Elementary

Linear
.

Algebra
 .
 1
.

 Introduction to System of Linear Equations

 Gaussian Elimination and Gauss- Jordan Elimination

method
1 Introduction to Systems
of
Equations
 Equations
A linear equation in the 2- variables is given by
a1 x  a2 y b
which is an equation of straight line in xy-
plane.
a1 , a2 , and .b.are.real .number
Where

A solution of a linear equation in 2-variables is an order

pair which satisfy the equation .
A linear equation in the 3- variables is given
by
aa1 xx 
 aa2 yy 
 aa3 zz 
bb
1 2 3

a1 , a2 , a3 ..and .b.are.real .number

which is an equation of plane in xyz-space.
A solution of a linear equation in 3-variables is an
order triple which satisfy the equation.
Linear
Equations

A linear equation in the n- variables is given

by a1 x1  a2 x2  ........  an xn b
a1 , a2 , a3 ......an and .b.are.real .number
Where are
real
constants. x1 , x2 ,........, xn
The variables in a linear equation
are sometimes called unknowns.
(n , n ,..., n )
A solution of1 a 2linearn equation in n-variables is an
order
n-tuple which satisfy the equation
.
Example of Linear
Equations

 The equations x  3 y 7,

1
y  x  3 z  1,
2
are linear.
x1  2 x2  3x3  x4 7
 NOTE:- A linear equation does not involve
any products or roots of variables. All
variables occur only to the first power and do
not appear as arguments for trigonometric,
logarithmic, or exponential functions.
Examples of Eqs, not linear

. x  3 y 5,
 The equations 3x  2 y  z  xz 4,
and y sin x are not
linear.

 The set of all solutions of the equation is called its

solution set or general solution of the equation
 Example 2(Finding a Solution Set
(1/2)

 Find the solution of (a ) 4 x  2 y 1

 Solution(a)
we can assign an arbitrary value to x and solve for y , or
choose an arbitrary value for y and solve for x. If we
follow the first approach and assign x an arbitrary value
,we obtain if .x t , then y 2t  1
1 1
2
1 1
or if y t 2 , then x  t 2 
2 4

t1, t 2
 arbitrary numbers are called parameter.
11
 for example t1 3 gives the solution x 3, and . y 
2
Example 2 (Finding a Solution Set
(2/2)

 Find the solution of(b) x1  4 x2  7 x3 5.......1

 Solution(b)
we can assign arbitrary values to any two variables
and solve for the third variable.
for example the value of x1 from eq. (1)
x1 5  4 x2  7 x3
5  4 s  7
when x2 s, x3 t
 where s, t are arbitrary values
 Linear Systems
(1/2)

 A finite set of linear

x1 , x
equations in the 2 ,..., xn
variables a11 x1  a12 x2  ...  a1n xn  b1
is called a system of linear a21 x1  a22 x2  ...  a2 n xn  b2
equations or a linear
system .    
(n1 , n2 ,..., nn ) am1 x1  am 2 x2  ...  amn xn bm
 An order n-tuple

is called a solution of the An arbitrary system of

system. m linear equations in n
unknowns
 If system has no solution ,it
is said to be inconsistent
 if there is at least one
solution of the system, it is
said to be consistent.
 Linear Systems
(2/2)

 Every system of linear equations has either no

solutions, exactly one solution, or infinitely
many solutions.
 In case of system of two linear equations:-
a1 x  b1 y c1
a2 x  b2 y c2
When two lines are parallel, No solution

Two lines intersect at one point One

solution

Two lines overlap Infinitely solution

 Augmented Matrix of a Linear System(1/2)

Consider a system of m linear equations in n unknowns as

under
a11 x1  a12 x2  ...  a1n xn  b1
a21 x1  a22 x2  ...  a2 n xn  b2
   
am1 x1  am 2 x2  ...  amn xn bm

Since two matrices are equal if and only if their corresponding

entries are equal there fore we can write above system as under

 a11 x1  a12 x2  ...  a1n xn   b1 

 a x  a x  ...  a x  b 
 21 1 22 2 2n n   2 
      
   
 am1 x1  am 2 x2  ...  amn xn   bm 
 Augmented Matrix of a Linear System(1/2)
The m×1 matrix on the left side of this equation can be written as a
product of two matrices to give:

 a11 a12 ... a1n   x1   b1 

 a a ... a   x   b 
 21 22 2n   2 
 2  OR
        
    
a a
 m1 m 2 ... a mn   xm   bm 
The matrix A above is called coefficient matrix of the system. The augmented
matrix for the system is obtained by adjoining b to A as the last column; thus the
augmented matrix is
 What are Elementary Row
Operations ?

 Whenever we have to solve a system of linear

equations, we replace the given system of equations by
a new system that has the same solution set but
which is easier to solve. To carry out this process we
use certain operations. These operations are called
elementary row operations (EROs).

 The elementary row operation are:-

1. Multiplication of an equation by a nonzero constant.
2. Interchanging of any two equation.
3. Adding a constant multiple of one equation, to
another
equation.
 EROs & Augmented
Matrix

 We know that rows of an augmented

matrix correspond to the given system
of equations, it becomes more easy to
solve a system of equations ,if we apply
EROs on augmented matrix obtained
from a system of equations. The same
has been explained in the next example
.
Ex 3 Solution by applying EROs on a system of equations

x  y  2 z 9 add - 2 times
2 x  4 y  3 z 1 the first equation
to the second
3 x  6 y  5 z 0     

x  y  2z  9 add -3 times
2 y  7 z  1 7 the first equation
to the third
3x  6 y  5 z  0    
Example 3 (2/4)

x  y  2z  9
multiply the second
2 y  7 z  17 equation by
1
3 y  11z  27       2

x  y  2z  9
add -3 times
y 7
2 z  17
2
the second equation
to the third
3 y  11z  - 27      
Example 3 (3/4)

x  y  2z  9
y 7
2 z  17
2 Multiply the third
equation by - 2
 1
2 z  3
2      

x  y  2z  9
Add -1 times the
y 7
2 z  17
2 second equation
to the first
z 3    
Example 3 (4/4)

Add - 11
2
times
x  112 z  35
2
the third equation
to the first and 72 times
y 7
2 z  17
2
the third equation
to the second
z 3     


x 1
y 2
z 3

 The solution x=1,y=2,z=3 is now evident.

 Solution by using
(EROs)
on system of equations
and
augmented matrix
side by side
 Ex 3 Solve the following system of equation
using ERO.

x  y  2 z 9 add - 2 times x  y  2z  9 add -3 times

the first equation the first equation
2 x  4 y  3 z 1 to the second 2 y  7 z  1 7 to the third
3 x  6 y  5 z 0
     3x  6 y  5 z  0
   

 1 1 2 9 add - 2 times 1 1 2 9  add -3 times

 2 4  3 1 the first row  0 2  7  17 the first row
  to the second
 3 6  5 0   
  
 3 6  5 0 
to the third
  
 Example 3 (2/4)

x  y  2 z  9 multiply the second x  y  2 z  9 add -3 times

1 the second equation
2 y  7 z  17 equation by y  2 z  2
7 17
to the third

3 y  11z  27
   2
   3 y  11z  - 27
      

1 1 2 9  multily the second 1 1 2 9  add -3 times

 0 2  7  17  1  0 1  7  17  the second row
row by
   2 
 0 3  11  27     
2 2 to the third
 0 3  11  27    
 Example 3 (3/4)

x  y  2z  9 Multiply the third x  y  2z  9 Add -1 times the

second equation
equation by - 2
y 7
2 z  17
2       y 7
2 z  17
2
to the first
   
z 3
 1
2 z  3
2

1 1 2 9  Multily the third 1 1 2 9  Add -1 times the

0 1  7  172  0 1  7
 2
row by - 2
       172  second row
2 to the first
 0 0  12  32   0 0 1 3       
 Example 3 (4/4)

Add - 11
2
times
x  112 z  35
2
the third equation x 1
to the first and 72 times
y 7
2 z  17
2 the third equation y 2
to the second
z 3     
 z 3

Add - 11
2
times
the third row
 1 0 112 35
2  to the first and 72  1 0 0 1
0 1  7  
17 times the third row  0 1 0 2
 2 2
to the second  
 0 0 1 3         0 0 1 3

 The solution x=1,y=2,z=3 is now evident.

 Matrix Methods
We have seen in the above example that
matrices helps to solve system of equations
(SOEs) in an easy way, particularly when
(SOEs) is more complicated. In this section, we
will develop matrix methods for solving such
systems. To solve such (SOEs) we need first to
resolve Augmented Matrix obtained from
(SOEs) in to:-
Row-Echelon form(Gaussian elimination method)
OR
Reduced Row-Echelon form (Gauss-Jordan elimination
method).

25
Row-Echelon form
(Gaussian elimination
method)
OR
Reduced Row-Echelon form
(Gauss-Jordan elimination
method).
 Gauss & Jordan

Friedrich Gauss
Camille Jordan
Born: 30 April 1777Germany Born: 5 Jan 1838 France
Died: 23 Feb 1855 in Died: 22 Jan 1922 in Paris,
Germany) France
 Reduce Row Echelon Forms
(1/2)

 A matrix which have following properties is called in

reduced row-echelon form

1. If a row does not consist entirely of zeros, then the

first nonzero number in the row is 1 ( called leading
1).

2. If there are any rows that consist entirely of zeros,

then they are grouped together at the bottom of the
matrix.
(See Ex 1, 2) next
slide
Reduce Row Echelon Forms
(2/2)

3. In any two successive rows that do not consist entirely

of zeros, the leading 1 in the lower row occurs farther to
the right, than to the leading 1 in the higher row.

4. Each column that contains a leading 1 has zeros

everywhere else.

A matrix that has the first three properties is said

to be
in row-echelon form . ( See example 1, 2 next
slides).
NOTE :- A matrix in reduced row-echelon form is of
necessarily
in row-echelon form, but converse is not true.
Ex1 Row-Echelon & Reduced Row-Echelon
form

 reduced row-echelon form:

0 1 2 0 1
 1 0 0 4   1 0 0 
 0 1 0 7  ,  0 1 0 ,  0 0 0 1 3  0 0
,
    0 0 0 0 0  0 0

 0 0 1  1  0 0 1  
0 0 0 0 0
 row-echelon form:
 1 4  3 7   1 1 0  0 1 2 6 0
 0 1 6 2 ,  0 1 0 ,  0 0 1  1 0
     
 0 0 1 5  0 0 0  0 0 0 0 1
Examples- Row-Echelon
form

 All matrices of the following types are in row-

echelon form ( any real numbers substituted for
the *’s. ) :

0 1 * * * * * * * *
1 * * *  1 * * *  1 * * * 
0 0 0 0 1 * * * * * *
 1 * *  0 1 * *  0 1 * * 
, , , 0 0 0 0 1 * * * * *
0 0 1 *  0 0 1 *  0 0 0 0  
      0 0 0 0 0 1 * * * *
0 0 0 1  0 0 0 0  0 0 0 0 
 0 0 0 0 0 0 0 0 1 *
 Examples reduced row-echelon
form
 All matrices of the following types are in reduced row-
echelon form ( any real numbers substituted for the
*’s. ) :

0 1 * 0 0 0 * * 0 *
1 0 0 0  1 0 0 *  1 0 * * 
0 0 0 0 1 0 0 * * 0 *
 1 0 0  0 1 0 *  0 1 * * 
, , , 0 0 0 0 1 0 * * 0 *
0 0 1 0  0 0 1 *  0 0 0 0  
      0 0 0 0 0 1 * * 0 *
0 0 0 1  0 0 0 0  0 0 0 0
 0 0 0 0 0 0 0 0 1 *
How to write Solutions
From
Reduced Row-Echelon
form.
Case-1:- When the number of Eqs in the system are same
as number of variables.

When the augmented matrix for a SOLEs have been

reduced by EROs to the reduced row-echelon form as
under. Then we write the solution as,

1 0 0 5 
(a)  0 1 0  2
 0 0 1 4 

Solution (a) x  5
The corresponding system y -2
of eq. equivalent to above
z 4
reduce row echelon form
is :
 Case-2:- When the number of Eqs in the system are less
then number of variables.

When the augmented matrix for a SOLEs have been

reduced to reduced row-echelon form as under. Then we
write the solution as,

 1 0 0 4  1
(b)  0 1 0 2 6 
 0 0 1 3 2 
free
x1  4 x4 - 1 variables
Solution (b)
x2  2 x4  6
The corresponding
system of eq. x3  3 x4  2
equivalent to above
reduce row echelon leading
form is : variables

Continue next slide

 continue

x1 - 1 - 4 x4 2. We solve the last SOEs for leading

variables & assign arbitrary values (say t) to
x2  6 - 2 x4 free variables and then determines values of
the leading variables.
x3  2 - 3 x4

x1  1  4t ,
3. There are infinitely solutions, x2  6  2t ,
and the general solution is given
by the formulas. x3  2  3t ,
x4  t

Or.quadruple...( 1  4t , 6  2t , 2  3t , t )
 Ex3©

When the augmented matrix for a SOLEs have been

reduced to the reduced row-echelon form as under. Then
we write the solution as,
 1 6 0 0 4  2
0 0 1 0 3 1 
(c)   Free
0 0 0 1 5 2 
  variables
0 0 0 0 0 0 

Solution (c) x1  6 x2  4 x5 - 2
The corresponding system of eq.
x3  3 x5  1
equivalent to above reduce row
echelon form is . x4  5 x5  2

Leading
variables
 Ex 3©

Solution (c) x1 - 2 - 6 x2 - 4 x5
Solving leading variables in x3  1 - 3 x5
terms of the free variables: x4  2 - 5 x5

Free variables are assigned x1 - 2 - 6 s - 4t ,

arbitrary x 2 s
values, there are infinitely
solutions, x3  1 - 3t
and the general solution is given x4  2 - 5t ,
by the formulas. x5 t
 Ex 3 (d)

When the augmented matrix for a SOLEs have been reduced to the
reduced row-echelon form as under. Then there will be no solution .

 1 0 0 0
(d)  0 1 2 0 Solution (d):

 0 0 0 1 Because from last equation ,we can write

0 x1  0 x2  0 x3 1
 0 1.
Which.is.a.contradiction
,
therefore there is no solution of the
system.
How to write Solutions
From
Row-Echelon Form
(Called backward
substitution)
 Solution from Row Echelon
form
called backward-substitution
 To write solution of SOLEs by backward
substitution we proceed as follow
a) Bring the augmented matrix into row-
echelon form only.
b) Write the corresponding system of linear
equation from echelon form in step -1
c) Solve this corresponding system of
equations by back-substitution.
(See example next slide)

41
Example: Writing solution by back
substitution
Example: Write solution from follow row echelon form by back
substitution.
1 3  2 0 2 0 0
0 0 1 2 0 3 1  Step-1 row echelon form
 of augmented matrix
0 0 0 0 0 1 13 
 
0 0 0 0 0 0 0
x1  3 x2  2 x3  2 x5 0
Step-2 System of equivalent Eqs.
from row echelon form
x3  2 x4  3 x6 1
x6  1 3
x1  3 x2  2 x3  2 x5
x3 1  2 x4  3 x6 Step-3 Solving Eqs. in step-2
for free variables
x6  1 3
 Continue (Back-
Substitution)
Step.5 Assign arbitrary
Step-4 Substituting the values of values to
x6 = 1/3 & then x3 =-2x4 back ward the free variables, x2 , x4 ,
x5

Substituting x6  1 3 x1  3r  4 s  2t
x1  3 x2  2 x3  2 x5 x2 r
x3  2 x4
x3  2 s
x6  1
3

Substituting x3  2 x4 x 4 s
x1  3 x2  4 x4  2 x5 x5 t
x3  2 x4 x6  1 3
x6  1 3

The general solution is (-3r-4s-2t, r, -2s , s , t , 1/3 ) 43

Example - Reduce the given matrix in Row-
Echelon form & then Reduced Row-Echelon form
(1/7)

 We shall give a step-by-step elimination

procedure that can be used to reduce
any matrix to reduced row-echelon
form.
 0 0  2 0 7 12 
 2 4  10 6 12 28
 
 2 4  5 6  5  1
 Continue (2/7)
 Step1. Locate the leftmost column that does not
consist entirely of zeros.
 0 0  2 0 7 12 
 2 4  10 6 12 28
 
 2 4  5 6  5  1
Leftmost nonzero column

 Step2. Interchange the top row with another row,

to bring a nonzero entry to top of the column
found in Step1.
 2 4  10 6 12 28
 0 0  2 0 7 12  The 1st and 2dn rows in the
  preceding matrix were
 2 4  5 6  5  1 interchanged.
 Continue (3/7)

 Step3. If the entry that is now at the top of the

column found in Step1 is a, multiply the first row by
1/a in order to introduce a leading 1.
 1 2  5 3 6 14 
 0 0  2 0 7 12 
  The 1st row of the
 2 4  5 6  5  1 preceding matrix was
multiplied by 1/2.
 Step4. Add suitable multiples of the top row to the
rows below so that all entires below the leading 1
become zeros.
1 2  5 3 6 14 
0 0  2 0 7  -2 times the 1st row of the
 12  preceding matrix was added
 0 0 5 0  17  29 to the 3rd row.
 Continue (4/7)

 Step5. Now cover the top row in the matrix and

begin again with Step1 applied to the submatrix
that remains. Continue in this way until the
entire matrix is in row-echelon form.
1 2  5 3 6 14 
0 0  2 0 7 12 
  Leftmost nonzero column
 0 0 5 0  17  29
in the sub matrix

1 2  5 3 6 14 
The 1st row in the sub
0 0 1 0  7  6 
 2  matrix was multiplied by -
 0 0 5 0  17  29 1/2 to introduce a leading 1.
 Continue (5/7)
 Step5 (cont.)
-5 times the 1st row of the
 1 2  5 3 6 14  submatrix was added to the
 0 0 1 0  7  6 2nd row of the submatrix to
 2  introduce a zero below the
 0 0 0 0 21
1  leading 1.

 1 2  5 3 6 14  The top row in the submatrix was

 0 0 1 0  7  6 covered, and we returned again
 2  Step1.
 0 0 0 0 12 1 
Leftmost nonzero column
in the new submatrix
 1 2  5 3 6 14 
 0 0 1 0  7  6 The first (and only) row in
 2  the new submetrix was
 0 0 0 0 1 2  multiplied by 2 to introduce
a leading 1.
 The entire matrix is now in row-echelon
form.
 Continue (6/7)
 Step6. Beginning with las nonzero row and working
upward, add suitable multiples of each row to the rows
above to introduce zeros above the leading 1’s.
 1 2  5 3 6 14 7/2 times the 3rd row of the
0 0 1 0 0 1  preceding matrix was added
  to the 2nd row.
 0 0 0 0 1 2 
 1 2  5 3 0 2
 0 0 1 0 0 1 -6 times the 3rd row was
  added to the 1st row.
 0 0 0 0 1 2

1 2 0 3 0 7
0 0 1 0 0 1  5 times the 2nd row was

 0 0 0 added to the 1st row.
0 1 2
 The last matrix is in reduced row-echelon
form.
 Gaussian elimination & Gauss-Jordan
elimination

REMEMBER
Row-echelon form is also called Gaussian elimination.
AND
Reduced row-echelon form is called Gauss-Jordan
elimination.

Note:- Every matrix has a unique

reduced row-echelon form but a row-
echelon form of a given matrix is not
unique.
 Solution of SOLEs
by
Gauss-Jordan elimination
(Reduce Row Echelon form)
Ex-6 (1/2)

 Solve x  y  2 z 9 by Gaussian elimination or

2 x  4 y  3 z 1 (back-substitution
3 x  6 y  5 z 0
 Solution 1 1 2 9
2 4  3 1 
The augmented matrix is 
 3 6  5 0

1 1 2 9 
Row-echelon form of above matrix is 0 1  7
 172 
 2
 0 0 1 3 

The SOLEs corresponding to this last matrix is

x  y  2 z 9, y  7
2 z  17
2 , z 3
Ex-6 (2/2)

 Solution
 Solving for the leading variablesx 9  y  2 z ,
y  17
2  72 z ,
z 3
 Substituting the bottom equation into those above
x 3  y ,
y 2,
z 3
 Substituting the 2nd equation into the top

x 1, y 2, z 3