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MA1101R LINEAR ALGEBRA

Linear Systems & Gaussian Elimination


Wang Fei
matwf@nus.edu.sg

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

Elementary Row Operations


Augmented Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Elementary Row Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Row Equivalent Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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

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What will we learn in Linear Algebra I?


Why Linear Algebra?
Linear:

Study lines, planes, and objects which are geometrically flat.


The real world is too complicated. We may (have to) use flat objects to approximate.

Algebra:

The objects are not as simple as numbers.


The operations are not limited to addition, subtraction, multiplication and division.
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What will we learn in Linear Algebra I?


Contents:
Linear Equations & Gaussian Elimination.

Solve linear systems in systematical ways.


Determine the number of solutions.

Matrices.

Definition and computations.


Determinant of square matrices.

Vector Spaces.

Euclidean spaces.
Subspaces.
Bases and Dimensions.
Change of Bases.
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What will we learn in Linear Algebra I?


Contents:
Vector Spaces Associated with Matrices.

Row Spaces, Column Spaces and Null Spaces.

Orthogonality.

Dot Product.
Orthogonal and Orthonormal Bases.

Diagonalization.

Eigenvalues and Eigenvectors.


Diagonalization and Orthogonal Diagonalization.
Quadratic Forms and Conic Sections.

Linear Transformation.

Definition, Ranges and Kernels.


Geometric Linear Transformations.
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Workload and Assessment


Lecture: 1.5 2 hours per week (week 1 to week 13);
Mondays & Thursdays 16:00 17:35, LT27
Lecturers:

Dr. Wang Fei, matwf, S17-06-16, 6516 2937


A/P Victor Tan, mattanv, S17-07-22, 6516 7936
Tutorial: 1 hour per week (week 3 to week 13);
Registration of tutorial group (13th 18th January):

NUS Students: CORS balloting.


Other Students: Manual registration (email me!).
Lab Session (MATLAB): 1 hour in week 4, 6, 8, 10, 12.
No registration for lab session.

Mondays 1113, Tuesdays 1517,


Wednesdays 1517, Fridays 1315.
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Workload and Assessment


Course Materials and Textbook:
All course Materials: All are available in IVLE.
Textbook:

Linear Algebra (Concepts and Techniques on Euclidean Spaces) 2nd edition, McGraw Hill, Ma, Ng, &
Tan.

The book is available in NUS COOP near LT27.


Lectures will follow the textbook closely.
Exercises from the book will be used as tutorial questions.

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Workload and Assessment


Homework Assignments: 4% 4 times = 16%.
Submit during the lecture time:

2nd Feb, 13th Feb,

13th March, 3rd April.

Questions will be uploaded to IVLE.


Lab Quiz: 4%.
It is an in-class quiz, conducted in week 13.
Registration for quiz slot is required.
Details will be announced.
Mid-Term Test: 20%.
2nd March, lecture time, venue TBC.
It covers the materials from tutorial 14.
Final Exam: 60%.
27th April, 9:00 11:00, venue TBC.
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Linear Systems & Their Solutions

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Lines on the plane


Consider the xy -plane:
y

y0
b

x0

(x0 , y0 )

Every point on the xy -plane can be uniquely represented by a pair of real numbers (x0 , y0 ).
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Lines on the plane


Consider the xy -plane:
y

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 ,

where a and b are not both zero.


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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 ,

where a1 , a2 , . . . , an and b are real constants.

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,

0x1 + 0x2 = 1 is inconsistent;


0x1 + 0x2 = 0 is a zero equation;
2x1 3x2 = 4 is a nonzero equation.
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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.

The following equations are NOT linear equations:


xy = 2;
sin + cos = 0.2;
x21 + x22 + + x2n = 1;
x = ey .
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Examples
In the xyz -space, the linear equation

ax + by + cz = d ,

where a, b, c are not all zero, represents a plane.


z

For instance, z = 0 (i.e., 0x + 0y + 1z = 0) is the xy -plane contained inside the xyz -space.
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Solutions of a Linear System


Let a1 x1 + a2 x2 + + an xn = b be a linear equation in n variables x1 , x2 , . . . , xn .
For real numbers s1 , s2 , . . . , sn , if

a1 s1 + a2 s2 + + an sn = b,

then x1 = s1 , x2 = s2 , . . . , xn = sn is a solution to the given linear equation.

The set of all solutions is called the solution set.

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.

An expression that gives the entire solution set is a general solution.


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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 ,

y can take any arbitrary value, say s.

+ 41 .
y = s x = 12 s (
x = 12 s + 41 ,
General solution:
s is a parameter.
y = s,

Different representations of the same solution set.

x = 1,
y = 1.5,

x = 1.5,
y = 2.5,

x = 1,
y = 2.5.
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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 and x2 can be chosen arbitrarily, say s and 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,

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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

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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.
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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 .

The general solution is given by

(x1 , x2 , . . . , xn ) = (t1 , t2 , . . . , tn ),

where t1 , t2 , . . . , tn are arbitrary parameters.

Let b 6= 0. An inconstant equation in n variables x1 , x2 , . . . , xn


0x1 + 0x2 + + 0xn = b (or simply 0 = b).
It is NOT satisfied by any values of x1 , x2 , . . . , xn .

An inconstant equation has NO solution.


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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 ,

where aij and bi are real constants.

aij is the coefficient of xj in the ith equation,


bi is the constant term of the ith equation.
If all aij and bi are zero,
the linear system is called a zero system.
If some aij or bi is nonzero,

the linear system is called a nonzero system.


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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 ,

where aij and bi are real constants.

If x1 = s1 , x2 = s2 , . . . , xn = sn is a solution to every equation of the linear system, then it is


called a solution to the system.

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.
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Example
Linear system

4x1 x2 + 3x3 = 1,
3x1 + x2 + 9x3 = 4.

x1 = 1, x2 = 2, x3 = 1 is a solution to both equations, then it is a solution to the system.


x1 = 1, x2 = 8, x3 = 1 is a solution to the first equation, but not a solution to the second
equation; so it is not a solution to the system.
Problem: How to find a general solution to the system?

x1 = 1 + 12t,

x2 = 2 + 27t, where t is an arbitrary parameter.

x3 = 1 7t,

12

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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!

Definition. A linear system is called


consistent if it has at least one solution;
inconsistent if it has no solution.
Remark. A linear system has either
no solution, or
exactly one solution, or
infinitely many solutions. (To be shown in Chapter 2)
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Examples
Linear system in variables x, y of two equations:

a1 x + b1 y = c1 , (L1 )
a2 x + b2 y = c2 . (L2 )

Assume a1 , b1 are not both zero, a2 , b2 are not both zero.

In the xy -plane, each equation represent a straight line.


y
L1

L2
x

The system has no solution

L1 and L2 are parallel but distinct.


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13

Examples
Linear system in variables x, y of two equations:

a1 x + b1 y = c1 , (L1 )
a2 x + b2 y = c2 . (L2 )

Assume a1 , b1 are not both zero, a2 , b2 are not both zero.

In the xy -plane, each equation represent a straight line.


y

L1

L2
x

The system has exactly one solution

L1 and L2 are not parallel.


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Examples
Linear system in variables x, y of two equations:

a1 x + b1 y = c1 , (L1 )
a2 x + b2 y = c2 . (L2 )

Assume a1 , b1 are not both zero, a2 , b2 are not both zero.

In the xy -plane, each equation represent a straight line.


y

L1

L2

The system has infinitely many solutions

L1 and L2 are the same line.


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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 )

Assume a1 , b1 , c1 are not all zero, a2 , b2 , c2 are not all zero.

Each equation represents a plane in xyz -space.

P2

P1

The system has no solution

P1 and P2 are parallel but distinct.


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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 )

Assume a1 , b1 , c1 are not all zero, a2 , b2 , c2 are not all zero.

Each equation represents a plane in xyz -space.

P1

P2

The system has infinitely many solutions


if P1 and P2 are the same plane.
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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 )

Assume a1 , b1 , c1 are not all zero, a2 , b2 , c2 are not all zero.

Each equation represents a plane in xyz -space.


P2

P1

The system has infinitely many solutions


if P1 and P2 intersect at a straight line.
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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 )

Assume a1 , b1 , c1 are not all zero, a2 , b2 , c2 are not all zero.

Each equation represents a plane in xyz -space.


1. P1 and P2 represent the same plane

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

a1 : a2 , b1 : b2 , c1 : c2 are not all the same.


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16

Elementary Row Operations

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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 ,

The rectangular array of constants

a11 a12 a1n b1


a21 a22 a2n b2

..
..
..
..
.
.
.
.
am1 am2 amn bm

is called the augmented matrix of the linear system.

A linear system in y1 , y2 , . . . , yn with the same coefficients & constant terms has the same
augmented matrix.
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Example

x1 + x2 + 2x3 = 9,
2x1 + 4x2 3x3 = 1,
Linear system

3x1 + 6x2 5x3 = 0.

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,

3y1 + 6y2 5y3 = 0.

+ + 2 = 9,
2 + 4 3 = 1,

3 + 6 5 = 0.

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17

Elementary Row Operations


To solve a linear system, we perform operations:
Multiply an equation by a nonzero constant.
Interchange two equations.
Add a constant multiple of an equation to another.

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 .
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Elementary Row Operations


The operations on rows of an augmented matrix:
Multiply a row by a nonzero constant;
Interchange two rows;
Add a constant multiple of a row to another row;
are called the elementary row operations.

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

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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)

Add (2) times of (1) to (2) to obtain (4).


Add (2) times of first row to second row.

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

Add (3) times of (1) to (3) to obtain (5).


Add (3) times of first row to third row.

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

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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)

Add (6/4) times of (4) to (5) to obtain (6).


Add (6/4) times of second row to third row.

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.

Substitute y = 2/5 and z = 3/5 into (1):

x + (2/5) + 3(3/5) = 0 x = 11/5.


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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

Add (6/4) times of (4) to (5) to obtain (6).


Add (6/4) times of second row to third row.

x + y + 3z = 0 (1)
4y 4z = 4 (4)

15z = 9 (6)

1 1
3
0
0 4 4 4
0 0 15 9

The given linear system has exactly one solution:

x = 11/5, y = 2/5, z = 3/5.


Note that this is the solution of every linear system in the procedure of solving the given linear
system.
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Row Equivalent Matrices


Definition. Two augmented matrices are said to be row equivalent if one can be obtained from
the other by a series of elementary row operations.
multiply a row by nonzero c

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.

A is row equivalent to B B is row equivalent to A.


A = A1 A2 Ak1 Ak = B .
B = Ak Ak1 A2 A1 = A.
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20

Row Equivalent Matrices


Theorem. Let A, B, C be augmented matrices.
A is row equivalent to A.
A is row equivalent to B

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?
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Row-Echelon Form

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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
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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

A pivot column contains exactly one pivot point.


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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

Reduced Row-Echelon Form


Definition. Suppose an augmented matrix is in row-echelon form. It is in reduced row-echelon
form if
3. The leading entry of every nonzero row is 1;

Equivalently, every pivot point is 1.

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

Solve Linear System


Suppose that the augmented matrix of a linear system is in (reduced) row-echelon form.
Is it convenient to find a solution to the linear system?
Example.

1 0 0 1
Augmented matrix 0 1 0 2 .
0 0 1 3

1x1 + 0x2 + 0x3 = 1


0x1 + 1x2 + 0x3 = 2
Linear system

0x1 + 0x2 + 1x3 = 3.

=1
x1
x2
=2
Equivalently

x3 = 3.

The system has one solution x1 = 1, x2 = 2, x3 = 3.


50 / 111

Solve Linear System


Suppose that the augmented matrix of a linear system is in (reduced) row-echelon form.
Is it convenient to find a solution to the linear system?
Example.
Augmented matrix
Linear system

0 0 0 0
0 0 0 0

0x1 + 0x2 + 0x3 = 0


0x1 + 0x2 + 0x3 = 0.

This is a zero system in three variables. It has infinitely many solutions

x1 = r , x2 = s, x3 = t, r, s, t arbitrary parameters.
51 / 111

25

Solve Linear System


Suppose that the augmented matrix of a linear system is in (reduced) row-echelon form.
Is it convenient to find a solution to the linear system?
Example.

3 1 4
Augmented matrix 0 2 1 .
0 0 1

3x1 + 1x2 = 4
Linear system 0x1 + 2x2 = 1

0x1 + 0x2 = 1

The last equation is inconsistent; so the system is inconsistent.


52 / 111

Examples

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

1x1 1x2 + 0x3 + 3x4 = 2

0x1 + 0x2 + 1x3 + 2x4 = 5

0x1 + 0x2 + 0x3 + 0x4 = 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

1. Let x4 = t and substitute into the second equation.

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

0x1 + 2x2 + 2x3 + 1x4 2x5


0x1 + 0x2 + 1x3 + 1x4 + 1x5

0x1 + 0x2 + 0x3 + 0x4 + 2x5

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

2x2 + 2x3 + x4 2x5 = 2


x3 + x4 + x5 = 3

2x5 = 4.

1. By the third equation, 2x5 = 4 x5 = 2.


2. Substitute x5 = 2 into the second equation:

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

2x2 + 2x3 + x4 2x5 = 2


x3 + x4 + x5 = 3

2x5 = 4.

The system has infinitely many solutions

x1

x2
x3

x4

x
5

=s
= 2 + 21 t
=1t
=t
= 2,

where s and t are arbitrary parameters.


57 / 111

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.)

0x1 + 2x2 + 2x3 + x4 2x5 = 2


x3 + x4 + x5 = 3
Example.

2x5 = 4.
Variables corresponding to pivot columns: x2 , x3 , x5 .
Variables corresponding to non-pivot columns: x1 , x4 .

Set x1 = s and x2 = t as arbitrary parameters.


Solve x5 = 2, x3 = 1 t and x2 = 2 + 12 t.
58 / 111

Gaussian Elimination

59 / 111

Row Echelon Form


Definition. Let A and R be augmented matrices.
Suppose that A is row equivalent to R.

i.e., R can be obtained from A by a series of elementary row operations.

A = A 0 A 1 A 2 A k = R.
1. If R is in row-echelon form,

R is called a row-echelon form of A.


2. If R is in reduced row-echelon form,

R is called a reduced row-echelon form of A.


Solve a linear system with augmented matrix A

solve a linear system with augmented matrix R.


60 / 111

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

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 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

2. The top entry is nonzero. No action.


3. Add 3/2 times the 2nd row to the 3rd row.

0 1 2 4 5 3 9
0 0 0 2 4 2
8
0 0 0 0 0 6 24

4. This is in row-echelon form. Done!

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.

Continue this way until the entire matrix is in row-echelon form.


64 / 111

31

Example

2x3 + 4x4

x1 + 2x2 + 4x3 + 5x4

2x1 4x2 5x3 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

We have found a row-echelon form

1 2 4 5 3 9
8
0 0 2 4 2
0 0 0 0 6 24

It corresponds to the linear system

x1 + 2x2 + 4x3 + 5x4 + 3x5 = 9


2x3 + 4x4 + 2x5 =
8

6x5 = 24

65 / 111

Example
The given linear system has the same solution set as

x1 + 2x2 + 4x3 + 5x4 + 3x5 = 9


2x3 + 4x4 + 2x5 =
8

6x5 = 24

1. Set the variables corresponding to non-pivot columns as arbitrary parameters.

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

2x3 + 4x4 + 2x5 = 8

x1 + 2x2 + 4x3 + 5x4 + 3x5 = 9

2x1 4x2 5x3 4x4 + 3x5 = 6


This system has general solution

x1

x2
x3

x4

x
5

= 29 2s + 2t
=s
= 8 2t
=t
= 4

where s and t are arbitrary parameters.


67 / 111

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. All the pivot points must be 1.

Multiply 1/2 to 2nd row, multiply 1/6 to 3rd row.

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.

(Can you prove it? It is very challenging!)

Every nonzero matrix has infinitely many (non-reduced) row-echelon forms.


70 / 111

34

Example

2x3 + 4x4

x1 + 2x2 + 4x3 + 5x4

2x1 4x2 5x3 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

We have found a reduced row-echelon form

1 2 0 3 0 29
8
0 0 1 2 0
0 0 0 0 1 4

It corresponds to the linear system

x1 + 2x2

3x4 +
x3 + 2x4

= 29
=
8
x5 = 4
71 / 111

Example

2x3 + 4x4 + 2x5 = 8

x1 + 2x2 + 4x3 + 5x4 + 3x5 = 9

2x1 4x2 5x3 4x4 + 3x5 = 6

It has the same solution set as the linear system

x1 + 2x2

3x4 +
x3 + 2x4

= 29
=
8
x5 = 4

1. Set the variables corresponding to non-pivot columns as arbitrary parameters: x2 = s and


x4 = t.
2. Solve other variables:

x1 + 2s 3t = 29 x1 = 29 2s + 3t.
x3 + 2t = 8 x3 = 8 2t.
x5 = 4.
72 / 111

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

Every row of R corresponds to a consistent equation.


i.e., no row corresponds to an inconsistent equation:

0x1 + 0x2 + + 0xn = nonzero.

73 / 111

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.

Or equivalently, the last column is a pivot column.


Note: Such a row must be the last nonzero row of R.

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

74 / 111

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

No variables corresponding to non-pivot columns.


Answer:

The last column is a non-pivot column, and


All other columns are pivot columns.
75 / 111

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:

The last column is a non-pivot column, and


All other columns are pivot columns.
Example: (Here are pivot points, which are nonzero.)


0
0 0
..
.

..
.

0
0
0

0
0
0

.. . .
.
.

0 0 0
0 0 0

76 / 111

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:

The last column is a non-pivot column, and


Some other columns are non-pivot columns.
Note: The number of arbitrary parameters is the same as the number of non-pivot columns (except
the last column).

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

77 / 111

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:

R1 + R2 means add the 2nd row to the 1st row.


R2 + R1 means add the 1st row to the 2nd row.
Example.





 
a R1 +R2 a + b R2 +(1)R1 a + b

a
b
b
 
 
(1)R2
b
b
R +R2
.

1
a
a
78 / 111

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.

A row-echelon form of the augmented matrix is

1 2 3
a
b 2a
0 2 5
0 0 0 2b + c 5a

The system is consistent

the last column is non-pivot


2b + c 5a = 0.
Moreover, suppose the system is consistent.

The 3rd column is non-pivot


Infinitely many solutions (one arbitrary parameter).
80 / 111

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

81 / 111

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

If b = 4, then we can continue

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).
82 / 111

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

No solution The last column is a pivot column.

The last column is pivot 2b 4 is the pivot point

b2 4 = 0
2b 4 6= 0
b = 2 or 2
b 6= 2

b = 2.
83 / 111

Example 2

x + 2y + z = 1
Find the number of solutions:
2x + by + 2z = 2

4x + 8y + b2 z = 2b

1
2
1
1

Let b 6= 4. Row-echelon form: 0 b 4


0
0
2
b 4 2b 4
0
0

Unique solution Only the last column is non-pivot.

Only the last column is non-pivot

the first three columns are pivot

1 6= 0
b 4 6= 0

2
b 4 6= 0

b 6= 4, b 6= 2, b 6= 2.

84 / 111

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

Infinitely many solutions

The last and some other columns are non-pivot.


last column is non-pivot b 6= 2

1 = 0 or
b 4 = 0 or
some other colns non-pivot
2
b 4=0

b = 4 or b = 2 or b = 2.
85 / 111

Example 2

x + 2y + z = 1
2x + by + 2z = 2
Find the number of solutions:

4x + 8y + b2 z = 2b

1
2
1
1

Let b 6= 4. Row-echelon form: 0 b 4


0
0
0
0
b2 4 2b 4
Infinitely many solutions:

b = 4 or b = 2.

No solution:

b = 2.

Exactly one solution:

b 6= 4, b 6= 2, b 6= 2.
86 / 111

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

87 / 111

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.
88 / 111

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.
89 / 111

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.

We obtain four equations in variables a, b, c, d:

10 = a + 0b + 0c + 0d

7 = a + 1b + 1c + 1d

11 = a + 3b + 9c + 27d

14 = a + 4b + 16c + 64d

In the following, solve the linear system in a, b, c, d to complete the question.

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

91 / 111

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

Therefore, a = 10, b = 2, c = 6 and d = 1.

1
0
0
0

10
4

6
1

10
2

6
1

The cubic curve is y = 10 + 2x 6x2 + x3 .


92 / 111

45

Geometric Interpretation
Linear system of three equations in three variables x, y, z :

a11 x + a12 y + a13 z = b1


a21 x + a22 y + a23 z = b2

a31 x + a32 y + a33 z = b3

Suppose that ai1 , ai2 , ai3 are not all zero, i = 1, 2, 3.

Each equation represents a plane in the xyz -space.

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.

The system may be consistent.


The system may be inconsistent.
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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

= no. of pivot columns.


1. Suppose that R has three nonzero rows.

The
are all pivot columns.
first three columns

1 0 0

0 1 0

0 0 1

The system has a unique solution.


The three planes meet at a common point.
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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

= no. of pivot columns.


2. Suppose that R has two nonzero rows.

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

= no. of pivot columns.


3. Suppose that R has one nonzero row.

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.
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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).
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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

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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

Let z = t be an arbitrary parameter (non-pivot column).

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

The four planes intersect at the straight line

( 21 12 t, 21 23 t, t), t arbitrary parameter.


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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

Let y = s and z = t be arbitrary parameters.

x + s + 2t = 1 x = 1 s 2t.

The two planes are the same, parameterized by

(1 s 2t, s, t), s, t arbitrary parameters.


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Homogeneous Linear Systems

102 / 111

Homogeneous Linear Equations & Systems


Definition. A linear equation in variables x1 , x2 , . . . , xn is called homogeneous if it is of the form

a1 x1 + a2 x2 + + an xn = 0

A linear equation in x1 , x2 , . . . , xn is homogeneous


x1 = 0, x2 = 0, . . . , xn = 0 is a solution.
Definition. A linear system is homogeneous if every linear equation of the system is homogeneous.

a11 x1 + a12 x2 + + a1n xn = 0

a21 x1 + a22 x2 + + a2n xn = 0

..
..

.
.

am1 x1 + am2 x2 + + amn xn = 0


A linear system in x1 , x2 , . . . , xn is homogeneous
x1 = 0, x2 = 0, . . . , xn = 0 is a solution.
This is the trivial solution of a homogeneous linear system.
Other solutions are called non-trivial solutions.

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50

Example
Find the equation ax2 + by 2 + cz 2 = d in the xyz -space which contains points

(1, 1, 1), (1, 3, 3), (2, 0, 2).


Substitute (x, y, z) = (1, 1, 1), (1, 3, 3), (2, 0, 2) to get three equations in a, b, c, d.

a+ b+ c=d
a + 9b + 9c = d

4a
+ 4c = d

This is a homogeneous system in a, b, c, 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

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Example
Find the equation ax2 + by 2 + cz 2 = d in the xyz -space which passes through

(1, 1, 1), (1, 3, 3), (2, 0, 2).

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

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51

Example
Find the equation ax2 + by 2 + cz 2 = d in the xyz -space which passes through

(1, 1, 1), (1, 3, 3), (2, 0, 2).

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

(1, 1, 1), (1, 3, 3), (2, 0, 2).

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

Set d = t as an arbitrary parameter. Then

a = t, b = 43 t and c = 34 t.

For t 6= 0, the equation is tx2 + 43 ty 2 34 tz 2 = t.

It is equivalent to x2 + 43 y 2 + 34 z 2 = 1.
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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

The system has only the trivial solution

L1 and L2 are different.


108 / 111

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

The system has non-trivial solutions

L1 and L2 are the same.


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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).

The system has (infinitely many) non-trivial solutions.

O(0, 0, 0)

P1

P2

Case 1: The two planes are the same.


110 / 111

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).

The system has (infinitely many) non-trivial solutions.


P2

P1

Case 2: The two planes intersect at a straight line passing through O(0, 0, 0).
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54

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