Chapter 1

Systems of Linear Equations

1.1 Introduction to Systems of Linear Equations
1.2 Gaussian Elimination and Gauss-Jordan Elimination
1.3 Applications of Systems of Linear Equations

1.1

1.1 Introduction to Systems of Linear Equations

A linear equation in n variables:

a1 x1 a2 x2 a3 x3

an xn b

ai : real-number coefficients
xi : variables needed to be solved
b : real-number constant term
a1: leading coefficient
x1: leading variable

Notes:
(1) Linear equations have no products or roots of variables and
no variables involved in trigonometric, exponential, or
logarithmic functions
(2) Variables appear only to the first power
1.2

Ex 1: Linear or Nonlinear

Linear (a) 3x 2 y 7
Linear (c) x1 2 x2 10 x3 x4 0

Nonlinear (e) xy z 2

1
(b) x y z 2
2

Linear

(d) (sin ) x1 4 x2 e2 Linear

2
x is the exponent

(f) e x 2 y 4

Nonlinear

product of variables

Nonlinear (g) sin x1 2 x2 3x3 0

trigonometric function

1 1
Nonlinear
(h) 4
x y
not the first power
1.3

A solution of a linear equation in n variables:

a1 x1 a2 x2 a3 x3 an xn b

x1 s1 , x2 s2 , x3 s3 , , xn sn
s.t.

a1s1 a2 s2 a3s3 an sn b

Solution set:
The set of all solutions of a linear equation

Usually, the number of solutions of a linear equation is

infinite, so we need some methods to represent these
solutions.

1.4

Ex 2: Parametric representation of a solution set

x1 2 x2 4 with a solution (2, 1), i.e., x1 2, x2 1

If you solve for x1 in terms of x2, you obtain

x1 4 2 x2 (in this form, the variable x2 is free)

By letting x2 t (the variable t is called a parameter), you can
represent the solution set as

x1 4 2t , x2 t , t is any real number

The set representation for solutions: (4 2t , t ) | t R
If you choose x1 to be the free variable, the parametric
representation of the solution set is ( s, 2 12 s) | s R
1.5

A system of m linear equations in n variables:

a11 x1
a21 x1
a31 x1

a12 x2
a22 x2
a32 x2

am1 x1 am 2 x2

a13 x3
a23 x3
a33 x3

am3 x3

amn xn

a1n xn
a2 n xn
a3n xn

b1
b2
b3

bm

A solution of a system of linear equations is a sequence of

numbers s1, s2,,sn that can solve each linear equation in the
system

1.6

Notes:
Every system of linear equations has either

(1) exactly one solution

(2) infinitely many solutions
(3) no solution

Consistent:
A system of linear equations has at least one solution (for
cases (1) and (2))
Inconsistent:
A system of linear equations has no solution (for case (3))
1.7

Ex 3: Solution of a system of linear equations in 2 variables

(1)

(2)

(3)

x y 3
x y 1
two intersecting lines

x y 3
2x 2 y 6
two coincident lines
x y 3
x y 1
two parallel lines

exactly one solution

inifinite number

no solution

1.8

Ex 4: Using back substitution to solve a system in rowechelon form

x 2y 5
(1)
y 2
(2)
The row-echelon form means that it follows a stair-step pattern (two
variables are in Eq. (1) and the first variable x is the leading variable, and
one variable is in Eq. (2) and the second variable y is the leading variable)
and has leading coefficients of 1 for all equations
The back substitution means you solve Eq. (2) for y first, and then
substitute the solution of y into Eq. (1) such that there is only one
unknown variable x in it. Finally, you can solve x directly via Eq. (1).

Sol: By substituting y 2 into Eq. (1), you obtain

x 2(2) 5 x 1
The system has exactly one solution: x 1, y 2
1.9

Ex 5: Using back substitution to solve a system in rowechelon form

x 2 y 3z 9
y 3z 5
z 2

(1)
(2)
(3)

Sol: Substitute z 2 into (2), y can be solved as follows

y 3(2) 5
y 1

and substitute y 1 and z 2 into (1)

x 2( 1) 3(2) 9
x 1

The system has exactly one solution:

x 1, y 1, z 2
1.10

Equivalent:
Two systems of linear equations are called equivalent
if they have precisely the same solution set
Notes:
Each of the following operations on a system of linear
equations produces an equivalent system

O1: Interchange two equations

O2: Multiply an equation by a nonzero constant
O3: Add a multiple of an equation to another equation

Gaussian elimination:
A procedure to rewrite a system of linear equations to be in
row-echelon form by using the above three operations
1.11

Ex 6: Solve a system of linear equations (consistent system)

x 2 y 3z 9
(1)
x 3y
4
(2)
(3)
2 x 5 y 5z 17
Sol: First, eliminate the x-terms in Eqs. (2) and (3) based
on Eq. (1)
(1) (2) (2) (by O3)
x 2 y 3z 9
y 3z 5
2 x 5 y 5 z 17
(1) (2) (3) (3) (by O3)
x 2 y 3z 9
y 3z 5
y z 1

(4)

(5)

1.12

Second, eliminate the y-terms in Eq. (5) based on Eq. (4)

(4) (5) (5) (by O3)
x 2 y 3z 9
y 3z 5
2z 4

(6)

(6) 12 (6) (by O2)

x 2 y 3z 9
y 3z 5
z 2

Since the system of linear equations is expressed in its rowechelon form, the solution can be derived by the back
substitution: x 1, y 1, z 2 (only one solution)
1.13

Ex 7: Solve a system of linear equations (inconsistent system)

x1 3x2 x3 1
2 x1 x2 2 x3 2
x1 2 x2 3x3 1

(1)
(2)
(3)

Sol:

(1) ( 2) (2) (2) (by O3)

(1) ( 1) (3) (3) (by O3)
x1 3x2
x3
1
5 x2 4 x3 0
5 x2 4 x3 2

(4)
(5)

1.14

(4) (1) (5) (5) (by O3)

x1 3x2
x3
1
5 x2 4 x3 0
0 2

(a false statement)

So the system has no solution (an inconsistent system)

1.15

Ex 8: Solve a system of linear equations (infinitely many solutions)

x1
x1
Sol:

x 2 x3 0
3 x3 1
3 x2
1

(1) (2) (by O1)

x1
3x3
x2 x3
x1 3x2

(1)
(2)
(3)

1
0
1

(1)
(2)
(3)

(1) (3) (3) (by O3)

x1
3x3 1
x2 x3 0
3x2 3x3 0

(4)

1.16

Since Equation (4) is the same as Equation (2), it is not

necessary and can be omitted

x1
x2

3x3
x3

1
0

x2 x3 , x1 1 3x3
Let x3 t , then x1 3t 1
x2 t

tR

x3 t

So this system has infinitely many solutions.

1.17

1.2 Gaussian Elimination and Gauss-Jordan Elimination

mn matrix:

a11
a21
a31

am1

a12
a22
a32

am 2

a13 a1n
a23 a2 n
a33 a3n

am 3 amn

m rows

n coulmns
Notes:
(1) Every entry aij in the matrix is a real number
(2) A matrix with m rows and n columns is said to be with size mn

(3) If m n, then the matrix is called square matrix of order n

(4) For a square matrix, the entries a11, a22, , ann are called the
main diagonal entries
1.18

Ex 1:

Matrix
[2]

Size
1 1

0 0
0 0

22

1 3 0 1

1 4

e
2
2
7 4

3 2

So a scalar (any real

number) can be treated as
a 11 matrix.
As a result, all rules or
theorems for matrices can
be applied to real numbers,
but not vice versa.
It is not necessary to
remember all rules or
theorems for matrices, I
suggest you to memorize
those that are different for
matrices and real numbers.

Note:
One very common use of matrices is to represent a system
of linear equations (see the next slide)
1.19

A system of m equations in n variables:

a11 x1
a21 x1
a31 x1

am1 x1

am 2 x2

a12 x2
a22 x2
a32 x2

a13 x3
a23 x3
a33 x3

am3 x3

amn xn

bm

a13 a1n
a23 a2 n
a33 a3n

am 3 amn

x1
x
x 2


xn

b1
b
b 2


bm

a1n xn
a2 n xn
a3n xn

b1
b2
b3

Matrix form: Ax b
a11
a21
A a31

am1

a12
a22
a32

am 2

1.20

Coefficient matrix:
a11 a12
a
21 a22
a31 a32

am1 am 2

a13
a23
a33
am3

a1n
a2 n
a3n A

amn

Augmented matrix: formed by concatenating the coefficient

matrix with the constant-term vector of a system of linear
equations
a11 a12
a
21 a22
a31 a32

am1 am 2

a13
a23
a33

a1n
a2 n
a3n

am3

amn

b1
b2
b3 [ A b]

bm

1.21

Before introducing the Gaussian elimination and the GaussJordan elimination, we need some background knowledge,
including elementary row operations, the row-echelon form,
and the reduced row-echelon form
Elementary row operations:
(1) Interchange two rows: Ii , j Ri R j
(2) Multiply a row by a nonzero constant: M i( k ) (k ) Ri Ri
(3) Add a multiple of a row to another row: Ai(,kj) (k ) Ri R j R j

Row equivalent:
Two matrices are said to be row equivalent if one can be obtained
from the other by a finite sequence of above elementary row
operations
1.22

Ex 2: Elementary row operations

0 1 3 4
1 2 0 3
2 3 4 1
2 4 6 2
1 3 3 0
5 2 1 2
1 2 4 3
0 3 2 1
2 1 5 2

I1,2

1
( )
2
1

( 2)
A1,3

1 2 0 3
0 1 3 4
2 3 4 1
1 2 3 1
1 3 3 0
5 2 1 2
1 2 4 3
0 3 2 1
0 3 13 8

1.23

Row-echelon form: (1), (2), and (3)

Reduced row-echelon form: (1), (2), (3), and (4)

(1)

(2)

(3)

(4)

All rows consisting entirely of zeros occur at the bottom of

the matrix.

(2) For each row that does not consist entirely of zeros, the
first nonzero entry from the left side is 1, which is called as
leading 1.
(3) For two successive nonzero rows, the leading 1 in the
higher row is further to the left than the leading 1 in the
lower row.
(4) Every column that contains a leading 1 has zeros
everywhere else.
1.24

Ex 3: Row-echelon form or reduced row-echelon form

1 2 1 4
0 1 0 3
0 0 1 2

(row-echelon
form)

0 1 0 5
0 0 1 3
0 0 0 0

0 1
0 2
1 3
0 0

1 5 2 1 3
0 0 1 3 2 (row-echelon
0 0 0 1 4 form)
0 0 0 0 1

1
0
0
0

1 2 3 4
0 2 1 1
0 0 1 3

1 2 1 2
0 0 0 0
0 1 2 4

Violate the
second condition

0
1
0
0

(reduced rowechelon form)

(reduced rowechelon form)

Violate the first

condition
1.25

Gaussian elimination:
The procedure for reducing a matrix to a row-echelon form

Gauss-Jordan elimination:

The procedure for reducing a matrix to its reduced row-echelon

form

Notes:
(1) Every matrix has an unique reduced row-echelon form
(2) A row-echelon form of a given matrix is not unique.
(Different sequences of row operations can produce
different row-echelon forms.)
1.26

Ex 4: Solve a system by Gauss-Jordan elimination method (only

one solution)
x 2 y 3z 9
x 3y
4
2 x 5 y 5z 17
Sol:
Form the augmented matrix by concatenating A and b

1 2 3 9 A(1) A( 2)
1 3 0 4 1,2 1,3

2 5 5 17
( 3)
( 3)
(2)
A3,2
A3,1
A2,1

1 2 3 9 A(1) M (1/ 2) 1 2 3 9
2,3
3
0

1
3
5
1
3
5

0 1 1 1
0 0 1 2
(row - echelon form)
1 0 0 1
x
1
0 1 0 1
y
1

0 0 1 2
z 2

(reduced row - echelon form)

1.27

Ex 5Solve a system by Gauss-Jordan elimination method

(infinitely many solutions)

2 x1 4 x2 2 x3 0
3x1 5x2
1
Sol:

For the augmented matrix,

2 4 2
3 5 0

1
M 2( 1)

0 M1( 12 ) 1 2 1 0 A1,2( 3) 1 2 1 0

1
3
5
0
1
0

1
3
1

2 1 0 A2,1( 2 ) 1 0 5 2

1 3 1
0
1

(row-echelon form)

(reduced row-echelon form)

1.28

Then the system of linear equations becomes

x1

5 x3 2
x2 3 x3 1

It can be further reduced to

x1 2 5 x3
x 2 1 3 x3

Let x3 t , then x1 2 5t ,
x2 1 3t ,

tR

x3 t ,
So this system has infinitely many solutions

1.29

Homogeneous systems of linear equations :

A system of linear equations is said to be homogeneous
if all the constant terms are zero

a11 x1 a12 x2
a21 x1 a22 x2
a31 x1 a32 x2

am1 x1 am 2 x2

a13 x3 a1n xn 0
a23 x3 a2 n xn 0
a33 x3 a3n xn 0
am 3 x3 amn xn 0

1.30

Trivial (obvious) solution:

x1 x2 x3 xn 0

Nontrivial solution:
other solutions
Theorem 1.1
(1) Every homogeneous system of linear equations is consistent.
Furthermore, for a homogeneous system, exactly one of the
following is true:
(a) The system has only the trivial solution
(b) The system has infinitely many nontrivial solutions in addition to the
trivial solution (In other words, if a system has any nontrivial solution, this
system must have infinitely many nontrivial solutions.)

(2) If the homogenous system has fewer equations than variables,

then it must have an infinite number of solutions

1.31

Ex 6: Solve the following homogeneous system. Prove the

above two statements numerically.
x1
2 x1

x2
x2

3x3
3x3

0
0

Sol: For the augmented matrix,

( 13 )
(2)
(1)
A
M
A
1,2
2
2,1
1 1 3 0
2 1 3 0

x1
x2

2 x3

x3

1 0 2 0 (reduced row0 1 1 0 echelon form)

0
0

Let x3 t, then x1 2t , x2 t , x3 t , t R

When t 0, x1 x2 x3 0 (trivial solution)

1.32