System of Linear

Equations
 Homogeneous Linear System
𝑥 𝑑𝑥 𝑑𝑦
If X = 𝑦 𝑎𝑛𝑑 = 3𝑥 + 4𝑦 , = 5𝑥 − 7𝑦
𝑑𝑡 𝑑𝑡

Solution
3 4
Matrix form of Homogenous Linear System is 𝑋 𝐼 = X
5 −7

Non - homogeneous Linear System

Solution
6 1 1 𝑡
Matrix form of Non-homogenous Linear System is 𝑋 𝐼 = 8 7 −1 X + 10𝑡
2 9 −1 6𝑡
 Homogeneous Linear System
𝑑𝑥 𝑑𝑦
Solve = 2𝑥 + 3𝑦 , = 2𝑥 + 𝑦
𝑑𝑡 𝑑𝑡
Let y = t ⇒ 𝑥 = −𝑡
𝑥 −𝑡
Solution 𝑦 =
𝑡
2 3
Matrix form of Homogenous Linear System is 𝑋 𝐼 = X
2 1 𝑥 −1
𝐾1 = 𝑦 = ………Eigen Vector
2 3 1 0 2−𝜆 3 1
A - 𝜆I = -𝜆 =
2 1 0 1 2 1−𝜆
For 𝜆 = 4
2
𝜆 − 𝑆𝑢𝑚 𝑜𝑓 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝐸𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝜆 + 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 = 0
−2 3 𝑥 0
𝑦 =
𝜆2 − 3𝜆 − 4 = 0 Characteristic Equation 2 −3 0
𝜆 = −1 , 𝜆 = 4 Eigen Values 𝑅2 + 𝑅1
−2 3 𝑥 0
For 𝜆 = −1 𝑦 =
0 0 0
3 3 𝑥 0
= -2𝑥 +3y = 0
2 2 𝑦 0
Let y = t ⇒ 𝑥 = 3/2𝑡
3𝑅2 − 2𝑅1
𝑥 3
3 3 𝑥 0 = 𝑡
2
= 𝑦
0 0 𝑦 0 𝑡
𝑥 3
3𝑥 + 3y = 0 𝐾2 = 𝑦 = ………Eigen Vector
2
 Homogeneous Linear System
𝑑𝑥 𝑑𝑦
Solve = 2𝑥 + 3𝑦 , = 2𝑥 + 𝑦
𝑑𝑡 𝑑𝑡
Linear Independent Solution is
−1 −𝑡
𝑋1 = 𝑒
1
3 4𝑡
𝑋2 = 𝑒
2

General Solution of the System is

X = 𝑐1 𝑋1 + 𝑐2 𝑋2

−1 −𝑡 3 4𝑡
X = 𝑐1 𝑒 + 𝑐2 𝑒
1 2
 Homogeneous Linear System
𝑑𝑥 𝑑𝑦 𝑑𝑧
2. ) Solve = 𝑥 + 𝑦 + 3𝑧 , = 𝑥 + 5𝑦 + z , = 3𝑥 + 𝑦 + z
𝑑𝑡 𝑑𝑡 𝑑𝑡

Solution
1 1 3
Matrix form of Homogenous Linear System is 𝑋𝐼= 1 5 1 X
3 1 1
1   1 3 
 
A  I   1 5 1 
 3 1   
 1

Characteristic Equation
 1   1 3 
 
A  I   1 5 1 
 3   
 1 1 

= =

Eigen
= =
𝐾1 Vector
 1   1 3 
 
A  I   1 5 1 
 3   
 1 1 

= =

Eigen
= =
𝐾2 Vector
 1   1 3 
 
A  I   1 5 1 
 3   
 1 1 

= =

Eigen
= =
𝐾3 Vector
Linear Independent Solution is
−1 −1 2
𝑋1 = 0 𝑒 2𝑡 𝑋2 = 1 𝑒 3𝑡 𝑋3 = 1 𝑒 6𝑡
1 −1 2

General Solution of the System is

X = 𝑐1 𝑋1 + 𝑐2 𝑋2 + 𝑐3 𝑋3

−1 −1 2
X = 𝑐1 0 𝑒 2𝑡 + 𝑐2 1 𝑒 3𝑡 + 𝑐3 1 𝑒 6𝑡
1 −1 2
 −2 2 −3
3. ) Solve 𝑋 = 2
𝐼
1 −6 X
−1 −2 0

Solution
−2 2 −3
Matrix form of Homogenous Linear System is 𝑋𝐼= 2 1 −6 X
−1 −2 0
 2   2 3 
 
A  I   1 1   6 
 1    
 2 0 

Characteristic Equation
 Eigen
𝐾1 & 𝐾2 Vector
 = =

= Eigen
= Vector
𝐾3
Linear Independent Solution is
3 −2 −1
−3𝑡
𝑋1 = 0 𝑒 𝑋2 = 1 𝑒 −3𝑡 𝑋3 = −2 𝑒 5𝑡
1 0 1

General Solution of the System is

X = 𝑐1 𝑋1 + 𝑐2 𝑋2 + 𝑐3 𝑋3

3 −2 −1
X = 𝑐1 0 𝑒 −3𝑡 + 𝑐2 1 𝑒 −3𝑡 + 𝑐3 −2 𝑒 5𝑡
1 0 1
 Homogeneous Linear System
𝑑𝑥 𝑑𝑦
4) Solve = 3𝑥 − 18𝑦 , = 2𝑥 − 9𝑦
𝑑𝑡 𝑑𝑡
Let y = t ⇒ 𝑥 = 3𝑡
𝑥 3𝑡
Solution 𝑦 =
3 −18 𝑡
Matrix form of Homogenous Linear System is 𝑋 𝐼 = X
2 −9 𝑥 3
𝐾= 𝑦 = ………Eigen Vector
3 −18 1 0 3−𝜆 −18 1
A - 𝜆I = -𝜆 =
2 −9 0 1 2 −9 − 𝜆
For Single Eigen Vectors , Solutions is
2
𝜆 − 𝑆𝑢𝑚 𝑜𝑓 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝐸𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝜆 + 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 = 0 (A- 𝜆 I) P =K
𝜆2 + 6𝜆 + 9 = 0 Characteristic Equation (A +3I) P =K
6 −18 𝑝1 3
𝜆 = −3 , 𝜆 = −3 Eigen Values =
2 −6 𝑝2 1
For 𝜆 = −3 6𝑝1 −18𝑝2 = 3 , 2𝑝1 −6𝑝2 =1
6 −18 𝑥 0 Let 𝑝2 =0 , 𝑝1 = 1/2
𝑦 =
2 −6 0
𝑝1 1
3𝑅2 − 𝑅1 𝑃= 𝑝 = 2
2 0
6 −18 𝑥 0
𝑦 =
0 0 0
6𝑥 −18 y = 0
Second Solution is
𝑋2 = 𝐾𝑡𝑒 𝜆1𝑡 + 𝑃𝑒 𝜆1𝑡

1
3 −3𝑡
𝑋2 = 𝑡𝑒 + 2 𝑒 −3𝑡
1
0
General Solution of the System is

X = 𝑐1 𝑋1 + 𝑐2 𝑋2

1
3 −3𝑡 3
X = 𝑐1 𝑒 + 𝑐2 𝑡𝑒 −3𝑡 + 2 𝑒 −3𝑡
1 1 0
 Non-Homogeneous Linear System
1) Solve 𝑋 𝐼 =
−5 1
X+ 6𝑒 2𝑡 by variation of parameter method
4 −2 −𝑒 2𝑡
General Solution of the Homogeneous System is
Solution
−5 1 𝑋ℎ = 𝑐1 𝑋1 + 𝑐2 𝑋2
Matrix form of Homogenous Linear System is 𝑋 𝐼 = X
4 −2
−5 − 𝜆 1
A - 𝜆I = 1 −𝑡 −1 −6𝑡
4 −2 − 𝜆 𝑋ℎ = 𝑐1 𝑒 + 𝑐2 𝑒
4 1
𝜆2 − 𝑆𝑢𝑚 𝑜𝑓 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝐸𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝜆 + 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 = 0
−𝑡 −6𝑡
𝑋ℎ = 𝑐1 𝑒 −𝑡 + 𝑐2 −𝑒−6𝑡
𝜆2 + 7𝜆 + 6 = 0 Characteristic Equation 4𝑒 𝑒
𝜆 = −1 , 𝜆 = −6 Eigen Values

For 𝜆 = −1 −𝑡
𝜙 𝑡 = 𝑒 −𝑒 −6𝑡
𝑥 1 4𝑒 −𝑡 𝑒 −6𝑡
𝐾1 = 𝑦 = ………Eigen Vector
4

For 𝜆 = −6
𝑥 −1
𝐾2 = 𝑦 = ………Eigen Vector
1
 3𝑡
Particular Solution is 𝜙 −𝐼 𝑡 𝐹 𝑡 𝑑𝑡 = ‫׬‬ 𝑒 𝑑𝑡
‫׬‬
−5𝑒 8𝑡
𝑋𝑝 = 𝜙 𝑡 න 𝜙 −𝐼 𝑡 𝐹 𝑡 𝑑𝑡 𝑒 3𝑡
3
=
−𝑡 −6𝑡 −5𝑒 8𝑡
𝜙 𝑡 = 𝑒 −𝑡 −𝑒
8
4𝑒 𝑒 −6𝑡

−𝐼 1 𝑒 −6𝑡 𝑒 −6𝑡 𝑒 3𝑡
𝜙 𝑡 = 5𝑒 −7𝑡 −4𝑒 −𝑡 𝑒 −𝑡 −𝐼 𝑒 −𝑡 −𝑒 −6𝑡 3
𝑋𝑝 = 𝜙 𝑡 න 𝜙 𝑡 𝐹 𝑡 𝑑𝑡 =
4𝑒 −𝑡 𝑒 −6𝑡 −5𝑒 8𝑡
𝜙 −𝐼 𝑡 =
1 𝑒𝑡 𝑒𝑡 8
5 −4𝑒 6𝑡 𝑒 6𝑡
𝑒 2𝑡
23 24
𝑋𝑝 =
1 𝑡 17𝑒 2𝑡
𝜙 −𝐼 𝑡 𝐹 𝑡 = 𝑒 𝑒𝑡 6𝑒 2𝑡 24
5 −4𝑒 6𝑡 𝑒 6𝑡 −𝑒 2𝑡

3𝑡
𝜙 −𝐼 𝑡 𝐹 𝑡 = 𝑒
−5𝑒 8𝑡
General Solution is
𝑋 = 𝑋ℎ + 𝑋𝑝

𝑒 2𝑡
23
1 −𝑡 −1 −6𝑡 24
𝑋 = 𝑐1 𝑒 + 𝑐2 𝑒 +
4 1 17𝑒 2𝑡
24