
, u
2

4
2
, v
1

2
1
, v
2

2
3
.
a. Determine if u
1
, u
2 is a linearly dependent set or a linearly independent set.
b. Determine if v
1
, v
2 is a linearly dependent set or a linearly independent set.
Solution: (a) Notice that u
2
_____u
1
. Therefore
_____u
1
_____u
2
0
This means that u
1
, u
2 is a linearly ________________ set.
(b) Suppose
cv
1
dv
2
0.
Then v
1
v
2
if c 0. But this is impossible since v
1
is ______ a multiple of v
2
which
means c _____.
Similarly, v
2
v
1
if d 0. But this is impossible since v
2
is not a multiple of v
1
and so
d 0. This means that v
1
, v
2 is a linearly _________________ set.
A set of two vectors is linearly dependent if at least one vector is a multiple of the other.
A set of two vectors is linearly independent if and only if neither of the vectors is a
multiple of the other.
1 2 3 4
x
1
1
2
3
4
x
2
1 2 3
1
2
3
linearly ___________________ linearly ___________________
4
3. A Set Containing the 0 Vector
Theorem 9
A set of vectors S v
1
, v
2
, , v
p in R
n
containing the zero vector is linearly dependent.
Proof: Renumber the vectors so that v
1
____. Then
____v
1
_____v
2
_____v
p
0
which shows that S is linearly ________________.
4. A Set Containing Too Many Vectors
Theorem 8
If a set contains more vectors than there are entries in each vector, then the set is linearly
dependent. I.e. any set v
1
, v
2
, , v
p in R
n
is linearly dependent if p n.
Outline of Proof:
A v
1
v
2
v
p
is n p
Suppose p n.
Ax 0 has more variables than equations
Ax 0 has nontrivial solutions
columns of A are linearly dependent
EXAMPLE With the least amount of work possible, decide which of the following sets of
vectors are linearly independent and give a reason for each answer.
a.
3
2
1
,
9
6
4
b. Columns of
1 2 3 4 5
6 7 8 9 0
9 8 7 6 5
4 3 2 1 8
5
c.
3
2
1
,
9
6
3
,
0
0
0
d.
8
2
1
4
Characterization of Linearly Dependent Sets
EXAMPLE Consider the set of vectors v
1
, v
2
, v
3
, v
4 in R
3
in the following diagram. Is the
set linearly dependent? Explain
v
4
v
1
v
3
v
2
x
1
x
2
x
3
Theorem 7
An indexed set S v
1
, v
2
, , v
p of two or more vectors is linearly dependent if and only if
at least one of the vectors in S is a linear combination of the others. In fact, if S is linearly
dependent, and v
1
0, then some vector v
j
(j 2) is a linear combination of the
preceding vectors v
1
, , v
j1
.
6
1.8 Introduction to Linear Transformations
Another way to view Ax b:
Matrix A is an object acting on x by multiplication to produce a new vector Ax or b.
EXAMPLE:
2 4
3 6
1 2
2
3

8
12
4
2 4
3 6
1 2
2
1

0
0
0
Suppose A is m n. Solving Ax b amounts to finding all ____ in R
n
which are transformed into
vector b in R
m
through multiplication by A.
multiply by A
transformation
machine
Matrix Transformations
A transformation T from R
n
to R
m
is a rule that assigns to each vector x in R
n
a vector Tx in
R
m
.
T : R
n
R
m
Terminology:
R
n
: domain of T R
m
: codomain of T
Tx in R
m
is the image of x under the transformation T
Set of all images Tx is the range of T
1
EXAMPLE: Let A
1 0
2 1
0 1
. Define a transformation T : R
2
R
3
by Tx Ax.
Then if x
2
1
,
Tx Ax
1 0
2 1
0 1
2
1

2
5
1
1 2 3 4
x
1
1
2
x
2
0
1
2
3
x
1
0
2
4
6
8
x
2
0
1
2
x
3
0
1
2
x
3
2
EXAMPLE: Let A
1 2 3
5 10 15
, u
2
3
1
, b
2
10
and c
3
0
. Then define
a transformation T : R
3
R
2
by Tx Ax.
a. Find an x in R
3
whose image under T is b.
b. Is there more than one x under T whose image is b. (uniqueness problem)
c. Determine if c is in the range of the transformation T. (existence problem)
Solution: (a) Solve ____________ for x. I.e., solve ____________ or
1 2 3
5 10 15
x
1
x
2
x
3

2
10
Augmented matrix:
1 2 3 2
5 10 15 10

1 2 3 2
0 0 0 0
x
1
2x
2
3x
3
2
x
2
is free
x
3
is free
Let x
2
_____ and x
3
_____. Then x
1
_____.
So x
(b) Is there an x for which Tx b?
Free variables exist There is more than one x for which Tx b
(c) Is there an x for which Tx c? This is another way of asking if Ax c
is _______________.
Augmented matrix:
1 2 3 3
5 10 15 0

1 2 3 0
0 0 0 1
c is not in the _______________ of T.
3
Matrix transformations have many applications - including computer graphics.
EXAMPLE: Let A
. 5 0
0 . 5
. The transformation T : R
2
R
2
defined by Tx Ax is an
example of a contraction transformation. The transformation Tx Ax can be used to move a
point x.
u
8
6
Tu
. 5 0
0 . 5
8
6

4
3
2 4 6 8 10 12
4
2
2
4
6
2 4 6 8 10 12
4
2
2
4
6
2 4 6 8 10 12
4
2
2
4
6
2 4 6 8 10 12
4
2
2
4
6
4
Linear Transformations
If A is m n, then the transformation Tx Ax has the following properties:
Tu v Au v _______ _______
______ ______
and
Tcu Acu _____Au _____Tu
for all u,v in R
n
and all scalars c.
DEFINITION
A transformation T is linear if:
i. Tu v Tu Tv for all u, v in the domain of T.
ii. TcucTu for all u in the domain of T and all scalars c.
Every matrix transformation is a linear transformation.
RESULT If T is a linear transformation, then
T0 0 and Tcu dvcTu dTv.
Proof:
T0 T0u ____Tu _____.
Tcu dv T T _____T _____T
5
EXAMPLE: Let e
1

1
0
, e
2

0
1
, y
1

1
0
2
and y
2

0
1
1
. Suppose
T : R
2
R
3
is a linear transformation which maps e
1
into y
1
and e
2
into y
2
. Find the images of
3
2
and
x
1
x
2
.
Solution: First, note that
Te
1 ______ and Te
2 ______.
Also
___e
1
___e
2

3
2
Then
T
3
2
T___e
1
___e
2 ___Te
1 ___Te
2

1 2 3
x
1
1
2
x
2
0
1
2
3
x
1
0
1
2
x
2
0
2
4
6
8
x
3
0
1
2
3
x
1
0
1
2
x
2
T3e
1
2e
2 3Te
1 2Te
2
Also
T
x
1
x
2
T_____e
1
_____e
2 ____Te
1 ____Te
2
6
EXAMPLE: Define T : R
3
R
2
such that Tx
1
, x
2
, x
3 |x
1
x
3
|, 2 5x
2 . Show that T is a not a
linear transformation.
Solution: Another way to write the transformation:
T
x
1
x
2
x
3

|x
1
x
3
|
2 5x
2
Provide a counterexample - example where T0 0, TcucTu or Tu v Tu Tv is
violated.
A counterexample:
T0 T
0
0
0
_____
which means that T is not linear.
Another counterexample: Let c 1 and u
1
1
1
. Then
Tcu T
1
1
1

|1 1|
2 51

2
3
and
cTu 1T
1
1
1
1 .
Therefore Tcu ___Tu and therefore T is not _________________.
7
Section 1.9 (Through Theorem 10) The Matrix of a Linear Transformation
Identity Matrix I
n
is an n n matrix with 1s on the main left to right diagonal and 0s elsewhere.
The ith column of I
n
is labeled e
i
.
EXAMPLE:
I
3
e
1
e
2
e
3

1 0 0
0 1 0
0 0 1
Note that
I
3
x
1 0 0
0 1 0
0 0 1
x
1
x
2
x
3
____ ____ ____ ____.
In general, for x in R
n
,
I
n
x ___
From Section 1.8, if T : R
n
R
m
is a linear transformation, then Tcu dvcTu dTv.
Generalized Result:
Tc
1
v
1
c
p
v
p c
1
Tv
1 c
p
Tv
p .
1
EXAMPLE: The columns of I
2

1 0
0 1
are e
1

1
0
and e
2

0
1
. Suppose T is a
linear transformation from R
2
to R
3
where
Te
1
2
3
4
and Te
2
5
0
1
.
Compute Tx for any x
x
1
x
2
.
Solution: A vector x in R
2
can be written as
x
1
x
2
_____
1
0
_____
0
1
_____e
1
_____e
2
Then
Tx Tx
1
e
1
x
2
e
2 _____Te
1 _____Te
2
_____
2
3
4
_____
5
0
1
.
Note that
Tx
x
1
x
2
.
So
Tx Te
1 Te
2
x Ax
To get A, replace the identity matrix e
1
e
2
with Te
2 Te
2
.
2
Theorem 10
Let T : R
n
R
m
be a linear transformation. Then there exists a unique matrix A such that
Tx Ax for all x in R
n
.
In fact, A is the m n matrix whose jth column is the vector Te
j , where e
j
is the jth column
of the identity matrix in R
n
.
A Te
1 Te
2 Te
n

standard matrix for the linear transformation T

EXAMPLE:
? ?
? ?
? ?
x
1
x
2

x
1
2x
2
4x
1
3x
1
2x
2
Solution:
? ?
? ?
? ?
standard matrix of the linear transformation T
? ?
? ?
? ?
Te
1 Te
2
(fill-in)
3
EXAMPLE: Find the standard matrix of the linear transformation T : R
2
R
2
which rotates a
point about the origin through an angle of

4
radians (counterclockwise).
1 1
1
1
1 1
1
1
Te
1 Te
2
A
4