SYSTEMS OF LINEAR EQUATIONS

ELECTRONIC VERSION OF LECTURE

HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics

HCMC — 2021.
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OUTLINE

1 DEFINITION

2 NON-HOMOGENEOUS LINEAR SYSTEM

3 HOMOGENEOUS SYSTEM OF LINEAR EQUATIONS

4 MATL AB

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 Definition Linear Systems in Two Unknowns

Linear systems in two unknowns arise in

connection with intersections of lines.
EXAMPLE 1.1
Consider the linear system
(
a1 x + b1 y = c1
a2 x + b2 y = c2

in which the graphs of the equations are

lines in the x y−plane. Each solution (x, y) of
this system corresponds to a point of
intersection of the lines.
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 Definition Linear Systems in Two Unknowns

There are 3 possibilities:

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 Definition Linear Systems in Two Unknowns

There are 3 possibilities:

1
The lines may be parallel and distinct, in
which case there is no intersection and
consequently no solution.

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 Definition Linear Systems in Two Unknowns

There are 3 possibilities:

1
The lines may be parallel and distinct, in
which case there is no intersection and
consequently no solution.
2
The lines may intersect at only one
point, in which case the system has
exactly one solution.

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 Definition Linear Systems in Two Unknowns

There are 3 possibilities:

1
The lines may be parallel and distinct, in
which case there is no intersection and
consequently no solution.
2
The lines may intersect at only one
point, in which case the system has
exactly one solution.
3
The lines may coincide, in which case
there are infinitely many points of
intersection and consequently infinitely
many solutions.
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 Definition Linear Systems in Two Unknowns

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 Definition Linear Systems in Three Unknowns

LINEAR SYSTEMS IN THREE UNKNOWNS

Unique solution Infinitely many solutions

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 Definition Linear Systems in Three Unknowns

No solution

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 Definition Definition

DEFINITION 1.1
A general linear system of m equations in the
n unknowns can be written as:

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 Definition Definition

DEFINITION 1.1
A general linear system of m equations in the
n unknowns can be written as:


 a 11 x 1 + a 12 x 2 + . . . + a 1 j x j + . . . + a 1n x n = b1



 .................................... ... ...
ai 1 x1 + ai 2 x2 + . . . + ai j x j + . . . + ai n xn = bi (1)




 .................................... ... ...
a m1 x 1 + a m2 x 2 + . . . + a m j x j + . . . + a mn x n = bm


where ai j are the coefficients of the system,

b i are constants of the system, i = 1, 2, . . . , m;
j = 1, 2, . . . , n; x 1 , x 2 , . . . , x n are the unknowns.
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 Definition Definition

The double subscripting on the coefficients

of the unknowns is a useful device that is
used to specify the location of the
coefficient in the system.
1
The first subscript on the coefficient ai j
indicates the equation in which the
coefficient occurs,

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 Definition Definition

The double subscripting on the coefficients

of the unknowns is a useful device that is
used to specify the location of the
coefficient in the system.
1
The first subscript on the coefficient ai j
indicates the equation in which the
coefficient occurs,
2
and the second subscript indicates
which unknown it multiplies.

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 Definition Definition

DEFINITION 1.2
A solution of the system (1) is a sequence of n
numbers (s 1, s 2, . . . , s n ) such that the
equations of the system (1) are satisfied
when we substitute x 1 = s 1, x 2 = s 2, . . . , x n = s n .

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 Definition Definition

DEFINITION 1.3
Matrix A = (ai j )m×n is called the coefficient
matrix of the system (1).

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 Definition Definition

DEFINITION 1.3
Matrix A = (ai j )m×n is called the coefficient
matrix of the system (1).
 
a 11 a 12 ... a1 j . . . a 1n
 ... ... ... ... ... ... 
 
 
 ai 1
A= ai 2 ... ai j . . . ai n 

 ... ... ... ... ... ... 
 
a m1 a m2 ... am j . . . a mn
m×n

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 Definition Definition

DEFINITION 1.4
Matrix
 ¯ 
a 11 a 12 . . . a 1 j . . . a 1n ¯ b1
¯
 ... ... ... ... ... ... ¯ ...
 ¯ 

 ¯ 
A B =  a i 1 a i 2 . . . a i j . . . a i n ¯¯
 bi 

 ... ... ... ... ... ... ¯ ... 
 ¯ 
a m1 a m2 . . . a m j . . . a mn ¯ bm
¯
m×(n+1)

is called the augmented matrix for the

system (1), which is obtained by adjoining
column B to matrix A as the last column.
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 Definition Definition
   
x1 b1
 x2   b2 
If we let X =  and B =  then the
   
 ... 
  ... 

xn bm
system (1) can be written in the matrix form
   
a 11 x 1 + a 12 x 2 + . . . + a 1n x n b1
 a x + a x + ... + a x   b2 
 21 1 22 2 2n n
=
  
 .. .
.. ... ... 
 .   
a m1 x 1 + a m2 x 2 + . . . + a mn x n bm

A m×n X n×1 = B m×1 .

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 Definition Definition

DEFINITION 1.5
The system (1) is called a homogeneous if
B = 0m×1 and a nonhomogeneous if B 6= 0m×1 .

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 Non-homogeneous linear system

EVERY NON-HOMOGENEOUS LINEAR SYSTEM

HAS :

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 Non-homogeneous linear system

EVERY NON-HOMOGENEOUS LINEAR SYSTEM

HAS :
no solution

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 Non-homogeneous linear system

EVERY NON-HOMOGENEOUS LINEAR SYSTEM

HAS :
no solution
unique solution

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 Non-homogeneous linear system

EVERY NON-HOMOGENEOUS LINEAR SYSTEM

HAS :
no solution
unique solution
infinitely many solutions

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 Non-homogeneous linear system

EVERY NON-HOMOGENEOUS LINEAR SYSTEM

HAS :
no solution
unique solution
infinitely many solutions

DEFINITION 2.1
A linear system is consistent if it has at least
one solution (unique solution or infinitely
many solutions) and inconsistent if it has no
solutions.
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 Non-homogeneous linear system Echelon form

SOLVING SYSTEM OF LINEAR EQUATIONS

In this section we shall develop a

systematic procedure for solving systems
of linear equations.

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 Non-homogeneous linear system Echelon form

SOLVING SYSTEM OF LINEAR EQUATIONS

In this section we shall develop a

systematic procedure for solving systems
of linear equations.
The procedure is based on the idea of
reducing the augmented matrix of a
system to another augmented matrix
that is simple enough that the solution of
the system can be found by inspection.
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 Non-homogeneous linear system Gaussian Elimination

Consider the system of linear equations



 a 11 x 1 + a 12 x 2 + . . . + a 1 j x j + . . . + a 1n x n = b1



 .................................... ... ...
ai 1 x1 + ai 2 x2 + . . . + ai j x j + . . . + ai n xn = bi




 .................................... ... ...
a m1 x 1 + a m2 x 2 + . . . + a m j x j + . . . + a mn x n = bm


If, by a sequence of elementary row operations, the

augmented matrix for a system of linear equations is
put in reduced row-echelon form, then the solution
set of the system will be evident by inspection or
after a few simple steps.

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 Non-homogeneous linear system Gaussian Elimination

OPERATIONS THAT LEAD TO EQUIVALENT SYSTEMS OF

EQUATIONS

If we perform the following elementary row

operations on the system (1):
1
Interchange two equations (r i ↔ r j )

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 Non-homogeneous linear system Gaussian Elimination

OPERATIONS THAT LEAD TO EQUIVALENT SYSTEMS OF

EQUATIONS

If we perform the following elementary row

operations on the system (1):
1
Interchange two equations (r i ↔ r j )
2
Multiply an equation through by a
nonzero constant λ 6= 0(r i → λr i ).

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 Non-homogeneous linear system Gaussian Elimination

OPERATIONS THAT LEAD TO EQUIVALENT SYSTEMS OF

EQUATIONS

If we perform the following elementary row

operations on the system (1):
1
Interchange two equations (r i ↔ r j )
2
Multiply an equation through by a
nonzero constant λ 6= 0(r i → λr i ).
3
Add a constant times one equation to
another (r i → r i + λr j )

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 Non-homogeneous linear system Gaussian Elimination

OPERATIONS THAT LEAD TO EQUIVALENT SYSTEMS OF

EQUATIONS

If we perform the following elementary row

operations on the system (1):
1
Interchange two equations (r i ↔ r j )
2
Multiply an equation through by a
nonzero constant λ 6= 0(r i → λr i ).
3
Add a constant times one equation to
another (r i → r i + λr j )
then we obtain a new system that has the
same solution set but is easier to solve.
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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.1
Solve the system by Gaussian elimination

 x 1 + 2x 2 + 3x 3 = 7

2x 1 + x 2 + 2x 3 = 6

 3x + 2x + x = 7
1 2 3

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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.1
Solve the system by Gaussian elimination

 x 1 + 2x 2 + 3x 3 =
 7
2x 1 + x 2 + 2x 3 = 6

 3x + 2x + x =
1 2 3 7
 ¯   ¯ 
1 2 3 ¯¯ 7 r 2 →r 2 −2r 1 1 2 3 ¯ 7
¯
¯  r 3 →r 3 −3r 1 
 2 1 2 ¯ 6  −−−−−−→  0 −3 −4 ¯ −8 
 ¯ 
¯ ¯
3 2 1 ¯7 0 −4 −8 ¯ −14

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 Non-homogeneous linear system Back-Substitution

 ¯ 
1 2 3 ¯ 7
¯
r 2 →r 2 −r 3   r 3 →r 3 +4r 2
−−−−−−→  0 1 4 ¯ 6  −−−−−−→
¯
¯
0 −4 −8 ¯ −14
 ¯ 
1 2 3 ¯ 7 ¯
0 1 4 ¯ 6 
 ¯ 
¯
0 0 8 ¯ 10

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 Non-homogeneous linear system Back-Substitution

The system corresponding to this matrix is


 x 1 + 2x 2 + 3x 3 = 7

x 2 + 4x 3 = 6

 8x 3 = 10

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 Non-homogeneous linear system Back-Substitution

The system corresponding to this matrix is

5

x =

 x 1 + 2x 2 + 3x 3 = 7

 1

4
 
x 2 + 4x 3 = 6 ⇔ x 2 = 1
 x3 = 5
 
 8x 3 = 10 

4
Thus the system has unique solution
µ ¶T
5 5
(x 1 , x 2 , x 3 )T = , 1,
4 4

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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.2
Solve the system by Gaussian elimination

 x 1 + 2x 2 − 3x 3 = 1

x 1 + 3x 2 − 13x 3 = −1

 3x + 5x + x = 5
1 2 3

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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.2
Solve the system by Gaussian elimination

 x 1 + 2x 2 − 3x 3 = 1

x 1 + 3x 2 − 13x 3 = −1

 3x + 5x + x = 5
1 2 3
 ¯   ¯ 
1 2 −3 ¯¯ 1 r 2 →r 2 −r 1 1 2 −3 ¯¯ 1
 r 3 →r 3 −3r 1 
 1 3 −13 ¯ −1  −−−−−−−→  0 1 −10 ¯ −2 
 ¯ ¯ 
¯ ¯
3 5 1 ¯ 5 0 −1 10 ¯ 2

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 Non-homogeneous linear system Back-Substitution
 ¯ 
1 2 −3 ¯ 1
¯
r 3 →r 3 +r 2 
−−−−−−→  0 1 −10 ¯ −2  .
¯ 
¯
0 0 0 ¯ 0

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 Non-homogeneous linear system Back-Substitution
 ¯ 
1 2 −3 ¯ 1
¯
r 3 →r 3 +r 2 
−−−−−−→  0 1 −10 ¯ −2  .
¯ 
¯
0 0 0 ¯ 0
The system corresponding to this matrix is
(
x 1 + 2x 2 − 3x 3 = 1
x 2 − 10x 3 = −2

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 Non-homogeneous linear system Back-Substitution
 ¯ 
1 2 −3 ¯ 1
¯
r 3 →r 3 +r 2 
−−−−−−→  0 1 −10 ¯ −2  .
¯ 
¯
0 0 0 ¯ 0
The system corresponding to this matrix is
(
x 1 + 2x 2 − 3x 3 = 1
x 2 − 10x 3 = −2

Solving for the leading variables, we obtain

(
x 1 = 1 − 2x 2 + 3x 3
x 2 = −2 + 10x 3
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 Non-homogeneous linear system Back-Substitution

Finally, we express the general solution of

the system parametrically by assigning the
free variables x 3 arbitrary value α. This
means that x 3 = α, where α ∈ R, we can find
(
x 2 = −2 + 10x 3 = −2 + 10α
x 1 = 1 − 2x 2 + 3x 3 = 5 − 17α

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 Non-homogeneous linear system Back-Substitution

Finally, we express the general solution of

the system parametrically by assigning the
free variables x 3 arbitrary value α. This
means that x 3 = α, where α ∈ R, we can find
(
x 2 = −2 + 10x 3 = −2 + 10α
x 1 = 1 − 2x 2 + 3x 3 = 5 − 17α

So the system has infinitely many solutions

(x 1 , x 2 , x 3 )T = (5 − 17α, −2 + 10α, α)T , where
α ∈ R is arbitrary number.
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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.3
Solve the system by Gaussian elimination

 x 1 −2x 2 +3x 3 = 2

3x 1 +3x 2 = −3

 3x
1 +3x 3 = 8

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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.3
Solve the system by Gaussian elimination

 x 1 −2x 2 +3x 3 = 2

3x 1 +3x 2 = −3

 3x
1 +3x 3 = 8

 ¯ 
1 −2 3 ¯¯ 2 r 2 →r 2 −3r 1
 r 3 →r 3 −3r 1
 3 3 0 ¯ −3  −−−−−−−→
 ¯
¯
3 0 3 ¯ 8

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 Non-homogeneous linear system Back-Substitution

EXAMPLE 2.3
Solve the system by Gaussian elimination

 x 1 −2x 2 +3x 3 = 2

3x 1 +3x 2 = −3

 3x
1 +3x 3 = 8

 ¯   ¯ 
1 −2 3 ¯¯ 2 r 2 →r 2 −3r 1 1 −2 3 ¯¯ 2
 r 3 →r 3 −3r 1 
 3 3 0 ¯ −3  −−−−−−−→  0 9 −9 ¯ −9 
 ¯ ¯ 
¯ ¯
3 0 3 ¯ 8 0 6 −6 ¯ 2

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 Non-homogeneous linear system Back-Substitution

 ¯ 
1 −2 3 ¯ 2
¯
r 2 ↔r 2 /9   r 3 →r 3 −6r 2
−−−−−→  0 1 −1 ¯ −1  −−−−−−→
¯
¯
0 6 −6 ¯ 2

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 Non-homogeneous linear system Back-Substitution

 ¯ 
1 −2 3 ¯ 2
¯
r 2 ↔r 2 /9   r 3 →r 3 −6r 2
−−−−−→  0 1 −1 ¯ −1  −−−−−−→
¯
¯
0 6 −6 ¯ 2
 ¯ 
1 −2 3 ¯ 2 ¯
 0 1 −1 ¯ −1 
 ¯ 
¯
0 0 0 ¯ 8

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 Non-homogeneous linear system Back-Substitution

The system corresponding to this matrix is


 x 1 − 2x 2 + 3x 3 = 2

x 2 − x 3 = −1

 0 = 8
This system has no solution.

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 Homogeneous system of linear equations Definition

DEFINITION 3.1
A system of linear equations is said to be
homogeneous if the constant terms are all
zero.



 a 11 x 1 + a 12 x 2 + . . . + a 1 j x j + . . . + a 1n x n = 0
.................................... ... ...




ai 1 x1 + ai 2 x2 + . . . + ai j x j + . . . + ai n xn = 0




 .................................... ... ...
a m1 x 1 + a m2 x 2 + . . . + a m j x j + . . . + a mn x n = 0


(2)
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 Homogeneous system of linear equations Definition

¡ ¢T
1
The trivial solution is X = 0 0 . . . 0 .

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 Homogeneous system of linear equations Definition

¡ ¢T
1
The trivial solution is X = 0 0 . . . 0 .
2
The¡nontrivial solution is
¢ T
X 6= 0 0 . . . 0 .

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 Homogeneous system of linear equations Definition

¡ ¢T
1
The trivial solution is X = 0 0 . . . 0 .
2
The¡nontrivial solution is
¢ T
X 6= 0 0 . . . 0 .

HOMOGENEOUS LINEAR SYSTEM ALWAYS HAS:

1
only the trivial solution.

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 Homogeneous system of linear equations Definition

¡ ¢T
1
The trivial solution is X = 0 0 . . . 0 .
2
The¡nontrivial solution is
¢ T
X 6= 0 0 . . . 0 .

HOMOGENEOUS LINEAR SYSTEM ALWAYS HAS:

1
only the trivial solution.
2
or infinitely many solutions in addition
to the trivial solution, i.e. nontrivial
solutions

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 Homogeneous system of linear equations Definition

THEOREM 3.1
A homogeneous linear system (2) has
non-trivial solutions if and only if
r (A) < n,

where n is the number of unknowns.

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 Homogeneous system of linear equations Definition

THEOREM 3.1
A homogeneous linear system (2) has
non-trivial solutions if and only if
r (A) < n,

where n is the number of unknowns.

Indeed, if r (A) = n, then the system (2) has
only trivial solution X = 0.

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 Homogeneous system of linear equations Definition

THEOREM 3.1
A homogeneous linear system (2) has
non-trivial solutions if and only if
r (A) < n,

where n is the number of unknowns.

Indeed, if r (A) = n, then the system (2) has
only trivial solution X = 0.
If r (A) < n, then the system (2) has infinitely
many solutions or non-trivial solutions.
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 Homogeneous system of linear equations General solution

If r (A) = r < n, then the system (2) has

general solution:


 x 1 = ϕ1 (t 1 , t 2 , . . . , t n−r )
x 2 = ϕ2 (t 1 , t 2 , . . . , t n−r )





...




x r = ϕr (t 1 , t 2 , . . . , t n−r ) (3)




 x r +1 = t 1
...





x n = t n−r


where t 1, . . . , t n−r are arbitrary numbers,

which are called free variables.
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 Homogeneous system of linear equations General solution

EXAMPLE 3.1
Solve the system by Gaussian elimination


 x 1 + 3x 2 + 3x 3 + 2x 4 + 4x 5 = 0

 x + 4x + 5x + 3x + 7x
1 2 3 4 5 = 0

 2x 1 + 5x 2 + 4x 3 + x 4 + 5x 5 = 0

x 1 + 5x 2 + 7x 3 + 6x 4 + 10x 5 = 0


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 Homogeneous system of linear equations General solution

EXAMPLE 3.1
Solve the system by Gaussian elimination


 x 1 + 3x 2 + 3x 3 + 2x 4 + 4x 5 = 0

 x + 4x + 5x + 3x + 7x =
1 2 3 4 5 0

 2x 1 + 5x 2 + 4x 3 + x 4 + 5x 5 = 0

x 1 + 5x 2 + 7x 3 + 6x 4 + 10x 5 = 0

 
1 3 3 2 4 r 2 →r 2 −r 1
 1 4 5 3 7  r 3 →r 3 −2r 1
 r 4 →r 4 −r 1
Solution.   −−−−−−→

2 5 4 1 5 
1 5 7 6 10
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 35 / 41
 Homogeneous system of linear equations General solution

 
1 3 3 2 4
 0 1 2 1 3  r 3 →r 3 +r 2
 r 4 →r 4 −2r 2
 −−−−−−→

0

 −1 −2 −3 −3 
0 2 4 4 6

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 36 / 41

 Homogeneous system of linear equations General solution

 
1 3 3 2 4
0 r 3 →r 3 +r 2
1 2 1 3   r 4 →r 4 −2r 2
 −−−−−−→

0

−1 −2 −3 −3 
0 2 4 4 6
 
1 3 3 2 4 
1 3 3 2 4

0 1 2 1 3  r 4 →r 4 +r 3  0 1
  2 1 3 
 −−−−−−→ 
 
0 0 0 −2 0  0 0 0 −2 0
 

0 0 0 2 0 0 0 0 0 0

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 36 / 41

 Homogeneous system of linear equations General solution

 
1 3 3 2 4
0 r 3 →r 3 +r 2
1 2 1 3   r 4 →r 4 −2r 2
 −−−−−−→

0

−1 −2 −3 −3 
0 2 4 4 6
 
1 3 3 2 4 
1 3 3 2 4

0 1 2 1 3  r 4 →r 4 +r 3  0 1
  2 1 3 
 −−−−−−→ 
 
0 0 0 −2 0  0 0 0 −2 0
 

0 0 0 2 0 0 0 0 0 0
Free variables: x 3 , x 5

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 36 / 41

 Homogeneous system of linear equations General solution

The system corresponding to this matrix is


 x 1 + 3x 2 + 3x 3 + 2x 4 + 4x 5 = 0

x 2 + 2x 3 + x 4 + 3x 5 = 0

 −2x 4 = 0

 x 2 = −2x 3 − 3x 5

⇔ x 1 = 3x 3 + 5x 5

x = 0
4

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 37 / 41

 Homogeneous system of linear equations General solution

Let x 3 = t 1, x 5 = t 2. The general solution of

this system is
   
x1 3t 1 + 5t 2
 x 2   −2t 1 − 3t 2
   

   
X (t 1 , t 2 ) =  x
 3 =
  t1 

x   0 
 4  
x5 t2

where t 1, t 2 are arbitrary numbers.

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 38 / 41

 MatLab

MATL AB

Gauss-Jordan Elimination: r r e f ([A B ])

General solution of homogeneous
system AX = 0 : nul l (A, 0r 0)

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 39 / 41

 MatLab

 
1 3 3 2 4
 1 4 5 3 7 
A=
 
2 5 4 1 5

 
1 5 7 6 10
0 0
>> nul
 l (A, r )
3 5
 
 −2 −3 
 
ans =  1 0 


 0 0 
 
0 1
(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 40 / 41
 MatLab

THANK YOU FOR YOUR ATTENTION

(HCMUT-OISP) SYSTEMS OF LINEAR EQUATIONS HCMC — 2021. 41 / 41