Wednesday, September 22 − Lecture 5 : Solving systems of linear equations.

(Refers
to sections 1.1 and 1.2)

Expectations:

1. Define a system of m linear equations in n unknowns.

2. Define coefficient matrix, augmented coefficient matrix.
3. Define Row echelon form (REF),"Reduced row echelon form" (RREF), "leading-
1's" and "pivots" in a matrix.
4. Recognize basic unknowns and free unknowns.
5. Define the rank of a coefficient matrix.

5.1 Introduction − Linear equations are equations of the form

a1x1 + a2x2 + ... + anxn = b.
 The xi’s are called the variables, or unknowns, while the ai’s are the coefficients
of the linear equation. The term b which is not juxtaposed to a variable is referred
to as the constant.
 A system of linear equations is a finite set of linear equations.
 “Solving a system of linear equations” means finding the set of all vector values
x = (x1, x2, x3, …, xn) that satisfy all of the given linear equations.
 In this lecture we discuss a method for solving these by manipulating only the
coefficients and the constants.
 To solve a system of linear equations we apply repeatedly the following
fundamental mathematical principles:

5.1.1 Example − In the following example we solve a system of 3 linear equations in

3 unknowns by applying these principles.

Solve the system

4x − 8y + −4z = 36
2x − y + z = 6
3x − 2y + −2z = 2.

Solution : Denote each equation as follows :

 5.1.2 Geometric interpretation.
• The 3 equations described above, when plotted in 3-space, form planes.
• The solution indicates the only point that belongs to all 3 planes, i.e., the 3
planes intersect at that point.

5.2 Definition − System of linear equations. Consider the following general system of m
linear equations with n unknowns:
a11x1 + a12x2 + ... + a1nxn = b1.
a21x1 + a22x2 + ... + a2nxn = b2.
...
am1x1 + am2x2 + ... + amnxn = bm.

where b1, b2, ..., bm, are the constants and x1, x2, ..., xn are unknowns. The aij's, 1
≤ i ≤ m and 1 ≤ j ≤ n, are numbers which we call coefficients.
  The array of coefficients of the system expressed as follows

often written as
A = [aij]m × n

is called the coefficient matrix A of the given system. If we add an extra

column containing the bi's to the right of the matrix A we obtain a larger
matrix

of dimension m × (n + 1) called the augmented coefficient matrix associated

to the system of equations.

5.3 Example − Express the following system as an augmented matrix.

x1 − x2 + x3 − 7x4 = 25
3x1 + x2 + x4 = −5
5x2 − x3 − x4 = 0.

5.4 Definitions − The first non-zero number in a row of a matrix is called a pivot. When
a pivot is equal to 1 we call it a "leading-1".
An m × n matrix is said to be in reduced row echelon form (RREF) if it satisfies the
following 4 properties :

• If the matrix has some rows of zeroes then they are all at the bottom of the matrix
• A pivot is always in a column to the right of any pivot above it.
• All pivots are equal to 1.
 • A leading-1 has all the other entries in its column equal to zero.

5.4.1 Note : A matrix satisfying only the first 2 conditions stated above is called a row
echelon form matrix (REF) . The RREF is stronger then the row echelon form.

5.4.2 Examples

5.4.3 Definition − A linear system of m equations with n unknowns is said to have a

reduced row echelon form (RREF) if the associated coefficient matrix of the system
is in RREF.

5.4.4 Example − Verify whether this system of linear equations is in RREF.

x1 + 3x3 + 2x5 = − 1
x2 − x3 + 7x5 − 2x6 = 2
x4 + x5 + 3x6 = 5.
5.4.5 Definition − Given a system of linear equations in RREF, the basic unknowns
are the unknowns corresponding to the column of the leading-1's in the coefficient
matrix of the system. The unknowns which are not basic are called free unknowns.
5.4.5.1 Definition − The number of leading-1's in the reduced row echelon form
of a coefficient matrix A is called the rank of the coefficient matrix A.
• Since each basic unknown is associated to exactly one leading-1 then the rank
is the number of basic variables.
• So the number of free unknowns is equal to the number of unknowns minus
the rank.

5.5 Systems of linear equations which is in RREF are normally easy to solve. Steps on
how to solve a linear system which is in RREF :
• Separate the unknowns by moving the free unknowns to the other side of the
system.
• Give to the free unknowns any values you want. Then the basic unknowns are
completely determined.

5.5.1 Example.
• We verify that for the system
x1 + 3x3 + 2x5 = −1
x2 −x3 + 7x5 − 2x6 = 2
x4 + x5 + 3x6 = 5.

x1, x2 and x4 are basic while x3, x5 and x6 are free.

• We isolate the basic variables in this system to obtain a general solution. The
general solution is
• When the general solution is presented as parametric equations:

This is often referred to as the parametric form of the complete solution.

• Solutions are usually presented in a vector equation form. We obtain it as
follows:

The free variables are called parameters. We can replace them with other
symbols such at s, t, r or greek variables.
Usually one presents the general solution in this vector equation form.

or

where α, β, γ are identified as being parameters.

Remark : Observe carefully how we end up by expressing the complete solution
of the system as a vector equation with parameters. It is important to be able to
express a complete solution in this form whenever a solution exists and it is not
unique.