Chapter 1.
Systems of Linear Equations and Matrices
1.1. Introduction to Systems of Linear Equations
The study of systems of linear equations and their solutions is one of the major topics in linear
algebra. In this section we shall introduce some basic terminology and discuss a method for
solving such systems.
Linear equations
Definition?
examples ?
a1x + a2y = b
solution of the eqs ?
Linear systems
Consistent
Definition?
examples ?
General system of two lin. Eqs:
solution of
the system ?
InConsistent
4 x1 x2 3x3 1
3x1 x2 9 x3 4
Every system of
linear equations
has either:
No solutions
Exactly one
solution
Infinitely many
solutions
a11 x1 a12 x2 K a1n xn b1
a x a x K a x b
21 1 22 2
2n n
2
M
am1 x1 am 2 x2 K amn xn bm
An arbitrary system of
linear eqs in mn unknowns
HOW TO SOLVE ?
Augmented matrix
for the system
Multiply a row
through by a nonzero
constant
Interchange two rows
Add a multiple of one
row to another row
Replace the
given system
by a new
system that has
the same
solution set but
is easier to
solve.
Elementary
Row
Operations
Examples:
1. Given that k is a constant, which of the following are linear equations?
2. Find the augmented matrix for each of the following systems of lin. Eqs; and
find the solution!
More examples? Exercise set 1.1 ; page 6
1.2 Gaussian Elimination
In this section we shall give a systematic procedure for solving systems of lin. Eqs; it is
based on the idea of reducing the augmented matrix to a form that is simple enough that
the system of eqs. can be solved by inspection.
1 0 0 1
0 1 0 2
0 0 1 3
Reduced row
echelon form
propertie
s
If a row does not consist entirely of zeros, then first nonzero number on
the row is a 1. (leading 1)
If there are any rows that consist entirely of zeros, then they are
grouped together at the bottom of the matrix
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 the leading 1
in the higher row.
each column that contains a leading 1 has zeros everywhere else
row echelon form:
properties 1 - 3
Reduced row echelon form:
properties 1 - 4
Gaussian
elimination
Gauss Jordan
elimination
PROCEDURE?
Back
Substitution
IN a LECTURE !!!
a11 x1 a12 x2 K a1n xn 0
a x a x K a x 0
21 1
22 2
2n n
M
am1 x1 am 2 x2 K amn xn 0
Homogeneous
Linear Systems
Trivial Solution
Consistent.
WHY???
?!?
Non-Trivial
Solution
Theorem 1.2.1. A homogeneous system of linear equations with more unknowns
than equations has infinitely many solutions
EXAMPLES ???
See Exercise Set 1.2; page 20.
1.3 MATRICES AND MATRIX OPERATIONS
Rectangular arrays of real numbers arise in many contexts other than as augmented
matrices for systems of linear equations. In this section we shall consider such arrays as
objects in their own right and develop some of their properties for use in our later work.
Transpose of
a Matrix?
Trace of a
Square Matrix?
MATRIX
Definition ?
FORM ?
Entries ?
A square matrix of order n?
Main diagonal?
Equality of two matrices?
Matrix
Operations:
Sum
A+B
Difference
A-B
Partitioned Matrix
Matrix Multiplication by Columns and by Rows
It is known that:
o jth column matrix of AB = A [jth column matrix of B]
o ith row matrix of AB = [ith row matrix of A] B
a11
a
21
am1
a12
a22
a1n
a2 n
am 2
amn
- if m = n ?
Scalar
product
cA
Matrices
Product
AB
EXAMPLES:
Consider the matrices:
3 0
4 1
A 1 2
B
0 2
1 1
1 4 2
C
3 1 5
Compute the following (where possible):
1. D + B
2. -3(D+2E)
3. tr(A)
4. 2AT + C
1 5 2
1 0 1
D
3 2 4
5.
6.
7.
8.
6 1 3
E 1 1 2
4 1 3
tr(4ET D)
(CTB)AT
DTET-(ED)T
(-AC)T + 5DT
MORE EXERCISES??? See Exercise Set 1.3; page 34.
1.4. INVERSES; RULES OF MATRIX ARITHMETIC
In this section we shall discuss some properties of the arithmetic operations on matrices.
We shall see that many of the basic rules of arithmetic for real numbers also hold for
matrices, but a few do not.
Definition ???
Powers
Transpose
MATRIX
1.4.9;
1.4.10.
Inverse
Properties??
Stated In Theorem
Related Theorems:
1.4.4;
1.4.5;
1.4.6.
Properties :
Stated In
Theorem1.4.7;
1.4.8.
Speci
al:
Definition ???
Zero Matrices
Identity Matrices
EXAMPLES:
1. In each part use the given information to find A.
3 1
2 1
3 7
A1
, (7 A) 1
, (5 AT ) 1
,
5 2
3 5
1 2
I 2 A
1 2
4 5
1 0 1
2. Let A be the matrix: 1 1 0 . Determine whether A is invertible, and if so, find
0 1 1
its inverse.
More Exercises ??? See Exercise Set 1.4; page 48.
1.5 ELEMENTARY MATRICES AND A METHOD FOR FINDING A-1
In this section we shall develop an algorithm for finding the inverse of an invertible
matrix, and we shall discuss some basic properties of invertible matrices.
Def: matrix
obtained by
performing a single
elementary row
operation on Inxn
Elementa
ry matrix
Examples:
In a
lecture!
!!
Th.1.5.1:
elementary row operation
I n n
inverse elementary row operation E
Th 1.5.2 : Every elementary matrix is invertible, and the inverse is
also invertible.
Th 1.5.3 : If A is an nxn matrix, then the following
statements are equivalent.
A is invertible
has only the trivial solution
The reduced row-echelon form of A is In.
A is expressible as a product of elementary matrices.
A method for inverting matrices
Ek L E2 E1 A I n
E2 1 L Ek 1 Ek L E2 E1 A E11E2 1 L Ek 1 I n
c
A E11 E2 1 L Ek 1 I A E11E2 1 L Ek 1
A1 E11 E2 1 L Ek 1
c
1
A Ek L E2 E1 A1 Ek L E2 E1 I n
To find the inverse of an invertible matrix A, we must
find a sequence of elementary operations that
reduces A to the identity and then perform this same
sequence of operations on In to obtain A-1.
Examples:
3 4 1
8 1
2 7
1. Consider the matrices: A 2 7 1 , B
8 1 5
3 4
Find elementary matrices E1, E2, E3 and E4 such that:
a. E1A=B
c.
b. E2B=A
d.
3 4 1
5
1 , C 2 7 1
.
1
2 7 3
E3A=C
E4C=A
2. Find the inverse of the given matrix is invertible and check your answer by
multiplication.
0 0 2 0
2 6 6
1 0 1
1 0 0 1
A 2 7 6 , B
1 1 1 , C 0 1 3 0
2 7 7
0 1 0
2 1 5 3
More examples in Exercises Set 1.5; page 56.
1.6 FURTHER RESULTS ON SYSTEMS OF EQUATIONS AND
INVERTIBILITY
In this section we shall establish more results about systems of linear equations
and invertibility of matrices. Our work will lead to a totally new method for
solving n equations in n unknowns.
A Basic Theorem.
Theorem 1.6.1. Every system of linear equations has either no solutions, exactly
one solution, or infinitely many solutions.
Solving Linear Systems by Matrix Inversion
Theorem 1.6.2. If A is an invertible nxn matrix, then for each nx1 matrix b, the
system of equations Ax=b has emxactly one solution, namely x=A-1b.
Solving Multiple Linear Systems with a common Coefficient Matrix
Ax = b1 , Ax = b 2 , Ax = b 3 , L
Ax = b k
x1 = A -1b1 , x 2 = A -1b 2 , x3 = A -1b 3 , L
x k = A -1b k
A b1 b2 L bk
Gauss Jordan e lim ination, solve all at once.
Example.
Solve the systems simultaneously.
4 x1 7 x2 b1
x1 2 x2 b2
where:
(a) b1 = 0, b2 = 1
(b) b1 = -4, b2 = 6
(c) b1 = -1, b2 = 3
(d) b1 = -5, b2 = 1
PROPERTIES OF INVERTIBLE MATRICES
Theorem 1.6.3. Let A be a square matrix.
(a)
If B is a square matrix satisfying BA = I, then B = A-1
(b)
If B is a square matrix satisfying AB = I, then B = A-1
A Fundamental Problem. Let A be a fixed m x n matrix. Find all m x 1 matrices b such
that the system of equations Ax = b is consistent.
Example.
What conditions must b1, b2, and b3 satisfy in order for the system of equations
x1 x2 2 x3 b1
x1
x3 b2
to be consistent?
2 x1 x2 3 x3 b3
Answer:
In a lecture!!!
1.7 DIAGONAL, TRIANGULAR, AND SYMMETRIC MATRICES
In this section we shall consider certain classes of matrices that have special forms. The matrices
that we study in this section are among the most important in linear algebra, and they will arise
in many different settings throughout this text.
Special
square
matrix
Diagonal
matrix
Symmetric
Matrix
Triangular
Matrix
Upper
Triangular
Lower
Triangular
PROPERTIES?!?
Theorem 1.7.1 - 1.7.4
on page 69 - 72