Professional Documents
Culture Documents
Department of Mathematics
Office: S17-06-16
Tel: 6516-2937
Introduction
2
Content. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Assessment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Linear Systems & Their Solutions
Lines on the plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Linear Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Solutions of a Linear System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Linear System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Consistency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9
10
12
15
21
24
25
32
33
35
40
Row-Echelon Form
Row-Echelon Form. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Reduced Row-Echelon Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Solve Linear System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
42
43
47
50
Gaussian Elimination
Row Echelon Form. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Gaussian Elimination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Gauss-Jordan Elimination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Consistency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
59
60
61
68
73
78
Geometric Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
Homogeneous Linear Systems
102
Homogeneous Linear Equations & Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
Geometric Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Introduction
2 / 111
Algebra:
Matrices.
Vector Spaces.
Euclidean spaces.
Subspaces.
Bases and Dimensions.
Change of Bases.
4 / 111
Orthogonality.
Dot Product.
Orthogonal and Orthonormal Bases.
Diagonalization.
Linear Transformation.
Linear Algebra (Concepts and Techniques on Euclidean Spaces) 2nd edition, McGraw Hill, Ma, Ng, &
Tan.
7 / 111
9 / 111
y0
b
x0
(x0 , y0 )
Every point on the xy -plane can be uniquely represented by a pair of real numbers (x0 , y0 ).
10 / 111
ax + by = c
The points on a straight line are precisely all the points (x, y) on the xy -plane satisfying a
linear equation
ax + by = c ,
Linear Equation
A linear equation in n variables (unknowns) x1 , x2 , . . . , xn is an equation in the form
a1 x1 + a2 x2 + + an xn = b ,
Note: In a linear equation, we do not assume that a1 , a2 , . . . , an are not all zero.
If a1 = = an = 0 but b 6= 0, it is inconsistent.
If a1 = = an = b = 0, it is a zero equation.
A linear equation which is not a zero equation is called a nonzero equation.
For instance,
Examples
The following equations are linear equations:
x + 3y = 7;
x1 + 2x2 + 2x3 + x4 = x5 ;
x1 + 2x2 + 2x3 + x4 x5 = 0.
y = x 21 z + 4.5;
x + y + 21 z = 4.5.
Examples
In the xyz -space, the linear equation
ax + by + cz = d ,
For instance, z = 0 (i.e., 0x + 0y + 1z = 0) is the xy -plane contained inside the xyz -space.
14 / 111
a1 s1 + a2 s2 + + an sn = b,
The solution set of ax + by = c (in x, y ), where a, b are not all zero, represents a straight
line in xy -plane.
The solution set of ax + by + cz = d (in x, y, z ), where a, b, c not all zero, represents a
plane in xyz -space.
Examples
Linear equation 4x 2y = 1 in variables x and y .
x can take any arbitrary value, say t.
1
x = t y = 2t
( 2.
x = t,
General solution:
t is a parameter.
y = 2t 21 ,
+ 41 .
y = s x = 12 s (
x = 12 s + 41 ,
General solution:
s is a parameter.
y = s,
x = 1,
y = 1.5,
x = 1.5,
y = 2.5,
x = 1,
y = 2.5.
16 / 111
Examples
x1 4x2 + 7x3 = 5 in three variables x1 , x2 , x3 .
x2 and x3 can be chosen arbitrarily, say s and t.
x2 = s and x3 = t x1 = 5 + 4s 7t.
x1 = 5 + 4s 7t,
x2 = s,
s, t are arbitrary parameters.
x3 = t,
x1 = s and x2 = t x3 = 75 17 s + 74 t.
x1 = s,
x2 = t,
s, t are arbitrary parameters.
x3 = 75 17 s + 47 t,
17 / 111
Examples
In xy -plane, x + y = 1 has a general solution
(x, y) = (1 s, s), s is an arbitrary parameter.
These points form a line in xy -plane:
y
1
(1 s, s)
b
x+y =1
18 / 111
Examples
In xyz -space, x + y = 1 has a general solution
(x, y, z) = (1 s, s, t), s, t are arbitrary parameters.
These points form a plane in xyz -space:
z
(1 s, s, t)
b
(1 s, s, 0)
The projection of the plane x + y = 1 in xyz -space on the xy -plane is the line x + y = 1 in
xy -plane.
19 / 111
10
Examples
The zero equation in n variables x1 , x2 , . . . , xn is
0x1 + 0x2 + + 0xn = 0 (or simply 0 = 0).
The equation is satisfied by any values of x1 , x2 , . . . , xn .
(x1 , x2 , . . . , xn ) = (t1 , t2 , . . . , tn ),
Linear System
A linear system (system of linear equations) of m linear equations in n variables x1 , x2 , . . . , xn
is
a11 x1
a21 x1
a x
m1 1
+ a12 x2 + + a1n xn = b1 ,
+ a22 x2 + + a2n xn = b2 ,
..
.
..
.
+ am2 x2 + + amn xn = bm ,
11
Linear System
A linear system (system of linear equations) of m linear equations in n variables x1 , x2 , . . . , xn
is
a11 x1
a21 x1
a x
m1 1
+ a12 x2 + + a1n xn = b1 ,
+ a22 x2 + + a2n xn = b2 ,
..
.
..
.
+ am2 x2 + + amn xn = bm ,
The solution set is the set of all solutions to the linear system.
A general solution is an expression which generates the solution set of the linear system.
22 / 111
Example
Linear system
4x1 x2 + 3x3 = 1,
3x1 + x2 + 9x3 = 4.
x1 = 1 + 12t,
x3 = 1 7t,
12
23 / 111
Consistency
Remark. In a linear system, even if every equation has a solution, there may not be a solution to
the system.
x + y = 4,
2x + 2y = 6.
2x + 2y = 6 x + y = 3.
x + y = 4 & x + y = 3 4 = 3, impossible!
Examples
Linear system in variables x, y of two equations:
a1 x + b1 y = c1 , (L1 )
a2 x + b2 y = c2 . (L2 )
L2
x
13
Examples
Linear system in variables x, y of two equations:
a1 x + b1 y = c1 , (L1 )
a2 x + b2 y = c2 . (L2 )
L1
L2
x
Examples
Linear system in variables x, y of two equations:
a1 x + b1 y = c1 , (L1 )
a2 x + b2 y = c2 . (L2 )
L1
L2
14
Examples
Linear system in variables x, y, z of two equations:
a1 x + b1 y + c1 z = d1 , (P1 )
a2 x + b2 y + c2 z = d2 . (P2 )
P2
P1
Examples
Linear system in variables x, y, z of two equations:
a1 x + b1 y + c1 z = d1 , (P1 )
a2 x + b2 y + c2 z = d2 . (P2 )
P1
P2
15
Examples
Linear system in variables x, y, z of two equations:
a1 x + b1 y + c1 z = d1 , (P1 )
a2 x + b2 y + c2 z = d2 . (P2 )
P1
Examples
Linear system in variables x, y, z of two equations:
a1 x + b1 y + c1 z = d1 , (P1 )
a2 x + b2 y + c2 z = d2 . (P2 )
a1 : a2 = b1 : b2 = c1 : c2 = d1 : d2 .
2. P1 and P2 are parallel planes
a1 : a2 = b1 : b2 = c1 : c2 .
3. P1 and P2 intersect at a line
16
32 / 111
Augmented Matrix
A linear system in variables x1 , x2 , . . . , xn :
a11 x1
a21 x1
a x
m1 1
+ a12 x2 + + a1n xn = b1 ,
+ a22 x2 + + a2n xn = b2 ,
..
.
..
.
+ am2 x2 + + amn xn = bm ,
..
..
..
..
.
.
.
.
am1 am2 amn bm
A linear system in y1 , y2 , . . . , yn with the same coefficients & constant terms has the same
augmented matrix.
33 / 111
Example
x1 + x2 + 2x3 = 9,
2x1 + 4x2 3x3 = 1,
Linear system
1 1 2 9
Augmented matrix: 2 4 3 1
3 6 5 0
This is also the augmented matrix for:
y1 + y2 + 2y3 = 9,
2y1 + 4y2 3y3 = 1,
+ + 2 = 9,
2 + 4 3 = 1,
3 + 6 5 = 0.
34 / 111
17
E1
7 E1 + cE2 = E3 .
E3
7 E3 + (c)E2 = E1 .
In terms of augmented matrix, they correspond to operations on the rows of the augmented matrix:
Multiply a row by a nonzero constant.
Interchange two rows.
Add a constant multiple of a row to another row.
R1
7 R1 + cR2 = R3 .
R3
7 R3 + (c)R2 = R1 .
35 / 111
Remark. Interchanging two rows can be obtained by using the other two operations.
R1 add 2nd row to 1st row R1 + R2
R2
R2
add (1) times 1st row to 2nd row
R1 + R2
R1
multiply 2nd row by (1)
R1 + R2
R1
add (1) times 2nd row to 1st row
R2
R1
36 / 111
18
Example
Compare operations of equations in a linear system and corresponding row operations of
augmented matrix.
x + y + 3z = 0 (1)
2x 2y + 2z = 4 (2)
3x + 9y
= 3 (3)
x + y + 3z = 0 (1)
4y 4z = 4 (4)
3x + 9y
= 3 (3)
1 1 3 0
2 2 2 4
3 9 0 3
1 1
3 0
0 4 4 4
3 9
0 3
x + y + 3z = 0 (1)
4y 4z = 4 (4)
6y 9z = 3 (5)
1 1
3 0
0 4 4 4
0 6 9 3
37 / 111
Example
Compare operations of equations in a linear system and corresponding row operations of
augmented matrix.
x + y + 3z = 0 (1)
4y 4z = 4 (4)
6y 9z = 3 (5)
x + y + 3z = 0 (1)
4y 4z = 4 (4)
15z = 9 (6)
0
1 1
3
0 4 4 4
0 0 15 9
(6) z = 3/5.
Substitute z = 3/5 into (4):
1 1
3 0
0 4 4 4
0 6 9 3
4y 4(3/5) = 4 y = 2/5.
19
Example
Compare operations of equations in a linear system and corresponding row operations of
augmented matrix.
x + y + 3z = 0 (1)
4y 4z = 4 (4)
6y 9z = 3 (5)
1 1
3 0
0 4 4 4
0 6 9 3
x + y + 3z = 0 (1)
4y 4z = 4 (4)
15z = 9 (6)
1 1
3
0
0 4 4 4
0 0 15 9
A B .
multiply the same row by 1/c
B A.
interchange two rows
A B .
interchange the two rows again
B A.
add c times of row i to row j
A B .
add (c) times of row i to row j
B A.
20
B is row equivalent to A.
A is row equivalent to B & B is row equivalent to C
A is row equivalent to C .
Theorem. Let A and B be augmented matrices of two linear systems. Suppose A and B are
row equivalent.
Then the corresponding linear systems have the same set of solutions.
Question. Given an augmented matrix A, how to find an row equivalent augmented matrix B
which is of a simple (or the simplest) form?
41 / 111
Row-Echelon Form
42 / 111
Row-Echelon Form
Definition. An augmented matrix is said to be in row-echelon form if the following properties are
satisfied.
1. The zero rows are grouped together at the bottom.
nonzero row
nonzero row
zero row
zero row
2. For any two successive nonzero rows, the first nonzero number (leading entry) in the lower row
appears to the right of the first nonzero number in the higher row.
0 0
, nonzero.
0 0 0 0 0
43 / 111
21
Row-Echelon Form
Definition. Suppose an augmented matrix is in row-echelon form.
The leading entry of a nonzero row is a pivot point.
A column of the augmented matrix is called a
pivot column if it contains a pivot point;
non-pivot column if it contains no pivot point.
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
. .
.. ..
0 0 0
..
.
..
.
..
.
0
0
. .
.. ..
0 0 0 0
Examples
These augmented matrices are in row-echelon form:
3 2 1
1 1 0
0 1 0
2 1 0
0 1 0
0 0 1
1 2 3 4
0 1 1 2
0 0 2 3
0 1 2 8 1
0 0 0 4 3
0 0 0 0 0
0 0 0 0 0
45 / 111
22
Examples
These augmented matrices are NOT in row-echelon form:
0 1 0
1 0 0
0 0 1
1 1 0
0 0 1
1 0 2 1
0 1 0 2
0 1 1 3
0 0 0 0 0
1 0 2 0 1
0 0 0 1 3
0 0 0 0 0
46 / 111
4. In each pivot column, except the pivot point, all other entries are 0.
0 0 1 0 0
0 0 0 0 1 0
0 0 0 0 0 0 1
..
.
0
0
..
.
..
.
0 0
0 0
..
.
..
.
0 0
0 0
..
.
..
.
0 0
0 0
47 / 111
23
Examples
These are in reduced row-echelon form:
1 2 3
0 0 0
0 0 0
1 0 0
0 1 0
0 0 1
1 0 0
0 1 0
0 0 1
0 1 2
0 0 0
0 0 0
0 0 0
1
2
3
0
1
0
0
1
3
0
0
48 / 111
Examples
These row-echelon forms are NOT reduced:
3 2 1
1 1 0
0 1 0
2 1 0
0 1 0
0 0 1
1 2 3 4
0 1 1 2
0 0 2 3
0 1 2 8 1
0 0 0 4 3
0 0 0 0 0
0 0 0 0 0
49 / 111
24
1 0 0 1
Augmented matrix 0 1 0 2 .
0 0 1 3
=1
x1
x2
=2
Equivalently
x3 = 3.
0 0 0 0
0 0 0 0
x1 = r , x2 = s, x3 = t, r, s, t arbitrary parameters.
51 / 111
25
3 1 4
Augmented matrix 0 2 1 .
0 0 1
3x1 + 1x2 = 4
Linear system 0x1 + 2x2 = 1
0x1 + 0x2 = 1
Examples
1 1 0 3 2
Augmented matrix 0 0 1 2 5 .
0 0 0 0 0
53 / 111
26
Examples
1 1 0 3 2
Augmented matrix 0 0 1 2 5 .
0 0 0 0 0
x1 x2
+ 3x4 = 2
x3 + 2x4 = 5
x3 + 2t = 5 x3 = 5 2t.
2. Substitute x4 = t into the first equation.
x1 x2 + 3t = 2.
Let x2 = s. Then x1 = 2 + s 3t.
Infinitely many solutions (s and t are arbitrary parameters)
x1 = 2 + s 3t, x2 = s, x3 = 5 2t, x4 = t.
54 / 111
Examples
0 2 2 1 2
0 0 1 1 1
Augmented matrix
0 0 0 0 2
2
3 .
4
=2
=3
= 4.
55 / 111
27
Examples
0 2 2 1 2 2
Augmented matrix 0 0 1 1 1 3 .
0 0 0 0 2 4
2x5 = 4.
x3 + x4 + 2 = 3, i.e., x3 + x4 = 1.
Let x4 = t. Then x3 = 1 t.
3. Substitute x5 = 2, x3 = 1 t, x4 = t into the first:
2x2 + 2(1 t) + t 2 2 = 2. So x2 = 2 + 21 t.
56 / 111
Examples
0 2 2 1 2 2
Augmented matrix 0 0 1 1 1 3 .
0 0 0 0 2 4
2x5 = 4.
x1
x2
x3
x4
x
5
=s
= 2 + 21 t
=1t
=t
= 2,
28
Algorithm
Suppose that the augmented matrix corresponding to a linear system is in row-echelon form.
1. Set the variables corresponding to non-pivot columns to be arbitrary parameters.
2. Solve the variables corresponding to pivot columns by back substitution (from last equation
to first.)
2x5 = 4.
Variables corresponding to pivot columns: x2 , x3 , x5 .
Variables corresponding to non-pivot columns: x1 , x4 .
Gaussian Elimination
59 / 111
A = A 0 A 1 A 2 A k = R.
1. If R is in row-echelon form,
29
Gaussian Elimination
Given an augmented matrix, we need an algorithm to find its (reduced) row-echelon form of A.
0 0
0
2
4 2 8
Example. 0 1
2
4
5 3 9
0 2 4 5 4 3 6
0 0
0
2
4 2 8
2
4
5 3 9
1. Find the leftmost column which is not entirely zero. 0 1
0 2 4 5 4 3 6
2. Check the top entry of such column. If it is 0,
replace it by a nonzero number by interchanging the top row with another row below.
0 1
2
4
5 3 9
0 0
0
2
4 2 8
0 2 4 5 4 3 6
61 / 111
Gaussian Elimination
2
4
5 3 9
0 1
0
2
4 2 8
Example. 0 0
0 2 4 5 4 3 6
then replace it by a nonzero number by interchanging the top row with another row below.
3. For each row below the top row,
add a suitable multiple of the top row to it so that its leading entry becomes 0.
Add 2 times the first row to the third row:
0 1 2 4 5 3 9
0 0 0 2 4 2
8
0 0 0 3 6 9 12
62 / 111
30
Gaussian Elimination
0 1 2 4 5 3 9
Example. 0 0 0 2 4 2
8
0 0 0 3 6 9 12
4. Cover the top row and repeat the procedure to the matrix remained.
1. The 4th column is the leftmost nonzero column.
0 1 2 4 5 3 9
0 0 0 2 4 2
8
0 0 0 3 6 9 12
0 1 2 4 5 3 9
0 0 0 2 4 2
8
0 0 0 0 0 6 24
63 / 111
Gaussian Elimination
Gaussian Elimination. Use elementary row operations to reduce an augmented matrix to
row-echelon form.
1. Find the leftmost column which is not entirely zero.
2. If the top entry of such column is 0,
then replace it by a nonzero number by interchanging the top row with another row.
3. For each row below the top row,
add a suitable multiple of the top row to it so that its leading entry becomes 0.
4. Cover the top row and repeat the procedure to the remained matrix.
31
Example
2x3 + 4x4
0
Augmented matrix: 1
2
+ 2x5 = 8
+ 3x5 = 9
+ 3x5 = 6
0
2
4 2 8
2
4
5 3 9
4 5 4 3 6
1 2 4 5 3 9
8
0 0 2 4 2
0 0 0 0 6 24
6x5 = 24
65 / 111
Example
The given linear system has the same solution set as
6x5 = 24
x2 = s and x4 = t.
2. Solve the variables corresponding to pivot columns.
6x5 = 24 x5 = 4.
2x3 + 4 t + 2(4) = 8 x3 = 8 2t.
x1 + 2 s + 4(8 2t) + 5 t + 3(4) = 9
x1 = 29 2s + 3t.
66 / 111
32
Example
x1
x2
x3
x4
x
5
= 29 2s + 2t
=s
= 8 2t
=t
= 4
Gauss-Jordan Elimination
Suppose an augmented matrix is in row-echelon form. Is there an algorithm to get its reduced
row-echelon form?
1 2 4 5 3 9
8 .
Example. 0 0 2 4 2
0 0 0 0 6 24
1 2 4 5 3 9
0 0 1 2 1 4 .
0 0 0 0 1 4
68 / 111
33
Gauss-Jordan Elimination
1 2 4 5 3 9
Example. 0 0 1 2 1 4 .
0 0 0 0 1 4
2. In each pivot column, all entries other than the pivot point must be 0.
Add (3) times 3rd row to 1st row, and add (1) times 3rd row to 2nd row.
1 2 4 5 0 3
0 0 1 2 0 8 .
0 0 0 0 1 4
Add (4) times 2nd row to 1st row.
1 2 0 3 0 29
0 0 1 2 0 8 .
0 0 0 0 1 4
69 / 111
Gauss-Jordan Elimination
Gauss-Jordan Elimination. Use elementary row operations to reduce a matrix to reduced
row-echelon form.
1-4. Use Gaussian Elimination to get a row-echelon form.
5. For each nonzero row, multiple a suitable constant so that the pivot point becomes 1.
6. Begin with the last nonzero row, work backwards.
Add suitable multiple of each row to the rows above to introduce 0 above the pivot points.
Remarks.
Every matrix has a unique reduced row-echelon form.
34
Example
2x3 + 4x4
0
Augmented matrix: 1
2
+ 2x5 = 8
+ 3x5 = 9
+ 3x5 = 6
0
2
4 2 8
2
4
5 3 9
4 5 4 3 6
1 2 0 3 0 29
8
0 0 1 2 0
0 0 0 0 1 4
x1 + 2x2
3x4 +
x3 + 2x4
= 29
=
8
x5 = 4
71 / 111
Example
x1 + 2x2
3x4 +
x3 + 2x4
= 29
=
8
x5 = 4
x1 + 2s 3t = 29 x1 = 29 2s + 3t.
x3 + 2t = 8 x3 = 8 2t.
x5 = 4.
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35
Consistency
Suppose that A is the augmented matrix of a linear system, and R is a row-echelon form of A.
When the system has no solution (i.e., is inconsistent)?
When the system has exactly one solution?
When the system has infinitely many solutions?
Recall the procedure of finding solution:
1. Set the variables corresponding to non-pivot columns as arbitrary parameters.
2. Solve variables corresponding to pivot columns.
The procedure is valid as long as
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Consistency
Suppose that A is the augmented matrix of a linear system, and R is a row-echelon form of A.
When the system has no solution (i.e., is inconsistent)?
Answer: There is a row in R with the form
0 0 0 , where is nonzero.
Examples.
3 2 3 4
0 0 1 1 ,
0 0 0 2
3 2 3 4
0 0 0 5 .
0 0 0 0
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36
Consistency
Suppose that A is the augmented matrix of a linear system, and R is a row-echelon form of A.
When the system has exactly one solution?
Recall the procedure of finding solution:
1. Set the variables corresponding to non-pivot columns as arbitrary parameters.
2. Solve variables corresponding to pivot columns.
For consistency, the last column is non-pivot. We also need
Consistency
Suppose that A is the augmented matrix of a linear system, and R is a row-echelon form of A.
When the system has exactly one solution?
Answer:
0
0 0
..
.
..
.
0
0
0
0
0
0
.. . .
.
.
0 0 0
0 0 0
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37
Consistency
Suppose that A is the augmented matrix of a linear system, and R is a row-echelon form of A.
When the system has infinitely many solutions?
Answer:
Examples:
5 1 2 3 4
0 1 2 3 4
0 0 1 0 1 , 0 0 1 0 1 .
0 0 0 1 2
0 0 0 0 0
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Notations
Notations for elementary row operations.
Multiply the ith row by (nonzero) constant k : kRi .
Interchange the ith and the j th rows: Ri Rj .
Add k times the ith row to the j th row: Rj + kRi .
Note:
a R1 +R2 a + b R2 +(1)R1 a + b
a
b
b
(1)R2
b
b
R +R2
.
1
a
a
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38
Example 1
What is the condition so that the system is consistent?
x + 2y 3z = a
2x + 6y 11z = b
x 2y + 7z = c.
1 2 3 a
The augmented matrix is 2 6 11 b .
1 2
7
c
2
3 a
1
R2 +(2)R1
6 11 b 0
2
7 c
1
a
1 2 3
R3 +(1)R1
0 2 5 b 2a
0 4 10 c a
1 2 3
a
R +2R2
0 2 5
b 2a
3
0 0 0 2b + c 5a
1
2
1
2 3
2 5
2
7
a
b 2a
c
79 / 111
Example 1
What is the condition so that the system is consistent?
x + 2y 3z = a
2x + 6y 11z = b
x 2y + 7z = c.
1 2 3
a
b 2a
0 2 5
0 0 0 2b + c 5a
39
Example 2
x + 2y + z = 1
2x + by + 2z = 2
Find the number of solutions:
4x + 8y + b2 z = 2b
Find a row-echelon form of augmented matrix.
1 2 1 1
2 b 2 2
4 8 b2 2b
1
R3 +(4)R1
1
R2 +(2)R1
2
1
1
b
2
2
2
0 b 4 2b 4
2
1
1
b4
0
0
2
0
b 4 2b 4
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Example 2
x + 2y + z = 1
2x + by + 2z = 2
Find the number of solutions:
4x + 8y + b2 z = 2b
Find a row-echelon form of augmented matrix.
1
2
4
2 1
b 2
8 b2
1
1
2
2 0 b 4
2b
0
0
1
0
b2 4
1
2
1
0 b4
0
0
0
b2 4
0
2b 4
1
1
= 0
0
2b 4
0
2 1 1
0 0 0
0 12 4
1 2 1 1
R R3
0 0 12 4
2
0 0 0 0
The second column and the last column are non-pivot. Infinitely many solutions (one
parameter).
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40
Example 2
x + 2y + z = 1
2x + by + 2z = 2
Find the number of solutions:
4x + 8y + b2 z = 2b
1
1
2
1
0
0
Let b 6= 4. Row-echelon form: 0 b 4
2
0
0
b 4 2b 4
b2 4 = 0
2b 4 6= 0
b = 2 or 2
b 6= 2
b = 2.
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Example 2
x + 2y + z = 1
Find the number of solutions:
2x + by + 2z = 2
4x + 8y + b2 z = 2b
1
2
1
1
1 6= 0
b 4 6= 0
2
b 4 6= 0
b 6= 4, b 6= 2, b 6= 2.
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41
Example 2
x + 2y + z = 1
2x + by + 2z = 2
Find the number of solutions:
4x + 8y + b2 z = 2b
1
2
1
1
0
0
Let b 6= 4. Row-echelon form: 0 b 4
2
0
0
b 4 2b 4
1 = 0 or
b 4 = 0 or
some other colns non-pivot
2
b 4=0
b = 4 or b = 2 or b = 2.
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Example 2
x + 2y + z = 1
2x + by + 2z = 2
Find the number of solutions:
4x + 8y + b2 z = 2b
1
2
1
1
b = 4 or b = 2.
No solution:
b = 2.
b 6= 4, b 6= 2, b 6= 2.
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42
Example 3
=a
ax + y
x+y+ z=1
Find the number of solutions:
y + az = b
a 1 0 a
1 1 1 1
R1 R2
1 1 1 1
a 1 0 a
0 1 a b
0 1 a b
1
1
1 1
R2 +(a)R1
0 1 a a 0
0
1
a b
1
1
1 1
R R3
2
0
1
a b
0 1 a a 0
1 1
1
1
R3 +(a1)R2
0 1
a
b
2
0 0 a 2a (a 1)b
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Example 3
=a
ax + y
Find the number of solutions:
x+y+ z=1
y + az = b
1 1
1
1
a
b
Row-echelon form: 0 1
2
0 0 a 2a (a 1)b
No solution last column is pivot
a2 2a = 0 and (a 1)b 6= 0
(a = 0 or a = 2) and (a 6= 1 and b 6= 0)
(a = 0 or a = 2) and b 6= 0.
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43
Example 3
=a
ax + y
x+y+ z=1
Find the number of solutions:
y + az =
b
1
1 1
1
a
b
Row-echelon form: 0 1
0 0 a2 2a (a 1)b
Unique solution Only the last column is non-pivot
a2 2a 6= 0
a 6= 0 and a 6= 2.
Infinite solutions last and some other columns non-pivot
a2 2a = 0 and (a 1)b = 0
(a = 0 or a = 2) and (a = 1 or b = 0)
(a = 0 or a = 2) and b = 0.
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Example 4
Find a cubic curve y = a + bx + cx2 + dx3 that contains points (0, 10), (1, 7), (3, 11), (4, 14).
Substitute the (x, y)-coordinates into the cubic curve.
10 = a + 0b + 0c + 0d
7 = a + 1b + 1c + 1d
11 = a + 3b + 9c + 27d
14 = a + 4b + 16c + 64d
1
1
Augmented matrix:
1
1
0 0 0 10
1 1 1
7
3 9 27 11
4 16 64 14
44
90 / 111
Example 4
1
1
1
1
0
1
3
4
0 0
1 1
9 27
16 64
10
R2 +(1)R1
R3 +(1)R1
7
11
R4 +(1)R1
14
1
0
0
0
0
1
3
4
0 0
1 1
9 27
16 64
1 0 0 0
0 1 1 1
6 24
R4 +(4)R2 0 0
0 0 12 60
1 0 0 0
R4 +(2)R3 0 1 1
1
0 0 6 24
0 0 0 12
1 0 0 0 10
1
R3 0 1 1 1 3
6
0 0 1 4 2
1
R
4
12
0 0 0 1 1
R3 +(1)R2
10
3
21
24
10
3
12
12
10
3
12
12
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Example 4
1
1
1
1
0
1
3
4
0 0
1 1
9 27
16 64
10
11
14
10
3
2
1
0
1
0
0
0
1
1
0
0
1
4
1
1
R2 +(1)R4 0
R3 +(4)R4 0
0
1
R2 +(1)R3 0
0
0
0
1
0
0
0
1
1
0
0
0
0
1
0
1
0
0
0
0
1
0
0
0
0
1
1
0
0
0
10
4
6
1
10
2
6
1
45
Geometric Interpretation
Linear system of three equations in three variables x, y, z :
What is the reduced row-echelon form of the augmented matrix? What is the geometric
interpretation?
The reduced row-echelon form R has three rows and four columns.
Geometric Interpretation
Assume that the system is consistent, i.e., the last column is of R is a non-pivot column.
Each nonzero row contains exactly one pivot point.
Each pivot column contains exactly one pivot point.
no. of nonzero rows = no. of pivot points
The
are all pivot columns.
first three columns
1 0 0
0 1 0
0 0 1
46
Geometric Interpretation
Assume that the system is consistent, i.e., the last column is of R is a non-pivot column.
Each nonzero row contains exactly one pivot point.
Each pivot column contains exactly one pivot point.
no. of nonzero rows = no. of pivot points
One
of the firstthree
columns is
non-pivot.
0
0
0
1
0
0
0
1
0
0
0
0
0
0
0
1
0
0
0
0
0
1
0
The system has a infinitely many solutions with one arbitrary parameter.
The three planes meet at a straight line.
95 / 111
Geometric Interpretation
Assume that the system is consistent, i.e., the last column is of R is a non-pivot column.
Each nonzero row contains exactly one pivot point.
Each pivot column contains exactly one pivot point.
no. of nonzero rows = no. of pivot points
Only
one of the
first
three columns
is pivot.
1
0
0
0
0
0
0
0 0
0
0
1
0
0
0
0
0 0
0
0
0
0
0
1
0
0
0
0
The system has a infinitely many solutions with two arbitrary parameters.
The three planes coincides.
96 / 111
47
Examples
x + y + 2z = 1
xy z=0 .
x+y z=2
1
1
1
1
2
1 1
1 1
1
R2 +(1)R1
0
R3 +(1)R1
2
1
1
( )R2
12 0
( 3 )R3
0
1 1
0 2
0 0
2
3
3
1
1
0
3
2
1
2
13
1 1
R1 +(2)R3
3 0 1
R2 +( 2 )R3
0 0
1 0
R1 +(1)R2
0 1
0 0
0
0
1
0
0
1
5
3
1
1
1
1
31
2
3
1
31
Solution: x = 2/3, y = 1, z = 1/3. The three planes meet at point (2/3, 1, 1/3).
97 / 111
Examples
x + y + 2z = 1
xy z=0
.
2x
+ z=1
3x y
=1
1
1
2
3
1
2
1 1
0
1
1 0
1
R2 +(1)R1
R3 +(2)R1
0
1
R4 +(3)R1
1
1 1
0 2
0 2
0 4
2
3
3
6
1 1
2
0 2 3
0
0
R4 +(2)R2 0
0 0
0
1 1 2 1
1
3
( 1 )R2 0 1
2
2
2
0 0 0 0
0 0 0 0
R3 +(1)R2
1
1
1
2
1
1
0
0
98 / 111
48
Examples
x + y + 2z = 1
xy z=0
.
2x
+ z=1
3x y
=1
1 1
2
1 1 1
2 0
1
3 1 0
1
1
1
0
0
0
1
1
0
0
1
R1 +(1)R2 0
0
0
3
2
1
2
0
0
0
1
0
0
0
0
1
2
3
2
0
0
x + 21 t =
y + 23 t =
1
2
1
2
1
2
1
2
0
0
x = 12 21 t.
y = 21 32 t.
99 / 111
Examples
x + y + 2z = 1
xy z=0
.
2x
+ z=1
3x y
=1
1 1
2
1 1 1
2 0
1
3 1 0
1
1
1
0
0
0
1
1
0
0
1
R1 +(1)R2 0
0
0
3
2
1
2
1
2
3
2
1
2
1
2
0
0
0
1
0
0
0
0
0
0
0
0
49
Examples
x + y + 2z = 1
3x + 3y + 6z = 3
1 1 2 1
3 3 6 3
R2 +(3)R1
1 1 2 1
0 0 0 0
x + s + 2t = 1 x = 1 s 2t.
102 / 111
a1 x1 + a2 x2 + + an xn = 0
..
..
.
.
103 / 111
50
Example
Find the equation ax2 + by 2 + cz 2 = d in the xyz -space which contains points
a+ b+ c=d
a + 9b + 9c = d
4a
+ 4c = d
a+ b+ cd=0
a + 9b + 9c d = 0
4a
+ 4c d = 0
1 1 1 1 0
Augmented matrix: 1 9 9 1 0
4 0 4 1 0
104 / 111
Example
Find the equation ax2 + by 2 + cz 2 = d in the xyz -space which passes through
a+ b+ cd=0
a + 9b + 9c d = 0
4a
+ 4c d = 0
1
1
4
1 1
9 9
0 4
1
1
1
0
R2 +(1)R1
0
R3 +(4)R1
0
1
R3 + 21 R2
0
0
1 1
1
8 R2
0 1
1
4 R3
0 0
1 1
0 8
0 4
1 1
8 8
0 4
1 1
1 0
1 43
1 1
8 0
0 3
1
0
3
0
0
0
0
0
0
0
0
0
105 / 111
51
Example
Find the equation ax2 + by 2 + cz 2 = d in the xyz -space which passes through
a+ b+ cd=0
a + 9b + 9c d = 0
4a
+ 4c d = 0
1 1
1 9
4 0
1 1
9 1
4 1
0
1 1 1
0 0 1 1
0
0 0 1
1 1
R2 +(1)R3
0 1
R1 +(1)R3
0 0
1 0
R1 +(1)R2
0 1
0 0
0
0
0
1
0
3
4
0 47
0 43
1 33
0 1
0 34
1 43
0
0
0
0
0
106 / 111
Example
Find the equation ax2 + by 2 + cz 2 = d in the xyz -space which passes through
a+ b+ cd=0
a + 9b + 9c d = 0
4a
+ 4c d = 0
1 1
1 9
4 0
1 1
9 1
4 1
0
0
0
1
0
0
0 0
1 0
0 1
1
43
3
4
0
0
0
a = t, b = 43 t and c = 34 t.
It is equivalent to x2 + 43 y 2 + 34 z 2 = 1.
107 / 111
52
Geometric Interpretation
In the xy -plane, the homogeneous system of two equations
a1 x + b1 y = 0 (L1 )
a2 x + b2 y = 0 (L2 )
where a1 , b1 not all zero, a2 , b2 not all zero, represent straight lines through the origin O(0, 0).
y
L1
L2
Geometric Interpretation
In the xy -plane, the homogeneous system of two equations
a1 x + b1 y = 0 (L1 )
a2 x + b2 y = 0 (L2 )
where a1 , b1 not all zero, a2 , b2 not all zero, represent straight lines through the origin O(0, 0).
y
L1
L2
53
Geometric Interpretation
In xyz -space, the homogeneous system of two equations
a1 x + b1 y + c1 z = 0 (P1 )
a2 x + b2 y + c2 z = 0 (P2 )
where a1 , b1 , c1 not all zero, a2 , b2 , c2 not all zero, represent plans containing the origin O(0, 0, 0).
O(0, 0, 0)
P1
P2
Geometric Interpretation
In xyz -space, the homogeneous system of two equations
a1 x + b1 y + c1 z = 0 (P1 )
a2 x + b2 y + c2 z = 0 (P2 )
where a1 , b1 , c1 not all zero, a2 , b2 , c2 not all zero, represent plans containing the origin O(0, 0, 0).
P1
Case 2: The two planes intersect at a straight line passing through O(0, 0, 0).
111 / 111
54