CHAPTER 2

SYSTEMS OF LINEAR EQUATIONS

Notes are extracted from text,

Harbans, Masita, Rasidah, Zubaidah, Pengenalan Kepada Aljabar Linear, McGraw Hill, Edisi
Kedua, 2006

2.1 Linear equations

A linear equation with n variables x1 , x2 , x3 , . . . , xn is in the form
a1x1 + a2x2 + a3x3 + . . . + anxn = b
where a1 , a2 , a3 , . . . , an and b are constants (real numbers)
A solution of a linear equation with n variables is a sequence of real numbers s1 , s1 , s3 , . . . , sn
that satisfies the equation.

Example 1

Determine which of the following equations are linear equations.

a) 4x  7 y  3
b) xz  y  3
c) x1  3x2  2 x3  0
1
d) x  y  z  1
2
e) cos( x)  2 y  1
1 7
f) x y 5
3 5

Note:
1. Linear equations do not involve any products or roots of variables.
2. All variables occur only to the first power and do not appear as arguments for trigonometric,
logarithmic or exponential functions.

2.2 Systems of linear equations

A system of linear equations with m equations and n variables can be written as
a11x1 + a12x2 + a13x3 + . . . + a1nxn = b1
a21x1 + a22x2 + a23x3 + . . . + a2nxn = b2
a31x1 + a32x2 + a33x3 + . . . + a3nxn = b3
.
.
.
am1x1 + am2x2 + am3x3 + . . . + amnxn = bm

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A solution set of a system of linear equations is a sequence of numbers s 1 , s2 , s3 , . . . , sn that
satisfies all the equations in that system.

2.3 Methods To Solve Systems of linear equations

2.3.1 Gaussion Elimination

A system of linear equations with m equations and n variables

a11x1 + a12x2 + a13x3 + . . . + a1nxn = b1

a21x1 + a22x2 + a23x3 + . . . + a2nxn = b2
a31x1 + a32x2 + a33x3 + . . . + a3nxn = b3
.
.
am1x1 + am2x2 + am3x3 + . . . + amnxn = bn

can be written in matrix form as follows:

 a11 a12 a13 ... a1n   x1   b1 

     
 a 21 a 22 a 23 ... a 2 n   x 2   b2 
a a32 a33 ... a3n   x    b  or simply Ax = b.
 31   3  3 
 : : : :   :   : 
a ... a mn   x  b 
 m1 am2 a m3  n  m

The matrix A is called the coefficient matrix, the column matrix x is called the variable matrix
and the column matrix b is called the constant matrix.

 a11 a12 a13 ... a1n b1 

 
 a 21 a 22 a 23 ... a 2 n b2 
: a a32 a33 ... a3n b3  is called the augmented matrix and is normally used to
 31 
 : : : : : 
 a 
 m1 a m 2 a m3 ... a mn bm 
represent a system of linear equations.

Example 2

Obtain the coefficient matrix and the augmented matrix for the following system of linear
equations:

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  5 x1  x 2  x3  x 4  2
 x  7 y  2z  3
 x 2  x3  3 x 4  3
a)  5 y  10 z  6 b)
x1  x 4  4
2 x  3 y  6 z  9
x4  8

A system of linear equations may have:

a) only one solution (unique solution)

b) an infinite number of solutions or
c) no solution.

A system that has at least one solution is said to be consistent. A system that has no solution is
said to be inconsistent.

In order to solve a system of linear equations, we perform several operations on the augmented
matrix.
These operations are called elementary row operations.

Elementary Row Operations

1. Interchange two rows.

2. Multiply a row with a non-zero constant.
3. Add a row that has been multiplied with a nonzero constant to another row.

Example 3

a) Interchanging first row with the second row.

1 1 4  R1  R2 1  1 2 
   
1  1 2  1 1 4 
1
b) Multiplying the first row with .
3
 3 6 9  1  1 2 3 
  3 R1  R1  
 4  8 12    4  8 12 
  2 4  6   2 4  6
   

c) Multiplying the first row with -2 and adding it to the third row

 1 2 4 5   1 2 4 5 
  2 R1  R3 R1  
  1  1 6  6       1  1 6  6 
 2 0  12 9   0 0  4 1
   

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In general the symbols used are as follows:

Operations Symbols
1. Interchanging the i row with the jth row
th Ri  R j
2. Multiplying the ith row with a nonzero constant c cRi  Ri
3. Multiplying the ith row with a nonzero constant c and adding cRi  R j  R j
it to the jth row. The row that changes is the jth row.

Definition 1 (Row Echelon Matrix)

A matrix is said to be in row echelon form if it has the following properties:

1. Any zero row is placed at the bottom of the matrix.

2. For each nonzero row, the first nonzero entry is 1 (leading 1).
3. For two consecutive nonzero rows, the leading 1 in the top row is further to the left than
the leading 1 in the row below it.

Example 3

Which of the following matrices are in row echelon form?

1  6 9  1  6 9 1 0 0 1
       0 1 0 0 0
a)  0 1 12  b)  0 0 1  c)  0 0 1 0  d)  
0 0 1   0 0 0 0 0 1 1 1 0 0 0 1
     

Example 4

Solve the following system of linear equations using Gaussian elimination method:

 x  7 y  2z  3 x y 2
x  2y  2
a) b)  5 y  10 z  6 c) 2x  4 y  9
3x  4 y  1
2 x  3 y  6 z  9 x  5 y  12

2.3.2 Gauss-Jordan Elimination

Definition 2 (Reduced Row Echelon Matrix)

A matrix is in reduced row echelon form if the matrix is a row echelon matrix and for every
column that has a leading 1, all the entries below and the above leading 1’s are all zeros.

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Gauss-Jordan (Gauss) elimination reduces a matrix to its reduced row-echelon form (row-
echelon form).

Step 1
Locate the leftmost non-zero column.

Step 2
Interchange the top row with another row, if necessary, so that the top-most entry of the column
found in Step 1 is non-zero.

Step 3
If the entry that is now at the top of the column found in Step 1 is a, multiply the first row by 1/a
in order to obtain a leading 1.

Step 4
Add suitable multiples of the top row to the rows above and below so that all other entries in the
column containing the leading 1 are zeroes.

Step 5
Now cover the top row in the matrix and begin again with Step 1 applied to the sub-matrix that
remains.
Continue until the entire matrix is in reduced-row echelon form.

Example 5

Solve the following systems of linear equations using Gauss-Jordan elimination and state the
type of solution obtained.

 2 x1  3x 2  x3  0
x1  x 2  x3  1
 2 x1  x 2  x3  2

Example 6

Determine the value/s of k for which the following system of linear equations

a. has a unique solution

b. is inconsistent
c. has infinitely many solutions.

x yz 3
 5 y  10 z  6
2 x  3 y  6 z  9

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Example 7

Consider the following system of linear equation

x  ay  z  1
 x  (a  2) y  z  1
2 x  2 y  ( a  2) z  1

Find the value (s) of a such that the system has

a) no solution
b) infinitely many solutions
c) a unique solution

Example 8

Suppose that the augmented matrix for a system of linear equations has been reduced by row
operations to the given reduced-row echelon form. Solve the system.

1 0 0 2 
 
a) 0 1 0 3 
 0 0 1  5
 

 1 0 0 4  1
 
b) 0 1 0 2 6 
0 0 1 3 2 
 

1 0 0  1
 
0 1 0 2
c) 0 0 0 2
 
0 0 0 0
0 0 0 
 0

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2.3.3 Homogeneous Systems of Linear Equations

A homogeneous system of linear equations has the following form:

a11x1 + a12x2 + a13x3 + . . . + a1nxn = 0

a21x1 + a22x2 + a23x3 + . . . + a2nxn = 0
a31x1 + a32x2 + a33x3 + . . . + a3nxn = 0
.
.
am1x1 + am2x2 + am3x3 + . . . + amnxn = 0

Every homogeneous system of linear equations is consistent, since x1 = 0; x2 = 0; …. xn = 0 is a

solution. This solution is called a trivial solution.
If there are other solutions besides x1 = x2 = …. = xn = 0, they are called non-trivial solutions.

Example 9

Solve the following homogeneous system of linear equations.

x1  2 x2  8 x3  0
3x1  2 x2  0
 x1  x2  7 x3  0

Example 10

Solve the system of linear equations given below:

x  y  5z  0
x  4 y  2z  0

Theorem (Solution for Homogeneous System of Linear Equations)

Every homogeneous system of linear equations is always consistent. Suppose a system of linear
equations has m equations and n variables. If m < n, then the system of linear equations has an
infinite number of solutions.

2.4 The Inverse of a Matrix

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 Definition 3
A square matrix, A, is said to be non-singular or invertible if there exists a matrix B such that
AB = BA = In.
B is called the inverse of A and we write B = A-1. The inverse of A is unique.

2.4.1 Finding the Inverse of a Matrix

Theorem (Inverse of a 2x2 Matrix)

a b 
Suppose   . Then the inverse of A is
c d 
1  d  b
A    if ad  bc  0 . If ad  bc  0 , then A is singular or not invertible.
ad  bc   c a 

Example 11

Find A-1 for given matrix if the matrix is invertible.

  3  4 2 4 
a) A =   b) A =  
 1 2   1 1 

The method for finding the inverse of any matrix, Anxn by using Elementary Row
Operations

1. Write the matrix A on the left and the identity matrix In on the right, [A | I ]. Separate these
two matrices by a straight line.
2. Use Gauss-Jordan elimination method to reduce A to a reduced row echelon matrix.

[A | I ] [ I | A-1 ]

3. If A cannot be reduced to I, then the reduced matrix A will contain at least one zero row
and thus A is not invertible.

Example 12
1 2  1
 
Find the inverse of the matrix A   2 5 1
 1  2 2 
 

2.4.2 Properties of Inverses

Theorem
If matrices A and B are both invertible, then,
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 a. (AB) is also invertible
b. (AB)-1 = B-1 A-1

Theorem (Properties of the Inverse Matrix)

Let A and B be invertible matrices, k is a positive integer and c a nonzero scalar. Then the
following statements are true.
1. (A-1)-1 = A
2. (Ak)-1 = (A-1)k = A-k
1
3. (cA)-1 = A-1
c
4. (A ) = (A-1)T
T -1
5.
(AB)-1 = B-1 A-1

2.4.2 Solving a System of Linear Equations

Suppose Ax = b. To find x, pre-multiply by A-1:

A-1Ax = A-1 B
 x = A-1 B

Example 13

Solve the following system of linear equations by first finding the inverse of the coefficient
matrix.

x  2 y  3z  0
2 x  5 y  3z  1
x  8z  6 z  2

2.5 Elementary Matrices

Definition 4 (Elementary Matrix)

An nxn matrix is called an elementary matrix if it can be obtained from the nxn identity matrix,
In by performing a single elementary row operation.

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Example 14

Given below are three examples of elementary matrices and how they are obtained.

Elementary
Elementary row operation
Matrix

a) 1 0  1 0  2 R2  R 2  1 0 
E1    I 2        E1
 0 2   0 1   0 2 

b) 0 1 0 1 0 0  0 1 0
    R1  R2  
E2   1 0 0  I 3   0 1 0   1 0 0   E2
0 0 1 0 0 1 0 0 1
     

c) 1 0 0 1 0 0  0 1 0
    3 R3  R2  R2  
E3   0 1 3  I 3   0 1 0      1 0 0   E3
0 0 1 0 0 1 0 0 1
     

Example 15

Determine which of the following matrices are elementary matrices. For elementary matrices,
state the elementary row operation used to obtain them. For non-elementary matrices, state your
reason.

7 0 1 0 0  1 0 0
a)   b)    
0 1  0 0 0 c)  0 1 0
  3 0 1
 
1 0 0 1
 
0 1 0 0
c) 0 0 0 1
 
0  2 1 
 0

Theorem (Representing Elementary Row Operations)

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When a matrix A is multiplied on the left (i.e. pre-multiplied) by an elementary matrix, E, then
the product, EA is the matrix that results when the same row operation used to produce E is
performed on A.

Example 16

Find the sequence of elementary matrices that can be used to reduce the given matrix A to a row
2 4 6 
 
echelon matrix B if A =  0 1 03 
 3 6 10 
 

Definition 5 (Row Equivalence)

Suppose A and B are row equivalent i.e. A ~ B and B is obtained from A by performing k
elementary row operations. Then there exist k elementary matrices, E1, E2, …., Ek such that:
B = Ek Ek-1.....E2 E1 A

Theorem (Elementary Matrices are Invertible)

Each elementary matrix E is invertible and the inverse matrix E-1 is also an elementary matrix.

Elementary Row Operation Inverse of Elementary Row Operation

a) Ri  R j Ri  R j
b) 1
cRi  Ri Ri  Ri
c
c) cRi  R j  R j  cRi  R j  R j

Theorem (Property of Invertible Matrices)

A square matrix A is invertible if and only if it can be written as a product of elementary

matrices.

Ek . . . E3 E2 E1 = A-1

Example 17

Find the inverse matrix for each of the following matrices.

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 0 1
a)  
1 0

 
1 0 0 
b) 0 1 0 
 1
0 0 
 3

 1 0 0
 
c)  0 1 0
  4 0 1
 

Example 18

1 2
Given A =   .
2 6

a) Find a sequence of elementary matrices whose product is A.

b) Find A-1 by using elementary matrices.

Theorem (Equivalence Conditions)

If A is an nxn matrix, then the following statements are equivalent.

1. A is invertible
2. Ax = b has a unique solution for every nx1 column matrix b.
3. Ax = 0 has only the trivial solution.
4. A is row equivalent to In.
5. A can be written as a product of elementary matrices.

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