Lecture 2

1.1 Linear Systems and their solutions 1.2 Elementary Row Operations

Chapter 1

Linear Systems & Gaussian Elimination

Announcement Tutorial and lab balloting begins tomorrow Last chance to sign up virtual tutorial class Hardcopies of introductory handouts Watch introductory lecture on webcast Practice Session starts next week: SL1 lecture group: Tuesday SL2 lecture group: Thursday

Chapter 1

Linear Systems & Gaussian Elimination

Section 1.1
Linear Systems and their solutions
Objective What is a linear equation and a linear system? What is a general solution of a LE/LS? What is the geometrical interpretation? How to find a general solution of a LE? Other terminologies consistent/inconsistent LS
Chapter 1 Linear Systems & Gaussian Elimination 3

What is a linear equation?

Discussion 1.1.1
e.g. x + y = 1 y is hidden x=2 is represented algebraically by y = -3 x is hidden a linear equation in the variables x and/or y General form ax + by = c A line in the xy-plane

a, b, c represent some real numbers constants a and b are not both zero

Chapter 1

Linear Systems & Gaussian Elimination

What is a linear equation?

Definition 1.1.2
A linear equation in 3 variables ax + by + cz = d
geometrical meaning: plane

A linear equation in 4 variables ax + by + cz + dw = e

geometrical meaning: none

A linear equation in n variables a1x1 + a2x2 + + anxn = b variables: x1, x2, , xn also called the unknowns constants: a1, a2, , an and b
coefficients
Chapter 1

constant term
5

Linear Systems & Gaussian Elimination

What is a linear equation?

Example 1.1.3.1
The following are (specific) linear equations: a) x + 3y = 7 b) x1 + 2x2 + 2x3 + x4 = x5 c) y = x 0.5z + 4.5 d) x1 + x2 + + xn = 1 a1x1 + a2x2 + + anxn = b

Chapter 1

Linear Systems & Gaussian Elimination

What is a linear equation?

Example 1.1.3.2
The following are not linear equations: a) xy = 2
cross term not linear in q and f linear in sin(q) and cos(f) square terms

b) sin(q) + cos (f) = 0.2 c) x12 + x22 + + xn2 = 1 d) x = e y

function of y

a1x1 + a2x2 + + anxn = b

Chapter 1

Linear Systems & Gaussian Elimination

What is a linear equation?

Example 1.1.3.3
ax + by + cz = d 0x + 0y + cz = d 0x + by + 0z = d ax + 0y + 0z = d x not all a, b, c are zero horizontal plane (^ z-axis) vertical plane (^ y-axis) vertical plane (^ x-axis)

represents a plane in the three dimensional space

What if there is only one zero coefficient? If d = 0, the plane passes through origin If a, b, c all non-zero, the plane is slanting
Chapter 1 Linear Systems & Gaussian Elimination 8

What is a general solution of a LE?

Definition 1.1.4
a1x1 + a2x2 + + anxn = b real numbers s1, s2, , sn If the equation is satisfied, x1 = s1, x2 = s2, , xn = sn
variables: x1, x2, , xn constants: a1, a2, , an, b a solution of the linear equation

A linear equation has (infinitely) many solutions unless it has only one variable The set of all solutions: solution set An expression that give us all solutions: general solution
Chapter 1 Linear Systems & Gaussian Elimination 9

How to find a general solution of a LE?

y x

Example 1.1.5.1
4x 2y = 1 some solutions
x =1 y = 1.5 x = 1.5 y = 2.5 x = 1 y = 2.5

infinitely many solutions

pick a random value for x substitute this value into the equation solve the value of y
representing all possible solutions

general solution
set x = t (parameter) substitute t for x in the equation express y in terms of t
Chapter 1 Linear Systems & Gaussian Elimination

x =t y = 2t

1 2
10

How to find a general solution of a LE?

Example 1.1.5.1
4x 2y = 1 some solutions
x =1 y = 1.5 x = 1.5 y = 2.5 x = 1 y = 2.5

general solution
set x = t (parameter) substitute t for x in the equation express y in terms of t

x =t y = 2t

1 2

general solution (alternative)

set y = s (parameter) substitute s for y in the equation express x in terms of s
Chapter 1

x = 1s+ 2 y = s

1 4

Linear Systems & Gaussian Elimination

11

How to find a general solution of a LE?

Additional example
xy+z=1 general solution set x = t and y = s (parameters) substitute t for x and s for y in the equation express z in terms of t and s

x y z
Chapter 1

= t = s = 1t + s

Linear Systems & Gaussian Elimination

12

Geometrical interpretation

Example 1.1.5.3(a)
equation x+y=1 represents a line in xy-plane general solutions x = 1 s y = s Rewrite: (x, y) = (1 s, s) represents coordinates of points on the line

(1 s, s)

x
x+y=1
Chapter 1 Linear Systems & Gaussian Elimination 13

Geometrical interpretation

Example 1.1.5.3(b)
equation x+y=1 regarded as x + y + 0z = 1 represents a plane in 3D space
x+y=1

general solutions

x y z

= 1 s = s = t

Rewrite: (x, y, z) = (1 s, s, t) z represents coordinates of points on the plane

(1 s, s, t )

x
Chapter 1 Linear Systems & Gaussian Elimination 14

What is a linear system?

Definition 1.1.6
A system of linear equations (or a linear system)

a11 x1 + a12 x2 + a x +a x + 12 2 21 1 am1 x1 + am2 x2 +

m linear equations n variables x1, x2, , xn

+ a1n x n = b1 + a2n xn = b2 + amn x n = bm

Putting a few linear equations with common variables together

a11, a12, , amn and b1, b2, , bm are real constants

double indices
Chapter 1 Linear Systems & Gaussian Elimination 15

Applications of Linear Systems

Geometry Networks Heat distribution Chemistry Economics Linear programming Games

Chapter 1

Linear Systems & Gaussian Elimination

16

What is a general solution of a LS?

Definition 1.1.6
a11 x1 + a12 x2 + a x +a x + 12 2 21 1 am1 x1 + am2 x2 + + a1n xn = b1 + a2n xn = b2 + amn xn = bm

real numbers s1, s2, , sn If all the equations are satisfied, x1 = s1, x2 = s2, , xn = sn
a solution of the linear system

solution set and general solution of the system are defined similarly as before.
Chapter 1 Linear Systems & Gaussian Elimination 17

Solution of a LS

Example 1.1.7
4 x1 x2 + 3x3 = 1 3x + x + 9 x = 4 2 3 1
x1 = 1, x2 = 2, x3 = 1 is a solution x1 = 1, x2 = 8, x3 = 1 is not a solution

Chapter 1

Linear Systems & Gaussian Elimination

18

Solution of a LS

Remark 1.1.8
Not all systems of linear equations have solutions.

x 2x

+ y + 2y

= 4 = 6

x+y=3

This system has no solution The two equations contradict each other

Chapter 1

Linear Systems & Gaussian Elimination

19

What is a consistent/inconsistent LS?

Definition 1.1.9
A system of linear equations no solution at least one solution

inconsistent system
x + y 2 x + 2y
Chapter 1

consistent system
4 x1 x2 + 3x3 = 1 3x + x + 9 x = 4 2 3 1
20

= 4 = 6

Linear Systems & Gaussian Elimination

Solution of a LS

Remark 1.1.10
Every system of linear equations has either no solution exactly one solution or infinitely many solutions

Chapter 1

Linear Systems & Gaussian Elimination

21

Geometrical interpretation

Discussion 1.1.11
In the xy-plane, the system

a1 x + b1y = c1 a x +by =c 2 2 2
represent two straight lines. 1) l1 and l2 are parallel lines

( l1 ) ( l2 )

The system has no solution l1

l2
Linear Systems & Gaussian Elimination 22

Chapter 1

Geometrical interpretation

Discussion 1.1.11
In the xy-plane, the system

a1 x + b1y = c1 a x +by =c 2 2 2
represent two straight lines.

( l1 ) ( l2 )

2) l1 and l2 are not parallel lines. The system has exactly one solution l1 l2

Chapter 1

Linear Systems & Gaussian Elimination

23

Geometrical interpretation

Discussion 1.1.11
In the xy-plane, the system

a1 x + b1y = c1 a x +by =c 2 2 2
represent two straight lines.

( l1 ) ( l2 )

3) l1 and l2 are the same lines. The system has infinitely many solutions l1 l2

Chapter 1

Linear Systems & Gaussian Elimination

24

Geometrical interpretation

Exercise 1 Q8 (Tutorial problem)

a1 x + b1y = c1 a2 x + b2y = c2 a x + b y = c 3 3 3 ( l1 ) ( l2 ) ( l3 )

In the xy-plane, the system represent three lines. If the three lines are not parallel to each other, how many solutions does the system have?

no solution
Chapter 1

exactly one solution

25

Linear Systems & Gaussian Elimination

Geometrical interpretation

Problem 1.1.12 (Related to Ex 1: Q9)

In the three dimensional space, the system

a1 x + b1y + c1 z = d1 a2 x + b2y + c2 z = d2 a3 x + b3y + c3 z = d3

represents three planes.

( p1 ) ( p2 ) ( p3 )

Discuss geometrically when the system has no solution, one solution and infinitely many solutions.

Chapter 1

Linear Systems & Gaussian Elimination

26

Section 1.2
Elementary Row Operations
Objective What are the three elementary row operations? How to perform ERO on an augmented matrix? What is meant by row equivalence between two augmented matrices? Other terminologies augmented matrix of a LS
Chapter 1 Linear Systems & Gaussian Elimination 27

What is an augmented matrix of a LS?

Definition 1.2.1
linear system m equations n variables
a11 x1 + a12 x 2 + a x +a x + 12 2 21 1 am1 x1 + am 2 x 2 + + a1 n x n = b1 + a2 n x n = b2 + amn x n = bm

augmented matrix

a11 a21 a m1

a12 a22 am 2

a1 n a2 n amn

b1 b2 bm

rectangular array

m rows n+1 columns

variables, + and = signs are not displayed

Chapter 1 Linear Systems & Gaussian Elimination 28

What is an augmented matrix of a LS?

Example 1.2.2
Consider the system of linear equations:

x1 2 x1 3x1

x2 + + 4 x2 + 6 x2

+ 2 x3 3 x3 5 x3

= 9 = 1 = 0

The augmented matrix of the system:

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

Chapter 1

Linear Systems & Gaussian Elimination

29

What are the three elementary row operations?

Definition 1.2.4
augmented matrix
a11 a21 a m1 a12 a22 am 2 a1 n a2 n amn b1 b2 bm

Consider the following three operations on the augmented matrix: 1. Multiply a row by a nonzero constant. 2. Interchange two rows. 3. Add a multiple of one row to another row. These are called elementary row operations.
Chapter 1 Linear Systems & Gaussian Elimination 30

How to perform elementary row operations?

Definition 1.2.4
1 1 2 9 2 4 3 1 3 6 5 0
Add 2 times of first row to second row

3 3 6 27 Multiply first row by 3 2 4 3 1 3 6 5 0

2 2 4

18

1 1 2 9 4 6 1 19 3 6 5 0
only second row is changed
Chapter 1 Linear Systems & Gaussian Elimination

1 1 2 9 3 6 5 0 2 4 3 1
31

Why perform ERO ?

Discussion 1.2.3
Elementary row operations

a11 x1 + a12 x 2 + a x +a x + 12 2 21 1 am1 x1 + am 2 x 2 +

+ a1 n x n = b1 + a2 n x n = b2 + amn x n = bm

1. Multiply a row by a nonzero constant. 2. Interchange two rows. 3. Add a multiple of one row to another row. These are the basic steps for solving linear system. Correspond to the following action on the system 1. Multiply an equation by a nonzero constant. 2. Interchange two equations. 3. Add a multiple of one equation to another equation.
Chapter 1 Linear Systems & Gaussian Elimination 32

Why perform ERO ?

Example 1.2.5
x 2x 3x + y 2y + 9y + 3z + 2z = 0 = 4 = 3 (1) (2) (3) 1 1 3 2 2 2 3 9 0 0 4 3

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

x 3x y + 4y + 9y + 3z 4z = 0 = 4 = 3 (1) (4) (3) 1 1 3 0 4 4 3 9 0 0 4 3

This is equivalent to adding 2 times of the first row of the matrix to the second row.
Chapter 1 Linear Systems & Gaussian Elimination 33

Why perform ERO ?

Example 1.2.5
x 3x y + 4y + 9y + 3z 4z = 0 = 4 = 3 (1) (4) (3) 1 1 3 0 4 4 3 9 0 0 4 3

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

+ y 4y 6y

+ 3z 4z 9z

= 0 = 4 = 3

(1) (4) (5)

1 1 3 0 4 4 0 6 9

0 4 3

This is equivalent to adding 3 times of the first row of the matrix to the third row.
Chapter 1 Linear Systems & Gaussian Elimination 34

Why perform ERO ?

Example 1.2.5
x y + 4y 6y + 3z 4z 9z = 0 = 4 = 3 (1) (4) (5) 1 1 3 0 4 4 0 6 9 0 4 3

Add 6/4 times of Equation (4) to Equation (5) to obtain Equation (6).
x y + 4y + 3z 4z 15z = 0 = 4 = 9 (1) (4) (6)
1 1 3 0 4 4 0 0 15 0 4 9

This is equivalent to adding 6/4 times of the second row of the matrix to the third row.
Chapter 1 Linear Systems & Gaussian Elimination 35

Why perform ERO ?

Example 1.2.5
x y + 4y 3z + 4z 15z = 0 = 4 = 9 (1) (4) (6)

row echelon form

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

By Equation (6),

z = 3/5.

Substituting z = 3/5 into Equation (4), 4y 4(3/5) = 4 y = 2/5. Substituting y = 2/5 and z = 3/5 into Equation (1) x + (2/5) + 3(3/5) = 0 x = 11/5.
This gives the solution of the linear system
Chapter 1 Linear Systems & Gaussian Elimination 36

What is row equivalence ?

Definition 1.2.6
Two augmented matrices are row equivalent (to each other) if one can be obtained from the other by a series of elementary row operations. In example 1.2.5,
1 1 3 2 2 2 3 9 0 0 4 3
1 1 3 0 4 4 3 9 0 0 4 3

1 1 3 0 4 4 0 6 9

0 4 3

1 1 3 0 4 4 0 0 15

0 4 9

Any 2 of the augmented matrices are row equivalent

Chapter 1

Linear Systems & Gaussian Elimination

37

What can we say about 2 row equivalent LS ?

Theorem 1.2.7
If augmented matrices of two linear systems are row equivalent, then the two systems have the same set of solutions. Linear System X same solutions Linear System Y

Augmented Matrix of System X

Chapter 1

row equivalent

Augmented Matrix of System Y

38

Linear Systems & Gaussian Elimination

What can we say about 2 row equivalent LS ?

Example 1.2.8
All augmented matrices in Example 1.2.5 are row equivalent.
1 1 3 2 2 2 3 9 0 0 4 3
1 1 3 0 4 4 3 9 0 0 4 3

1 1 3 0 4 4 0 6 9

0 4 3

1 1 3 0 4 4 0 0 15

0 4 9

So all systems of linear equations in Example 1.2.5 have the same solution.
x 2x 3x y + 2y + 9y + 3z + 2z = 0 = 4 = 3 (1) (2) (3)

x 3x

y + 4y + 9y

+ 3z 4z

= 0 = 4 = 3

(1) (4) (3)

x
Chapter 1

+ y 4y 6y

+ 3z 4z 9z

= 0 = 4 = 3

(1) (4) (5)

+ y 4y

+ 3z 4z 15z

= 0 = 4 = 9

(1) (4) (6)

39

Linear Systems & Gaussian Elimination

Problem 1.2.9
To see why Theorem 1.2.7 is true, we only need to check that every elementary row operation applied to an augmented matrix will not change the solution set of the corresponding linear system. 1. Multiply a row by a nonzero constant 2. Interchange two rows 3. Add a multiple of one row to another

Chapter 1

Linear Systems & Gaussian Elimination

40

Lets revise
1. A linear equation with two or more variables has infinitely many solutions. 2. A linear system has either no solution, exactly one solution, or infinitely many solutions. 3. Elementary row operations do not change the solution set of a linear system. 4. Two linear systems have the same solution set if their augmented matrices are row equivalent.
Chapter 1 Linear Systems & Gaussian Elimination 41