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System of linear equations

In mathematics, a system of linear equations (or linear system) is a collection of two or
more linear equations involving the same variables.[1][2] For example,

is a system of three equations in the three variables x, y, z. A solution to a linear system is

an assignment of values to the variables such that all the equations are simultaneously
satisfied. In the example above, a solution is given by the ordered triple
since it makes all three equations valid.
A linear system in three variables
Linear systems are a fundamental part of linear algebra, a subject used in most modern determines a collection of planes.
mathematics. Computational algorithms for finding the solutions are an important part of The intersection point is the
numerical linear algebra, and play a prominent role in engineering, physics, chemistry, solution.
computer science, and economics. A system of non-linear equations can often be
approximated by a linear system (see linearization), a helpful technique when making a
mathematical model or computer simulation of a relatively complex system.

Very often, and in this article, the coefficients and solutions of the equations are constrained to be real or complex numbers, but
the theory and algorithms apply to coefficients and solutions in any field. For other algebraic structures, other theories have been
developed. For coefficients and solutions in an integral domain, such as the ring of integers, see Linear equation over a ring. For
coefficients and solutions that are polynomials, see Gröbner basis. For finding the "best" integer solutions among many, see
Integer linear programming. For an example of a more exotic structure to which linear algebra can be applied, see Tropical
geometry.

Elementary examples

Trivial example
The system of one equation in one unknown

has the solution

However, most interesting linear systems have at least two equations.

Simple nontrivial example

The simplest kind of nontrivial linear system involves two equations and two variables:

One method for solving such a system is as follows. First, solve the top equation for in terms of :

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Now substitute this expression for x into the bottom equation:

This results in a single equation involving only the variable . Solving gives , and substituting this back into the equation
for yields . This method generalizes to systems with additional variables (see "elimination of variables" below, or the
article on elementary algebra.)

General form
A general system of m linear equations with n unknowns and coefficients can be written as

where are the unknowns, are the coefficients of the system, and are the
constant terms.[3]

Often the coefficients and unknowns are real or complex numbers, but integers and rational numbers are also seen, as are
polynomials and elements of an abstract algebraic structure.

Vector equation
One extremely helpful view is that each unknown is a weight for a column vector in a linear combination.

This allows all the language and theory of vector spaces (or more generally, modules) to be brought to bear. For example, the
collection of all possible linear combinations of the vectors on the left-hand side (LHS) is called their span, and the equations
have a solution just when the right-hand vector is within that span. If every vector within that span has exactly one expression as
a linear combination of the given left-hand vectors, then any solution is unique. In any event, the span has a basis of linearly
independent vectors that do guarantee exactly one expression; and the number of vectors in that basis (its dimension) cannot be
larger than m or n, but it can be smaller. This is important because if we have m independent vectors a solution is guaranteed
regardless of the right-hand side (RHS), and otherwise not guaranteed.

Matrix equation
The vector equation is equivalent to a matrix equation of the form

where A is an m×n matrix, x is a column vector with n entries, and b is a column vector with m entries.[4]

The number of vectors in a basis for the span is now expressed as the rank of the matrix.

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Solution set
A solution of a linear system is an assignment of values to the variables
such that each of the equations is satisfied. The set of all possible solutions is called the
solution set.[5]

A linear system may behave in any one of three possible ways:

1. The system has infinitely many solutions.

2. The system has a unique solution.
3. The system has no solution.

Geometric interpretation
The solution set for the equations
For a system involving two variables (x and y), each linear equation determines a line on x − y = −1 and 3x + y = 9 is the
the xy-plane. Because a solution to a linear system must satisfy all of the equations, the single point (2, 3).
solution set is the intersection of these lines, and is hence either a line, a single point, or
the empty set.

For three variables, each linear equation determines a plane in three-dimensional space, and the solution set is the intersection of
these planes. Thus the solution set may be a plane, a line, a single point, or the empty set. For example, as three parallel planes do
not have a common point, the solution set of their equations is empty; the solution set of the equations of three planes intersecting
at a point is single point; if three planes pass through two points, their equations have at least two common solutions; in fact the
solution set is infinite and consists in all the line passing through these points.[6]

For n variables, each linear equation determines a hyperplane in n-dimensional space. The solution set is the intersection of these
hyperplanes, and is a flat, which may have any dimension lower than n.

General behavior
In general, the behavior of a linear system is determined by the relationship between the
number of equations and the number of unknowns. Here, "in general" means that a
different behavior may occur for specific values of the coefficients of the equations.

In general, a system with fewer equations than unknowns has infinitely many
solutions, but it may have no solution. Such a system is known as an
underdetermined system.
In general, a system with the same number of equations and unknowns has a
single unique solution.
In general, a system with more equations than unknowns has no solution.
Such a system is also known as an overdetermined system.
In the first case, the dimension of the solution set is, in general, equal to n − m, where n is The solution set for two equations in
the number of variables and m is the number of equations. three variables is, in general, a line.

The following pictures illustrate this trichotomy in the case of two variables:

One equation Two equations Three equations

The first system has infinitely many solutions, namely all of the points on the blue line. The second system has a single unique
solution, namely the intersection of the two lines. The third system has no solutions, since the three lines share no common point.

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It must be kept in mind that the pictures above show only the most common case (the general case). It is possible for a system of
two equations and two unknowns to have no solution (if the two lines are parallel), or for a system of three equations and two
unknowns to be solvable (if the three lines intersect at a single point).

A system of linear equations behave differently from the general case if the equations are linearly dependent, or if it is
inconsistent and has no more equations than unknowns.

Properties

Independence
The equations of a linear system are independent if none of the equations can be derived algebraically from the others. When the
equations are independent, each equation contains new information about the variables, and removing any of the equations
increases the size of the solution set. For linear equations, logical independence is the same as linear independence.

For example, the equations

are not independent — they are the same equation when scaled by a factor of two, and
they would produce identical graphs. This is an example of equivalence in a system of
linear equations.

For a more complicated example, the equations

The equations x − 2y = −1,

3x + 5y = 8, and 4x + 3y = 7 are
are not independent, because the third equation is the sum of the other two. Indeed, any linearly dependent.
one of these equations can be derived from the other two, and any one of the equations
can be removed without affecting the solution set. The graphs of these equations are three
lines that intersect at a single point.

Consistency
A linear system is inconsistent if it has no solution, and otherwise, it is said to be
consistent.[7] When the system is inconsistent, it is possible to derive a contradiction from
the equations, that may always be rewritten as the statement 0 = 1.

For example, the equations

are inconsistent. In fact, by subtracting the first equation from the second one and
multiplying both sides of the result by 1/6, we get 0 = 1. The graphs of these equations on
the xy-plane are a pair of parallel lines.

It is possible for three linear equations to be inconsistent, even though any two of them are The equations 3x + 2y = 6 and
3x + 2y = 12 are inconsistent.
consistent together. For example, the equations

are inconsistent. Adding the first two equations together gives 3x + 2y = 2, which can be subtracted from the third equation to
yield 0 = 1. Any two of these equations have a common solution. The same phenomenon can occur for any number of equations.

In general, inconsistencies occur if the left-hand sides of the equations in a system are linearly dependent, and the constant terms
do not satisfy the dependence relation. A system of equations whose left-hand sides are linearly independent is always consistent.
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Putting it another way, according to the Rouché–Capelli theorem, any system of equations (overdetermined or otherwise) is
inconsistent if the rank of the augmented matrix is greater than the rank of the coefficient matrix. If, on the other hand, the ranks
of these two matrices are equal, the system must have at least one solution. The solution is unique if and only if the rank equals
the number of variables. Otherwise the general solution has k free parameters where k is the difference between the number of
variables and the rank; hence in such a case there is an infinitude of solutions. The rank of a system of equations (that is, the rank
of the augmented matrix) can never be higher than [the number of variables] + 1, which means that a system with any number of
equations can always be reduced to a system that has a number of independent equations that is at most equal to [the number of
variables] + 1.

Equivalence
Two linear systems using the same set of variables are equivalent if each of the equations in the second system can be derived
algebraically from the equations in the first system, and vice versa. Two systems are equivalent if either both are inconsistent or
each equation of each of them is a linear combination of the equations of the other one. It follows that two linear systems are
equivalent if and only if they have the same solution set.

Solving a linear system

There are several algorithms for solving a system of linear equations.

Describing the solution

When the solution set is finite, it is reduced to a single element. In this case, the unique solution is described by a sequence of
equations whose left-hand sides are the names of the unknowns and right-hand sides are the corresponding values, for example
. When an order on the unknowns has been fixed, for example the alphabetical order the solution may
be described as a vector of values, like for the previous example.

To describe a set with an infinite number of solutions, typically some of the variables are designated as free (or independent, or
as parameters), meaning that they are allowed to take any value, while the remaining variables are dependent on the values of
the free variables.

For example, consider the following system:

The solution set to this system can be described by the following equations:

Here z is the free variable, while x and y are dependent on z. Any point in the solution set can be obtained by first choosing a
value for z, and then computing the corresponding values for x and y.

Each free variable gives the solution space one degree of freedom, the number of which is equal to the dimension of the solution
set. For example, the solution set for the above equation is a line, since a point in the solution set can be chosen by specifying the
value of the parameter z. An infinite solution of higher order may describe a plane, or higher-dimensional set.

Different choices for the free variables may lead to different descriptions of the same solution set. For example, the solution to
the above equations can alternatively be described as follows:

Here x is the free variable, and y and z are dependent.

Elimination of variables
The simplest method for solving a system of linear equations is to repeatedly eliminate variables. This method can be described
as follows:

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1. In the first equation, solve for one of the variables in terms of the others.
2. Substitute this expression into the remaining equations. This yields a system of equations with one fewer
equation and unknown.
3. Repeat steps 1 and 2 until the system is reduced to a single linear equation.
4. Solve this equation, and then back-substitute until the entire solution is found.
For example, consider the following system:

Solving the first equation for x gives , and plugging this into the second and third equation yields

Since the LHS of both of these equations equal y, equating the RHS of the equations. We now have:

Substituting z = 2 into the second or third equation gives y = 8, and the values of y and z into the first equation yields x = −15.
Therefore, the solution set is the ordered triple .

Row reduction
In row reduction (also known as Gaussian elimination), the linear system is represented as an augmented matrix[8]

This matrix is then modified using elementary row operations until it reaches reduced row echelon form. There are three types of
elementary row operations:[8]

Type 1: Swap the positions of two rows.

Type 2: Multiply a row by a nonzero scalar.
Type 3: Add to one row a scalar multiple of another.

Because these operations are reversible, the augmented matrix produced always represents a linear system that is equivalent to
the original.

There are several specific algorithms to row-reduce an augmented matrix, the simplest of which are Gaussian elimination and
Gauss–Jordan elimination. The following computation shows Gauss–Jordan elimination applied to the matrix above:

The last matrix is in reduced row echelon form, and represents the system x = −15, y = 8, z = 2. A comparison with the example
in the previous section on the algebraic elimination of variables shows that these two methods are in fact the same; the difference
lies in how the computations are written down.

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Cramer's rule
Cramer's rule is an explicit formula for the solution of a system of linear equations, with each variable given by a quotient of
two determinants.[9] For example, the solution to the system

is given by

For each variable, the denominator is the determinant of the matrix of coefficients, while the numerator is the determinant of a
matrix in which one column has been replaced by the vector of constant terms.

Though Cramer's rule is important theoretically, it has little practical value for large matrices, since the computation of large
determinants is somewhat cumbersome. (Indeed, large determinants are most easily computed using row reduction.) Further,
Cramer's rule has very poor numerical properties, making it unsuitable for solving even small systems reliably, unless the
operations are performed in rational arithmetic with unbounded precision.

Matrix solution
If the equation system is expressed in the matrix form , the entire solution set can also be expressed in matrix form. If
the matrix A is square (has m rows and n=m columns) and has full rank (all m rows are independent), then the system has a
unique solution given by

where is the inverse of A. More generally, regardless of whether m=n or not and regardless of the rank of A, all solutions (if
any exist) are given using the Moore–Penrose inverse of A, denoted , as follows:

where is a vector of free parameters that ranges over all possible n×1 vectors. A necessary and sufficient condition for any
solution(s) to exist is that the potential solution obtained using satisfy — that is, that If this
condition does not hold, the equation system is inconsistent and has no solution. If the condition holds, the system is consistent
and at least one solution exists. For example, in the above-mentioned case in which A is square and of full rank, simply
equals and the general solution equation simplifies to

as previously stated, where has completely dropped out of the solution, leaving only a single solution. In other cases, though,
remains and hence an infinitude of potential values of the free parameter vector give an infinitude of solutions of the
equation.

Other methods
While systems of three or four equations can be readily solved by hand (see Cracovian), computers are often used for larger
systems. The standard algorithm for solving a system of linear equations is based on Gaussian elimination with some
modifications. Firstly, it is essential to avoid division by small numbers, which may lead to inaccurate results. This can be done
by reordering the equations if necessary, a process known as pivoting. Secondly, the algorithm does not exactly do Gaussian
elimination, but it computes the LU decomposition of the matrix A. This is mostly an organizational tool, but it is much quicker if
one has to solve several systems with the same matrix A but different vectors b.

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If the matrix A has some special structure, this can be exploited to obtain faster or more accurate algorithms. For instance,
systems with a symmetric positive definite matrix can be solved twice as fast with the Cholesky decomposition. Levinson
recursion is a fast method for Toeplitz matrices. Special methods exist also for matrices with many zero elements (so-called
sparse matrices), which appear often in applications.

A completely different approach is often taken for very large systems, which would otherwise take too much time or memory.
The idea is to start with an initial approximation to the solution (which does not have to be accurate at all), and to change this
approximation in several steps to bring it closer to the true solution. Once the approximation is sufficiently accurate, this is taken
to be the solution to the system. This leads to the class of iterative methods. For some sparse matrices, the introduction of
randomness improves the speed of the iterative methods.[10] One example of an iterative method is the Jacobi method, where the
matrix is split into its diagonal component and its non-diagonal component . An initial guess is used at the start
of the algorithm. Each subsequent guess is computed using the iterative equation:

When the difference between guesses and is sufficiently small, the algorithm is said to have converged on the
solution.[11]

There is also a quantum algorithm for linear systems of equations.[12]

Homogeneous systems
A system of linear equations is homogeneous if all of the constant terms are zero:

A homogeneous system is equivalent to a matrix equation of the form

where A is an m × n matrix, x is a column vector with n entries, and 0 is the zero vector with m entries.

Homogeneous solution set

Every homogeneous system has at least one solution, known as the zero (or trivial) solution, which is obtained by assigning the
value of zero to each of the variables. If the system has a non-singular matrix (det(A) ≠ 0) then it is also the only solution. If the
system has a singular matrix then there is a solution set with an infinite number of solutions. This solution set has the following
additional properties:

1. If u and v are two vectors representing solutions to a homogeneous system, then the vector sum u + v is also a
solution to the system.
2. If u is a vector representing a solution to a homogeneous system, and r is any scalar, then ru is also a solution to
the system.
These are exactly the properties required for the solution set to be a linear subspace of Rn. In particular, the solution set to a
homogeneous system is the same as the null space of the corresponding matrix A.

Relation to nonhomogeneous systems

There is a close relationship between the solutions to a linear system and the solutions to the corresponding homogeneous
system:

Specifically, if p is any specific solution to the linear system Ax = b, then the entire solution set can be described as

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Geometrically, this says that the solution set for Ax = b is a translation of the solution set for Ax = 0. Specifically, the flat for the
first system can be obtained by translating the linear subspace for the homogeneous system by the vector p.

This reasoning only applies if the system Ax = b has at least one solution. This occurs if and only if the vector b lies in the image
of the linear transformation A.

See also
Arrangement of hyperplanes
Iterative refinement – Method to improve accuracy of numerical solutions to systems of linear equations
Coates graph – A mathematical graph for solution of linear equations
LAPACK – Software library for numerical linear algebra
Linear equation over a ring
Linear least squares – Least squares approximation of linear functions to data
Matrix decomposition – Representation of a matrix as a product
Matrix splitting – Representation of a matrix as a sum
NAG Numerical Library – Software library of numerical-analysis algorithms
Rybicki Press algorithm – An algorithm for inverting a matrix
Simultaneous equations – Set of equations to be solved together

References
1. Anton (1987), p. 2; Burden & Faires (1993), p. 324; Golub & Van Loan (1996), p. 87; Harper (1976), p. 57.
2. "System of Equations" (https://www.britannica.com/science/system-of-equations). Britannica. Retrieved
August 26, 2024.
3. Beauregard & Fraleigh (1973), p. 65.
4. Beauregard & Fraleigh (1973), pp. 65–66.
5. "Systems of Linear Equations" (https://math.berkeley.edu/~arash/54/notes/01_01.pdf) (PDF). math.berkeley.edu.
Retrieved February 3, 2025.
6. Cullen (1990), p. 3.
7. Whitelaw (1991), p. 70 (https://books.google.com/books?id=6M_kDzA7-qIC&pg=PA70).
8. Beauregard & Fraleigh (1973), p. 68.
9. Sterling (2009), p. 235 (https://books.google.com/books?id=PsNJ1alC-bsC&pg=PA235).
10. Hartnett, Kevin (March 8, 2021). "New Algorithm Breaks Speed Limit for Solving Linear Equations" (https://www.q
uantamagazine.org/new-algorithm-breaks-speed-limit-for-solving-linear-equations-20210308/). Quanta Magazine.
Retrieved March 9, 2021.
11. "Jacobi Method" (https://mathworld.wolfram.com/JacobiMethod.html).
12. Harrow, Hassidim & Lloyd (2009).

Bibliography
Anton, Howard (1987), Elementary Linear Algebra (5th ed.), New York: Wiley, ISBN 0-471-84819-0
Beauregard, Raymond A.; Fraleigh, John B. (1973), A First Course In Linear Algebra: with Optional Introduction to
Groups, Rings, and Fields (https://archive.org/details/firstcourseinlin0000beau), Boston: Houghton Mifflin
Company, ISBN 0-395-14017-X
Burden, Richard L.; Faires, J. Douglas (1993), Numerical Analysis (https://archive.org/details/numericalanalysi00b
urd) (5th ed.), Boston: Prindle, Weber and Schmidt, ISBN 0-534-93219-3
Cullen, Charles G. (1990), Matrices and Linear Transformations, MA: Dover, ISBN 978-0-486-66328-9
Golub, Gene H.; Van Loan, Charles F. (1996), Matrix Computations (3rd ed.), Baltimore: Johns Hopkins University
Press, ISBN 0-8018-5414-8
Harper, Charlie (1976), Introduction to Mathematical Physics, New Jersey: Prentice-Hall, ISBN 0-13-487538-9
Harrow, Aram W.; Hassidim, Avinatan; Lloyd, Seth (2009), "Quantum Algorithm for Linear Systems of Equations",
Physical Review Letters, 103 (15): 150502, arXiv:0811.3171 (https://arxiv.org/abs/0811.3171),
Bibcode:2009PhRvL.103o0502H (https://ui.adsabs.harvard.edu/abs/2009PhRvL.103o0502H),
doi:10.1103/PhysRevLett.103.150502 (https://doi.org/10.1103%2FPhysRevLett.103.150502), PMID 19905613 (htt
ps://pubmed.ncbi.nlm.nih.gov/19905613), S2CID 5187993 (https://api.semanticscholar.org/CorpusID:5187993)
Sterling, Mary J. (2009), Linear Algebra for Dummies, Indianapolis, Indiana: Wiley, ISBN 978-0-470-43090-3
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Whitelaw, T. A. (1991), Introduction to Linear Algebra (2nd ed.), CRC Press, ISBN 0-7514-0159-5

Further reading
Axler, Sheldon Jay (1997). Linear Algebra Done Right (2nd ed.). Springer-Verlag. ISBN 0-387-98259-0.
Lay, David C. (August 22, 2005). Linear Algebra and Its Applications (3rd ed.). Addison Wesley. ISBN 978-0-321-
28713-7.
Meyer, Carl D. (February 15, 2001). Matrix Analysis and Applied Linear Algebra (https://web.archive.org/web/2001
0301161440/http://matrixanalysis.com/DownloadChapters.html). Society for Industrial and Applied Mathematics
(SIAM). ISBN 978-0-89871-454-8. Archived from the original (http://www.matrixanalysis.com/DownloadChapters.h
tml) on March 1, 2001.
Poole, David (2006). Linear Algebra: A Modern Introduction (2nd ed.). Brooks/Cole. ISBN 0-534-99845-3.
Anton, Howard (2005). Elementary Linear Algebra (Applications Version) (9th ed.). Wiley International.
Leon, Steven J. (2006). Linear Algebra With Applications (7th ed.). Pearson Prentice Hall.
Strang, Gilbert (2005). Linear Algebra and Its Applications.
Peng, Richard; Vempala, Santosh S. (2024). "Solving Sparse Linear Systems Faster than Matrix Multiplication".
Comm. ACM. 67 (7): 79–86. arXiv:2007.10254 (https://arxiv.org/abs/2007.10254). doi:10.1145/3615679 (https://d
oi.org/10.1145%2F3615679).

External links
Media related to System of linear equations at Wikimedia Commons

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