CHAPTER 1 LINEAR EQUATIONS AND LINEAR

TRANSFORMATIONS

1.1 System of Linear Equations

• A linear equation in the variables x1 , x2 , . . ., xn is an equation that can be

written in the form

a1 x1 + a2 x2 + . . . + an xn = b

where b and the coefficients a1 , a2 , . . ., an are real or complex numbers.

If b = 0, we said that the system is homogeneous. Otherwise, we said that
the system is inhomogeneous.

• Example
• 4x1 − 3x2 = x1 − 2
(√ )
• x2 = 2 6 − x1 + x3
• 4x1 − 5x2 = x1 x2
√
• x1 = x2 − 3

• A system of linear equations (or linear system) is a collection of one or

more linear equations involving the same variables.


2x1 − x2 + 1.5x3 = 8

 x1 − 4x3 = −7

1
2

• A solution of the system is a list (s1 , s2 , . . . , sn ) of numbers satisfy each equation

in the system when the values s1 , s2 , . . ., sn are substituted for x1 , x2 , . . ., xn
respectively.

• The set of all possible solutions is called the solution set of the linear system.

• Two linear systems are called equivalent if they have the same solution set.

• Example Solve the following linear systems.



(a)  x1 − 2x2 = −1

−x1 + 3x2 = 3



(b)  x1 − 2x2 = −1

−x1 + 2x2 = 3



(c)  x1 − 2x2 = −1

−x1 + 2x2 = 1
 3

• Example A solution of a three by three system of equations (three equations

and three unknowns) can be viewed as intersection of three plans. Once again,
the system can be one unique solution (left figure, intersecting at the point P),
infinite many solution (image you open a book that only has three pages), or
no solution (right figure).
4

• Solutions of Linear Systems

A linear system can have

• No solution
• Exactly one solution
• Infinitely many solutions

• The essential information of a linear system can be recorded in a rectangular

array called a matrix.

• Example Find the coefficient matrix and the augmented matrix of the follow-
ing linear system. 



 x1 + x2 + 2x3 = 9


2x1 + 4x2 − 3x3 = 1





3x1 + 6x2 − 5x3 = 0
 5

• Example Solve the following linear system.





 x1 + x2 + 2x3 = 9


2x1 + 4x2 − 3x3 = 1





3x1 + 6x2 − 5x3 = 0
6

• Elementary Row Operations

• Interchange two rows.

• Multiply all entries in a row by a nonzero constant.
• Replace one row by the sum of itself and a multiple of another row.

• Two matrices are called row equivalent if there is a sequence of elementary

row operations that transforms one matrix into the other.

• Theorem

If the augmented matrices of two linear systems are row equivalent, then the
two systems have the same solution set.

• A system of equations is said to be consistent if it has at least one solution.

It is inconsistent if it has no solutions.

• Example Determine whether the following system is consistent.





 x1 + x2 + 2x3 = 9


2x1 + 4x2 − 3x3 = 1





3x1 + 6x2 − 5x3 = 0
 7

• Example Determine whether the following system is consistent.



 x2 − 4x3 = 8




2x1 − 3x2 + 2x3 = 1





4x1 − 8x2 + 12x3 = 1

Exercises Section 1.1, Practice problems. Section 1.1, 3,7,9,11,13,15,21,25,27,29,31.

8

1.2 Row Reduction and Echelon Forms

• Echelon form and reduced echelon form

A rectangular matrix is in echelon form (or row echelon form) if it has

the following three properties:
1. All nonzero rows are above any rows of zeros.
2. Each leading entry of a row is in a column to the right of the leading
entry of the row above it.
3. All entries in a column below a leading entry are zeros.
If a matrix echelon form satisfies the following additional conditions, then it
is in reduced echelon form (or reduced row echelon form)
4. The leading entry in each nonzero row is 1.
5. Each leading 1 is the only nonzero entry in its column.
 9

• Theorem

Each matrix is row equivalent to one and only one reduced echelon form.

• A pivot position in a matrix A is a location in A that corresponds to a leading

1 in the reduced echelon form of A. A pivot column is a column of A that
contains a pivot position.
• The variables corresponding to pivot columns in the matrix are called the basic
variables. Others are called free variables.

• Example Suppose that the augmented matrix of a linear system with un-
knowns x1 , x2 , x3 and x4 has been reduced to
 
1 0 0 0 3
 
 0 1 0 0 −1 
 
 
0 0 1 0 0
 
 
0 0 0 1 5

solve the system.

10

• Example Suppose that the augmented matrix of a linear system with un-
knowns x1 , x2 , x3 and x4 has been reduced to
 
1 2 0 4 3
 
 0 1 0 9 −1 
 
 
 0 0 0 1 −3 
 
 
0 0 0 0 −2

solve the system.

• Example Suppose that the augmented matrix of a linear system with un-
knowns x1 , x2 , x3 and x4 has been reduced to
 
1 2 0 4 3
 
 0 1 0 9 −1 
 
 
 0 0 0 1 −3 
 
 
0 0 0 0 0

solve the system.

 11

• Example Suppose that the augmented matrix of a linear system with un-
knowns x1 , x2 , x3 and x4 has been reduced to
 
1 2 3 4 3
 
 0 0 1 9 −1 
 
 
0 0 0 0 0
 
 
0 0 0 0 0

solve the system.

• Example Solve the following linear system



 x + 6x2 + 2x3 − 5x4 − 2x5 = −4

 1
2x3 − 8x4 − x5 = 3



 + x5 = 7
12

• Example Determine the existence and uniqueness of the solutions to the fol-
lowing
 linear system

 3x2 − 6x3 + 6x4 + 3x5 = −5


(a) 3x1 − 7x2 + 8x3 − 5x4 + 8x5 = 9



 3x − 9x + 12x
1 2 3 − 9x4 + 6x5 = 15


 3x2 − 6x3 + 6x4 + 3x5 = −9


(b) 3x1 − 7x2 + 8x3 − 5x4 + 8x5 = 9



 3x − 9x + 12x
1 2 3 − 9x4 + 6x5 = 15


 3x2 − 6x3 + 6x4 + 3x5 = 0


(c) 3x1 − 7x2 + 8x3 − 5x4 + 8x5 = 0



 3x − 9x + 12x
1 2 3 − 9x4 + 6x5 = 0
13
14

• Example Solve the following linear system





 x1 + 3x2 − 2x3 + 2x5 = 0



 2x1 + 6x2 − 5x3 − 2x4 + 4x5 − 3x6 = −1



 5x3 + 10x4 + 15x6 = 5



 2x1 + 6x2 + 8x4 + 4x5 + 18x6 = 6
 15

Exercises Section 1.2, Practice Problems. Section 1.2, 1,5,7,11,13,17,19,23,25,27,29,31.

16

1.3 Vectors

• A vector in R2 can be written as

 
v1
v= 
v2

• Given two vectors, we can define their sum (add corresponding entries) and
scalar multiplication (multiply each entry).

   
1 2
• Example Given u =   and v =  , find 4u and 4u − 3v.
−2 −5
 17

• A vector in R3 can be written as

 
v
 1
 
v = v2 
 
v3

• A vector in Rn can be written as

 
 v1 
 
 v2 
 
v= 
 ... 
 
 
vn

The zero vector is denoted by 0.

• Algebraic Properties

• u+v =v+u
• (u + v) + w = u + (v + w)
• u+0=0+u=u
• −u = (−1)u
• c(u + v) = cu + cv
• (c + d)u = cu + du
• c(du) = cdu
• 1u = u
18

• Given vectors v1 , v2 , . . ., vn in Rn , a linear combination of v1 , v2 , . . ., vn is

c1 v1 + c2 v2 + . . . + cn vn

where c1 , c2 , . . ., cn are scalars.

     
1 2 7
     
     
• Example Let a1 =  −2 , a2 =  5 , determine whether b =  4
     
−5 6 −3
 
2
 
 
and c =  4  can be written as linear combinations of a1 and a2 .
 
−3
 19

• A vector equation
x1 a1 + x2 a2 + . . . + xn an = b

has the same solution set as the linear system whose augmented matrix is
[ ]
a1 a2 . . . an b

In particular, b can be generated as a linear combination of a1 , a2 , . . ., an if and

only if there exists a solution to the linear system corresponding to the matrix
above.

• Definition

If v1 , v2 , . . ., vp are in Rn , then the set of all linear combinations of v1 , v2 ,

. . ., vp is denoted by span{v1 , . . . , vp } and is called the subset of Rn spanned
by v1 , v2 , . . ., vp .

Exercises Section 1.3, Practice Problems. Section 1.3, 5,7,9,11,13,17,21,25,33.

20

2.1 Matrix Operations

• An m × n matrix can be written as A = [aij ]

 
 a11 a12 . . . a1j . . . a1n 
 
 a21 a22 . . . a2j . . . a2n 
 
 . .. . . . .. . . . .. 
 .. . . . 
 
= .
a ain 
 i1 ai2 . . . aij . . . 
 
 .. .. . . . .. . . . .. 
 . . . . 
 
am1 am2 . . . amj . . . amn

where aij denotes the entry at the ith row and jth column. It can also be
written as
[ ]
A = a1 a2 . . . an

• A diagonal matrix is a square matrix whose non-diagonal entries are zeros.

• The identity matrix In .

• The zero matrix.

• If A and B are m × n matrices, then the sum A + B is defined to be the m × n

matrix whose entries are the summation of corresponding entries of A and B.

• If r is a scalar and A is a matrix, then by definition, rA is simply obtained by

multiplying every entry of A by r.
 21
   
4 0 5 −2 1 3
• Example Let A =  , B =  , find 2A − 3B.
−1 3 2 −4 2 −1

• Theorem

• A+B =B+A
• (A + B) + C = A + (B + C)
• A+0=A
• r(A + B) = rA + rB
• (r + s)A = rA + sA
• r(sA) = (rs)A

• Matrix Multiplication

If A is an m × n matrix, B is an n × p matrix, then the product C is an

m × p matrix where
 
 b1j 
 
[ ]  b2j 
 
cij = ai1 ai2 . . . ain  .  = ai1 b1j + ai2 b2j + . . . + ain bnj
 .. 
 
 
bnj
22
 
  −2 3
3 4 5  
   
• Example Let A = and B =  1 −5 . Find AB and BA.
−2 −1 7  
−3 −1

 
 
 3 4 5
  −2 3 2
 −2 −1 7  
   
• Example Let A =   and B =  1 −5 0 . Find the third
 6 −7 8  
 
  −3 −1 1
0 −2 1
row of AB.
 23

• Theorem

• A(BC) = (AB)C
• A(B + C) = AB + AC
• (B + C)A = BA + CA
• r(AB) = (rA)B = A(rB)
• Im A = A = AIn

 
3 4 5
 
 
• Example Let A =  −2 −1 7 . Find A3 .
 
0 2 −3
24

• The transpose of a m × n matrix A is a n × m matrix where

(AT )ij = Aji

 
  −2 3
3 4 5 
• Example Let A =   and B = 


1 −5 . Find AT B T and
−2 −1 7  
−3 −1
(BA)T .

• Theorem

• (AT )T = A
• (A + B)T = AT + B T
• (rA)T = rAT
• (AB)T = B T AT

Exercises Section 2.1 Exercises, 1,3,5,7,9,27.

 25

1.4 The Matrix Equation Ax = b

• A linear system




 a11 x1 + a12 x2 + . . . + a1n xn = b1



 a21 x1 + a22 x2 + . . . + a2n xn = b2

 ..
.





 am1 x1 + am2 x2 + . . . + amn xn = bm

can be written in the form

Ax = b

where
     
 a11 a12 . . . a1n   x1   b1 
     
 a21 a22 . . . a2n   x2   b2 
     
A= , x =  , b= 
 ... ..
. . . . ...   ...   ... 
     
     
am1 am2 . . . amn xn bm

     
 a11   a12   a1n 
     
 a21   a22   a2n 
     
a1 =   , a2 =   , . . . an =  
 ...   ...   ... 
     
     
am1 am2 amn

are called the columns of the matrix A, and the linear system is equivalent to
the vector equation

x1 a1 + x2 a2 + . . . + xn an = b

Hence, the equation Ax = b has a solution if and only if b is a linear combination

of the columns of A.
26
   
1 3 4 b
   1
   
• Example Let A =  −4 2 −6  and b = b2 . Is the equation Ax = b
   
−3 −2 −7 b3
consistent for all possible b1 , b2 and b3 ?
 27

• Theorem

Let A be an m × n matrix. The followings are equivalent:

(a) For each b ∈ Rm , the equation Ax = b has a solution.
(b) Each b ∈ Rm is a linear combination of the columns of A.
(c) The columns of A span Rm .
(d) A has a pivot position in every row.

• Note

For every b ∈ Rm , the equation Ax = b has a solution if and only if the row
echelon form of A does not have a row consisting entirely of zeros.

Exercises Section 1.4, Practice Problems. Page 56, 1,3,5,7,11,13,15,17,19,21,25.

28

1.5 Solution Sets of Linear Systems

• Example Determine whether the following homogeneous system has a non-

trivial solution. Write the solutions in parametric vector form.


 3x1 + 5x2 − 4x3 = 0


− 3x1 − 2x2 + 4x3 = 0



 6x1 + x2 − 8x3 = 0

• Example Describe the solution set of the following equation

10x1 − 3x2 − 2x3 = 0

Write the solutions in parametric vector form.

 29

• Example Describe the solutions of Ax = b, where

   
3 5 −4 7
   
   
A =  −3 −2 4  , b = −1
   
6 1 −8 −4

Write the solutions in parametric vector form.

• Theorem

If the equation Ax = b has a solution given by x = p, then the solution set

of the equation Ax = b is the set of all vectors of the form x = vh + p, where
vh is any solution of the homogeneous equation Ax = 0.

Exercises Section 1.5, Practice Problems. Section 1.5, 1,3,5,7,9,11,13,15,29,31,33,35.

30

1.7 Linear Independence

• Linearly Independent and Linearly Dependent

A set of vectors {v1 , v2 , . . . , vp } in Rn is said to be linearly independent

if
c1 v1 + c2 v2 + . . . + cp vp = 0

implies
c1 = c2 = . . . = cp = 0.

The set is said to be linearly dependent if there exists c1 , c2 , . . . , cp not all

zero such that
c1 v1 + c2 v2 + . . . + cp vp = 0

• Example If the set of vectors {v1 , v2 , . . . , vp } in Rn contains the zero vector

0, then it is linearly dependent.

     
1 4 2
     
     
• Example Let v1 = 2, v2 = 5 and v3 = 1. Determine if the set
     
3 6 0
{v1 , v2 , v3 } is linearly independent. If not, find a linear relation among v1 , v2
and v3 .
 31
 
0 1 4
 
 
• Example Determine if the columns of the matrix A =  1 2 −1  are lin-
 
5 8 0
early independent.

• Theorem

The columns of a matrix A are linearly independent if and only if the equation
Ax = 0 has only the trivial solution, if and only if every column of A is pivot.
32

• Example Determine whether the following sets of vectors are linearly inde-
pendent.    
3 6
(a) v1 =   , v2 =  
1 2
   
3 6
(b) v1 =   , v2 =  
2 2

• Theorem

A set of two vectors {v1 , v2 } is linearly dependent if and only if one of the
vectors is a multiple of the other. The set of linearly independent if and only
if neither of the vectors is a multiple of the other.
 33

• Theorem

An indexed set S = {v1 , ..., vp } of two or more vectors is linearly dependent

if and only if at least one of the vectors in S is a linear combination of the
others.

• Theorem

If p > n, then the set S = {v1 , v2 , . . . , vp } of vectors in Rn is linearly

dependent.
34

• Example
   Determine
    by inspection if the given set is linearly dependent.
1 2 3 4
       
       
(a) 7, 0, 1, 1
       
6 9 5 8
     
0 2 3
     
     
(b) 0, 0, 1
     
0 9 5
   
2 3
   
   
(c) 0, 1
   
9 5
   
 −2   3
   
 4   −6 
   
(d)  ,  
 6   −9 
   
   
10 −15

Exercises Section 1.7 Exercises, 1,3,5,7,13,15,17,19,27.

 35

1.8 Linear Transformations

• A transformation T from Rn to Rm is a rule that assigns to each vector x

in Rn a vector T (x) in Rm . Rn is called the domain of T and Rm is called the
codomain of T . T (x) is called the image of x. The set of all images T (x) is
called the range of T .

     
1 −3   3 3
  2    
     
• Example Let A =  3 5 , u =  , b =  2 , c =  2 , and
  −1    
−1 7 −5 5
define a transformation T : R2 → R3 by T (x) = Ax.
(a) Find T (u).
(b) Find an x in R2 whose image under T is b. Is there more than one such x?
(c) Determine whether c is in the range of T .
36

• Linear Transformations

A transformation T is linear if
(a) T (u + v) = T (u) + T (v)
(b) T (cu) = cT (u)

• (For your information only, if you ever heard that linear transform
maps straight lines to straight lines and if you want to know how
to represent a straight line in Rn ) Suppose u and v are two points in Rn .
It is not difficult to see that as t runs through −∞ to ∞, tu + (1 − t)v runs
through all points lying on the straight  line
 passing through u and v. For
x
example, in R2 , we know any point   lying on the straight line passing
y
   
x1 x
through u =   and v =  2  satisfies y = y1 −y2 (x − x2 ) + y2 . Hence
x1 −x2
y1 y2
y1 −y2
x−x2 = x1 −x2 . If x − x2= t(x − x ), then y − y2 = t(y1 − y2 ). It means that if
y−y2
 1 2   
x x x
we set t = xx−x 2
, then   = t  1  + (1 − t)  2 .
1 −x2
y y1 y2
Question: if t is required to lie between 0 and 1, what is tu + (1 − t)v?
You can think of t as time and think of tu + (1 − t)v ∈ Rn as the position of
a particle at time t. Question: If you have learned multivariable calculus, can
you find what is the velocity and acceleration of this particle?
Under the transformation T , this line is mapped to T (tu+(1−t)v) = tT (u)+
(1−t)T (v), which is again a line that passes through two points T (u) and T (v).
Hence linear transformation maps straight lines to straight lines.
 37

• Theorem

Matrix transformations are linear transformations.

• Theorem

If T is a linear transformation,
(a) T (0) = 0
(b) T (c1 v1 + c2 v2 + . . . + cp vp ) = c1 T (v1 ) + c2 T (v2 ) + . . . + cp T (vp )
38
 
1 0 0
 
 
• Example Describe the linear transformation x 7→ Ax, where A = 0 1 0.
 
0 0 0

 
r 0
• Example Describe the linear transformation x 7→ Ax, where A =  .
0 r

 
1 3
• Example Describe the linear transformation x 7→ Ax, where A =  .
0 1
 39
 
0 −1
• Example Describe the linear transformation x 7→ Ax, where A =  .
1 0

 
cos θ − sin θ
• Example Describe the linear transformation x 7→ Ax, where A =  .
sin θ cos θ

Exercises Section 1.8 Exercises, 1,3,5,7,9,11,15,17,19.

40

1.9 The Matrix of a Linear Transformations

• Example Let T : R2 → R3 be a linear transformation such that

   
  5    −3
1   0  
   
T   =  −7 , T     = 8
0   1  
2 0

Find T (x) for any x ∈ R2 .

• In Rn , we define
       
1 0 0 0
       
0 1 0 0
       
       
e1 = 
 
0  , e2 = 0 , e3 = 1 , . . . , en = 0
     
       
 ...   ...   ...   ... 
       
       
0 0 0 1
 41

• Theorem

Let T : Rn → Rm be a linear transformation. There exists a unique m × n

matrix A such that
T (x) = Ax

In fact,
[ ]
A = T (e1 ) T (e2 ) . . . T (en )
42

• Definition

A mapping T : Rn → Rm is said to be onto Rm if each b in Rm is the image

of at least one x in Rn .

• Definition

A mapping T : Rn → Rm is said to be one-to-one if each b in Rm is the

image of at most one x in Rn .

Equivalently, T is one-to-one if, for each b in Rm , the equation T (x) = b has

either a unique solution or none at all.
The mapping T is not one-to-one when some b ∈ Rm is the image of more
than one vector in Rn . If there is no such b, then T is one-to-one.
 43

• Example Let T be the linear transformation whose standard matrix is

 
1 −4 8 1
 
 
A =  0 2 −1 3 
 
0 0 0 5

Does T maps R4 onto R3 ? If T a one-to-one mapping?

44

• Theorem

Let T : Rn → Rm be a linear transformation. Then T is one-to-one if and

only if the equation T (x) = 0 has only the trivial solution.

• Example Let T (x1 , x2 ) = (3x1 + x2 , 5x1 + 7x2 , x1 + 3x2 ). Show that T is

one-to-one. Does T maps R2 onto R3 ?

Exercises Read Tables 1-4 of Section 1.9. Section 1.9, 1,3,5,11,17,19,21,25,27.