Linear Systems

A system of m linear equations in n unknowns is a set of linear

equations
a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
= b
1
a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
= b
2
.
.
. =
.
.
.
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
= b
m
A solution to this linear system is a set of numbers s
1
, s
2
, . . . , s
n
such that when x
i
= s
i
, i = 1, . . . , n, each of the equation in the
system is satised.
When all of the b
i
s are zero, then the linear system is said to be
homogeneous. Otherwise, the linear system is nonhomogeneous.
Consider the following linear system:
2x + y + z = 1
4x + y = 2
2x + 2y + z = 7
The above linear system may expressed in the form AX = B so
that:
AX =

2 1 1
4 1 0
2 2 1

x
y
z

1
2
7

= B
A here is called the coecient matrix.
Recall the elimination steps we take here:
1. Subtract 2 times the rst equation from the second;
2. Subtract -1 times the rst equation from the third;
3. Subtract -3 times the second equation from the third.
1
We represent these steps through matrices called elementary
matrices. For instance E
21
is an elementary matrix indicating by
the subscripts that it changes row 2 by a multiple of row 1, and
also produces a zero in the (2,1)-entry of the orginal matrix.
E
21
=

1 0 0
2 1 0
0 0 1

E
31
=

1 0 0
0 1 0
1 0 1

E
32
=

1 0 0
0 1 0
0 3 1

A =

2 1 1
4 1 0
2 2 1

E
21
A =

1 0 0
2 1 0
0 0 1

2 1 1
4 1 0
2 2 1

2 1 1
0 1 2
2 2 1

E
31
E
21
A =

1 0 0
0 1 0
1 0 1

2 1 1
0 1 2
2 2 1

2 1 1
0 1 2
0 3 2

E
32
E
31
E
21
A =

1 0 0
0 1 0
0 3 1

2 1 1
0 1 2
0 3 2

2 1 1
0 1 2
0 0 4

E
32
E
31
E
21
=

1 0 0
2 1 0
5 3 1

.
Remarks:
1. Product of elementary matrices are lower triangular.
2. Elementary matrices are invertible.
3. Inverses of elementary matrices are lower triangular.
2
LU-factorization of matrix A
In the previous discussion, we saw that a matrix can be factored
into a lower triangular matrix and an upper triangular matrix. How-
ever this does not hold for all matrix. Consider
A =

1 1 1
1 1 2
1 2 5