Chapter 1

Systems of Linear Equations

1.1 Introduction to Systems of Linear Equations
1.2 Gaussian Elimination and Gauss-Jordan Elimination
Elementary Linear Algebra
R. Larsen et al. (6 Edition)
2/39
1.1 Introduction to Systems of Linear Equations
a linear equation in n variables:
a
1
,a
2
,a
3
,,a
n
, b: real number
a
1
: leading coefficient
x
1
: 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.
Elementary Linear Algebra: Section 1.1, p.2
3/39
Ex 1: (Linear or Nonlinear)
7 2 3 ) ( = + y x a
2
2
1
) ( = + z y x b t
0 10 2 ) (
4 3 2 1
= + + x x x x c
2
2 1
4 )
2
sin ( ) ( e x x d =
t
2 ) ( = + z xy e 4 2 ) ( = y e f
x
0 3 2 sin ) (
3 2 1
= + x x x g
4
1 1
) ( = +
y x
h
power first not the
l Exponentia
functions ric trigonomet
Linear
Linear
Linear
Linear
Nonlinear
Nonlinear
Nonlinear
Nonlinear
power first not the
Elementary Linear Algebra: Section 1.1, p.2
4/39
a solution of a linear equation in n variables:
Solution set:
the set of all solutions of a linear equation
b x a x a x a x a
n n
= + + + +
3 3 2 2 1 1
,
1 1
s x = ,
2 2
s x = ,
3 3
s x = ,
n n
s x =
b s a s a s a s a
n n
= + + + +
3 3 2 2 1 1
such
that
Elementary Linear Algebra: Section 1.1, pp.2-3
5/39
Ex 2 (Parametric representation of a solution set)
4 2
2 1
= + x x
If you solve for x
1
in terms of x
2
, you obtain
By letting you can represent the solution set as
And the solutions are or
{ } R t t t e | ) , 2 4 (
, 2 4
2 1
x x =
t x =
2
2 4
1
t x =
{ } R s s s e | ) 2 , (
2
1
a solution: (2, 1), i.e.
1 , 2
2 1
= = x x
Elementary Linear Algebra: Section 1.1, p.3
6/39
a system of m linear equations in n variables:
m n mn m m m
n n
n n
n n
b x a x a x a x a
b x a x a x a x a
b x a x a x a x a
b x a x a x a x a
= + + + +
= + + + +
= + + + +
= + + + +

3 3 2 2 1 1
3 3 3 33 2 32 1 31
2 2 3 23 2 22 1 21
1 1 3 13 2 12 1 11
Consistent:
A system of linear equations has at least one solution.
Inconsistent:
A system of linear equations has no solution.
Elementary Linear Algebra: Section 1.1, p.4
7/39
Notes:
Every system of linear equations has either
(1) exactly one solution,
(2) infinitely many solutions, or
(3) no solution.
Elementary Linear Algebra: Section 1.1, p.5
8/39
Ex 4: (Solution of a system of linear equations)
(1)

(2)

(3)
1
3
=
= +
y x
y x
6 2 2
3
= +
= +
y x
y x
1
3
= +
= +
y x
y x
solution one exactly
number inifinite
solution no
lines ng intersecti two
lines coincident two
lines parallel two
Elementary Linear Algebra: Section 1.1, p.5
9/39
Ex 5: (Using back substitution to solve a system in row echelon form)


(2)
(1)

2
5 2
=
=
y
y x
Sol: By substituting into (1), you obtain 2 = y

1
5 ) 2 ( 2
=
=
x
x
The system has exactly one solution: 2 , 1 = = y x
Elementary Linear Algebra: Section 1.1, p.6
10/39
Ex 6: (Using back substitution to solve a system in row echelon form)
(3)
(2)
(1)

2
5 3
9 3 2
=
= +
= +
z
z y
z y x
Sol: Substitute into (2) 2 = z

1
5 ) 2 ( 3
=
= +
y
y
and substitute and into (1)
1 = y 2 = z
1
9 ) 2 ( 3 ) 1 ( 2
=
= +
x
x
The system has exactly one solution:
2 , 1 , 1 = = = z y x
Elementary Linear Algebra: Section 1.1, pp.6-7
11/39
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.
(1) Interchange two equations.
(2) Multiply an equation by a nonzero constant.
(3) Add a multiple of an equation to another equation.
Elementary Linear Algebra: Section 1.1, p.7
12/39
Ex 7: Solve a system of linear equations (consistent system)
(3)
(2)
(1)

17 5 5 2
4 3
9 3 2
= +
= +
= +
z y x
y x
z y x
Sol:
(4)
17 5 5 2
5 3
9 3 2
(2) (2) (1)
= +
= +
= +
+
z y x
z y
z y x
(5)

1
5 3
9 3 2
(3) (3) 2) ( (1)
=
= +
= +
+
z y
z y
z y x
Elementary Linear Algebra: Section 1.1, p.7
13/39
So the solution is (only one solution) 2 , 1 , 1 = = = z y x
(6)

4 2
5 3
9 3 2
(5) (5) (4)
=
= +
= +
+
z
z y
z y x
2
5 3
9 3 2
) 6 ( (6)
2
1
=
= +
= +

z
z y
z y x
Elementary Linear Algebra: Section 1.1, p.8
14/39
Ex 8: Solve a system of linear equations (inconsistent system)
(3)
(2)
(1)

1 3 2
2 2 2
1 3
3 2 1
3 2 1
3 2 1
= +
=
= +
x x x
x x x
x x x
Sol:
) 5 (
) 4 (
2 4 5
0 4 5
1 3
(3) (3) ) 1 ( (1)
(2) (2) 2) ( (1)
3 2
3 2
3 2 1
=
=
= +
+
+
x x
x x
x x x
Elementary Linear Algebra: Section 1.1, p.9
15/39
So the system has no solution (an inconsistent system).

2 0
0 4 5
1 3

) 5 ( ) 5 ( ) 1 ( ) 4 (
3 2
3 2 1
=
=
= +
+
x x
x x x
statement) false (a
Elementary Linear Algebra: Section 1.1, p.9
16/39
Ex 9: Solve a system of linear equations (infinitely many solutions)
(3)
(2)
(1)

1 3
1 3
0
2 1
3 1
3 2
= +
=
=
x x
x x
x x
Sol:
(3)
(2)
(1)

1 3
0
1 3
) 2 ( ) 1 (
2 1
3 2
3 1
= +
=
=

x x
x x
x x
(4)

0 3 3
0
1 3
(3) (3) (1)
3 2
3 2
3 1
=
=
=
+
x x
x x
x x
Elementary Linear Algebra: Section 1.1, p.10
17/39

0
1 3
3 2
3 1
=
=
x x
x x
then
,
,
, 1 3
3
2
1
t x
R t t x
t x
=
e =
=
t x =
3
let
,
3 2
x x =
3 1
3 1 x x + =
So this system has infinitely many solutions.
Elementary Linear Algebra: Section 1.1, p.10
18/39
Keywords in Section 1.1:
linear equation:
system of linear equations:
leading coefficient:
leading variable:
solution:
solution set:
parametric representation:
consistent: ()
inconsistent: ()
equivalent:
19/39
(4) For a square matrix, the entries a
11
, a
22
, , a
nn
are called
the main diagonal entries.
1.2 Gaussian Elimination and Gauss-Jordan Elimination
mn matrix:
(
(
(
(

mn m m m
n
n
n
a a a a
a a a a
a a a a
a a a a

3 2 1
3 33 32 31
2 23 22 21
1 13 12 11
rows m
columns n
(3) If , then the matrix is called square of order n. n m=
Notes:
(1) Every entry a
ij
in a matrix is a number.
(2) A matrix with m rows and n columns is said to be of size mn .
Elementary Linear Algebra: Section 1.2, p.14
20/39
Ex 1: Matrix Size
] 2 [
(

0 0
0 0
(

2
1
0 3 1
(
(

4 7
2 2
t e
1 1
2 2
4 1
2 3
Note:
One very common use of matrices is to represent a system
of linear equations.
Elementary Linear Algebra: Section 1.2, p.15
21/39
a system of m equations in n variables:
m n mn m m m
n n
n n
n n
b x a x a x a x a
b x a x a x a x a
b x a x a x a x a
b x a x a x a x a
= + + + +
= + + + +
= + + + +
= + + + +

3 3 2 2 1 1
3 3 3 33 2 32 1 31
2 2 3 23 2 22 1 21
1 1 3 13 2 12 1 11
(
(
(
(

=
mn m m m
n
n
n
a a a a
a a a a
a a a a
a a a a
A

3 2 1
3 33 32 31
2 23 22 21
1 13 12 11
(
(
(

=
m
b
b
b
b

2
1
(
(
(

=
n
x
x
x
x

2
1
b Ax =
Matrix form:
Elementary Linear Algebra: Section 1.2, p.14
22/39
Augmented matrix:
] [
3
2
1
3 2 1
3 33 32 31
2 23 22 21
1 13 12 11
b A
b
b
b
b
a a a a
a a a a
a a a a
a a a a
m mn m m m
n
n
n
=
(
(
(
(

A
a a a a
a a a a
a a a a
a a a a
mn m m m
n
n
n
=
(
(
(
(

3 2 1
3 33 32 31
2 23 22 21
1 13 12 11
Coefficient matrix:
Elementary Linear Algebra: Section 1.2, pp.14-15
23/39
Elementary row operation:
j i ij
R R r :
(1) Interchange two rows.
i i
k
i
R R k r ) ( :
) (
(2) Multiply a row by a nonzero constant.
j j i
k
ij
R R R k r + ) ( :
) (
(3) Add a multiple of a row to another row.
Row equivalent:
Two matrices are said to be row equivalent if one can be obtained
from the other by a finite sequence of elementary row operation.
Elementary Linear Algebra: Section 1.2, pp.15-16
24/39
Ex 2: (Elementary row operation)
(
(

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

1 4 3 2
3 0 2 1
4 3 1 0
12
r
(
(

2 1 2 5
0 3 3 1
1 3 2 1
(
(

2 1 2 5
0 3 3 1
2 6 4 2
) (
1
2
1
r
(
(

8 13 3 0
1 2 3 0
3 4 2 1
(
(

2 5 1 2
1 2 3 0
3 4 2 1
) 2 (
13

r
Elementary Linear Algebra: Section 1.2, p.16
25/39
Ex 3: Using elementary row operations to solve a system
17 5 5 2
5 3
9 3 2
= +
= +
= +
z y x
z y
z y x
17 5 5 2
4 3
9 3 2
= +
= +
= +
z y x
y x
z y x
Linear System
(
(
(

17 5 5 2
4 0 3 1
9 3 2 1
(
(
(

17 5 5 2
5 3 1 0
9 3 2 1
Elementary Linear Algebra: Section 1.2, pp.17-18
Associated
Augemented Matrix
Elementary
Row Operation
(
(
(

1 1 1 0
5 3 1 0
9 3 2 1
2 2 1
) 1 (
12
) 1 ( : R R R r +
3 3 1
) 2 (
13
) 2 ( : R R R r +

1
5 3
9 3 2
=
= +
= +
z y
z y
z y x
26/39
3 3 2
) 1 (
23
) 1 ( : R R R r +
Linear System
(
(
(

4 2 0 0
5 3 1 0
9 3 2 1
2
1
1
=
=
=
z
y
x
Elementary Linear Algebra: Section 1.2, pp.17-18
(
(
(

2 1 0 0
5 3 1 0
9 3 2 1
Associated
Augemented Matrix
Elementary
Row Operation
4 2
5 3
9 3 2
=
= +
= +
z
z y
z y x
3 3
)
2
1
(
3
)
2
1
( : R R r
2
5 3
9 3 2
=
= +
= +
z
z y
z y x
27/39
Row-echelon form: (1, 2, 3)
(1) All row 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 is 1 (called a leading 1).
(3) For two successive (nonzero) rows, the leading 1 in the higher
row is farther to the left than the leading 1 in the lower row.
Reduced row-echelon form: (1, 2, 3, 4)
(4) Every column that has a leading 1 has zeros in every position
above and below its leading 1.
Elementary Linear Algebra: Section 1.2, p.18
28/39
form) echelon
- row (reduced
form)
echelon - (row
Ex 4: (Row-echelon form or reduced row-echelon form)
(
(

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

1 0 0 0 0
4 1 0 0 0
2 3 1 0 0
3 1 2 5 1
(
(

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

0 0 0 0
3 1 0 0
2 0 1 0
1 0 0 1
(
(

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

4 2 1 0
0 0 0 0
2 1 2 1
form)
echelon - (row
form) echelon
- row (reduced
Elementary Linear Algebra: Section 1.2, p.18
29/39
Gaussian elimination:
The procedure for reducing a matrix to a row-echelon form.
Gauss-Jordan elimination:
The procedure for reducing a matrix to a 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.)
Elementary Linear Algebra: Section 1.2, p.19
30/39
(
(
(

4 5 6 5 4 2
12 8 0 2 0 0
28 12 4 6 8 2
12
r
The first nonzero
column
Produce leading 1
Zeros elements below leading 1
leading 1
Produce leading 1
The first nonzero column
Ex: (Procedure of Gaussian elimination and Gauss-Jordan elimination)
(
(
(

4 5 6 5 4 2
28 12 4 6 8 2
12 8 0 2 0 0
(
(
(

4 5 6 5 4 2
12 8 0 2 0 0
14 6 2 3 4 1
) (
1
2
1
r
(
(
(

24 17 0 5 0 0
12 8 0 2 0 0
14 6 2 3 4 1 ) 2 (
13

r
Submatrix
Elementary Linear Algebra: Section 1.2, Addition
31/39
Zeros elements below leading 1
Zeros elsewhere
leading 1
Produce leading 1
leading 1
form) echelon - (row
(
(
(

24 17 0 5 0 0
6 4 0 1 0 0
14 6 2 3 4 1
) (
2
2
1

r
(
(
(

6 3 0 0 0 0
6 4 0 1 0 0
14 6 2 3 4 1
) 5 (
23

r
(
(
(

2 1 0 0 0 0
6 4 0 1 0 0
14 6 2 3 4 1
)
3
1
(
3
r
Submatrix
form) echelon - (row
form) echelon - row (reduced
Elementary Linear Algebra: Section 1.2, Addition
(
(
(

2 1 0 0 0 0
2 0 0 1 0 0
2 0 2 3 4 1
) 4 (
32
r
(
(
(

2 1 0 0 0 0
2 0 0 1 0 0
8 0 2 0 4 1
) 3 (
21
r
(
(
(

2 1 0 0 0 0
6 4 0 1 0 0
2 0 2 3 4 1
) 6 (
31

r
form) echelon - (row
32/39
Ex 7: Solve a system by Gauss-Jordan elimination method
(only one solution)
17 5 5 2
4 3
9 3 2
= +
= +
= +
z y x
y x
z y x
Sol:
matrix augmented
(
(

17 5 5 2
4 0 3 1
9 3 2 1
(
(
(

1 1 1 0
5 3 1 0
9 3 2 1 ) 2 (
13
) 1 (
12
,

r r
(
(
(

4 2 0 0
5 3 1 0
9 3 2 1
) 1 (
23
r
(
(

2 1 0 0
1 0 1 0
1 0 0 1
) 9 (
31
) 3 (
32
) 2 (
21
, ,

r r r
2
1
1
=
=
=
z
y
x
form) echelon - (row
form) echelon - row (reduced
Elementary Linear Algebra: Section 1.2, pp.22-23
(
(

2 1 0 0
5 3 1 0
9 3 2 1
)
2
1
(
3
r
33/39
Ex 8Solve a system by Gauss-Jordan elimination method
(infinitely many solutions)
1 5 3
0 2 4 2
2 1
3 1 1
= +
= +
x x
x x x
(

1 3 1 0
2 5 0 1
) 2 (
21
) 1 (
2
) 3 (
12
) (
1
, , ,
2
1

r r r r
is equations of system ing correspond the
1 3
2 5
3 2
3 1
=
= +
x x
x x
3
2 1
variable free
, variable leading
x
x x

Sol:
(

1 0 5 3
0 2 4 2
matrix augmented
form) echelon
- row (reduced
Elementary Linear Algebra: Section 1.2, pp.23-24
34/39
3 2
3 1
3 1
5 2
x x
x x
+ =
=
Let
t x =
3
,
, 3 1
, 5 2
3
2
1
t x
R t t x
t x
=
e + =
=
So this system has infinitely many solutions.
Elementary Linear Algebra: Section 1.2, p.24
35/39
Homogeneous systems of linear equations:
A system of linear equations is said to be homogeneous
if all the constant terms are zero.
0
0
0
0
3 3 2 2 1 1
3 3 33 2 32 1 31
2 3 23 2 22 1 21
1 3 13 2 12 1 11
= + + + +
= + + + +
= + + + +
= + + + +
n mn m m m
n n
n n
n n
x a x a x a x a
x a x a x a x a
x a x a x a x a
x a x a x a x a

Elementary Linear Algebra: Section 1.2, p.24

36/39
Trivial solution:
Nontrivial solution:
other solutions
0
3 2 1
= = = = =
n
x x x x
Notes:
(1) Every homogeneous system of linear equations is consistent.
(2) If the homogenous system has fewer equations than variables,
then it must have an infinite number of solutions.
(3) 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.
Elementary Linear Algebra: Section 1.2, pp.24-25
37/39
Ex 9: Solve the following homogeneous system
0 3 2
0 3
3 2 1
3 2 1
= + +
= +
x x x
x x x
(

0 1 1 0
0 2 0 1
) 1 (
21
) (
2
) 2 (
12
, ,
3
1
r r r

Let
t x =
3
R t t x t x t x e = = = , , , 2
3 2 1
solution) (trivial 0 , 0 When
3 2 1
= = = = x x x t
Sol:
(

0 3 1 2
0 3 1 1
matrix augmented
form) echelon
- row (reduced
3
2 1
variable free
, variable leading
x
x x

Elementary Linear Algebra: Section 1.2, p.25

38/39
Keywords in Section 1.2:
matrix:
row:
column:
entry:
size:
square matrix:
order:
main diagonal:
augmented matrix:
coefficient matrix:
39/39
elementary row operation:
row equivalent:
row-echelon form:
reduced row-echelon form:
leading 1: 1
Gaussian elimination:
Gauss-Jordan elimination: -
free variable:
homogeneous system:
trivial solution:
nontrivial solution: