Linear Algebra and its application

Date: 18th Jan, 2022

Name: Sunita Parajuli

Roll number: 34

1.1. System of linear equations

A linear equation in the variables x1 , x2 , ...., xn can be written in the form:

a1 x1 + a2 x2 + .... + an xn = b (1)

where b and the coefficients a1 , ...., an are real or complex numbers. The subscript n may
be any positive integer normally between 2 and 5. In real life, n might be 50 or 5000, or
even larger.
The examples of linear equations are :
x1 - 22 + 3x3 = 10 and 2x1 + 3x2 - 2x3 = 1

and the equations : √

4x1 - 5x2 = x1 x2 and x2 = 2 x1 - 6 √
are not linear because of the presence of x1 x2 in the first equation and x1 in the second.

The finite set of linear equations is called a system of linear equations or linear system.
The variables in a linear system are called the unknowns. For example:

2x1 − x2 + 1.5x3 = 8 (2)

x1 − 4x3 = −7 (3)

1.1.1. Linear System with Two Unknowns

When two lines intersect in R2 , we get system of linear equations with two unknowns.
For example, consider the linear system
x1 - 2x2 = -1
-x1 + 3x2 = 3

The graph of these equations are straight lines. So, solution (x1 , x2 ) of this system is
in fact a point of intersection of these lines.
There are three possibilities for a pair of straight lines:
 • The lines may be parallel and distinct in which case there is no intersection and
consequently no solution.

• The lines may intersect at only one point, in which case the system has exactly one
solution.

• The lines may coincide, in which case there are infinitely many points of intersec-
tions ( the point on the common line) and consequently infinitely many solutions.

Definition: A system of linear equations(or linear system is consistent if there is at least

one set of values for the unknowns that satisfies every equation in the system and incon-
sistent if there is no set of values for the unknowns that satisfies all of the equations in the
system.
1.1.2. Matrix Notations
The essential inforamtion of a linear system can be recorded compactly in a rectangular
array called a matrix. Given the system

x1 − 2x2 + x3 = 0
2x2 − 8x3 = 8 (4)
5x1 − 5x3 = 10

with the coefficients of each variable aligned in columns, the matrix

 
1 −2 1
0 2 −8
5 0 −5

is called coefficient matrix (or matrix of coefficients) of the system (3), and
 
1 −2 1 0
0 2 −8 8 
5 0 −5 10

is called the augmented matrix of the system. An augmented matrix of a system consists
of the coefficient matrix with an added column containing the constants from the right
sides of the equations.
The size of the matrix tells how many rows and columns it has. Matrix notations will
simplify the calculations.

1.2. Row Reduction and Echelon Form

1.2.1. Row Echelon and Row Reduced Echelon Forms
For each row in a matrix, if the row does not consist of only zeros, then the left-most
non-zero entry is called the leading coefficient (or pivot) of that row.

Definition: A rectangular matrix is in echelon form (or row echelon form) if it has the
following three properties:

1. All zero rows have been moved to the bottom.

2. Each leading nonzero element of any row is to the right of the leading nonzero
element in the row just above it.

3. In each column containing a leading nonzero element, the entries below that leading
nonzero element are zeros.

Note : If a matrix in echelon form satisfies the following additional conditions, then it is
in reduced echelon form ( or reduced row echelon form):

1. The leading entry in each nonzero row is 1.

 2. Each leading 1 is the only nonzero entry in its column.

Pivot Positions: When row operations ( Interchange, Scaling and Replacement) are per-
formed on the matrix and produced an echelon form, and further row operations leads
to row reduced echelon form do not change the positions of the leading entries. Since,
the reduced echelon form is unique, the leading entries are always in the same positions
in any echelon form obtained from a given matrix. These leading entries correspond to
leading 1’s in the reduced echelon form.

Definition: A pivot position in a matrix A is a location in A that corresponds to a leading

1 in the reduced echelon form of A.
A pivot column of a matrix A is a column that contains a pivot position.
A pivot element is a nonzero element in a pivot position that is used as needed to create
zeros via row operations.

Example: The triangular matrices are row echelon form:

     
2 3 −6 1 1 0 0 1 7 3 −6 −6
(a) 0 5 0 3 (b) 0 1 0 3 (c) 0 8 2 3
0 0 0 7 0 0 1 7 0 0 0 0
In fact, the second matrix is in row reduced echelon form.
Consider an example:
 
0 −5 −4
1 4 3
5 10 7

Step1 : Begin with the leftmost nonzero column. This is pivot column. Pivot position is
at the top.
 
0 −5 −4
1 4 3
5 10 7

The first column in the matrix is the pivot column.

Step 2: Select non zero entry in pivot column as pivot. If necessary, interchange rows to
move this entry into pivot position. Interchange rows R1 and R2 .

 
1 4 3
0 −5 −4
5 10 7

Step 3: Use row operations to create zeros in all positions below pivot.
R3 →R3 - 5R1
  
1 4 3
0 −5 −4
0 −10 −8

Step 4 : Next pivot column is second column. Again row operation is performed. R3 →R3
- 2R2
 
1 4 3
0 −5 −4
0 0 0

This is in the echelon form. Certain operations are performed to get the row reduced
echelon form. R2 →(-1/5) R2
 
1 4 3
0 1 4/5
0 0 0

and R1 →R1 - 4R2

 
1 0 −1/5
0 1 4/5 
0 0 0

This is an row reduced echelon form which has 1 as its nonzero leading entry and all the
zero rows have been moved to the bottom of the matrix.

1.3. Solution of Linear Systems

When row reduction method is applied to the augmented matrix of the system, it gives the
description of the solution set of a linear system.
For example the augmented matrix of a linear system has been changed into row reduced
echelon form as:
 
1 0 −5 1
0 1 1 4
0 0 0 0

There are three variables because the augmented matrix has four columns. The associated
system of equations is

x1 − 5x3 = 1
x2 + x3 = 4 (5)
0=0

which means x3 is free (independent). The variables x1 and x2 corresponding to the pivot
columns in the above matrix are called basic variables and x3 is called free variable.
In (5), we can solve the first equation for x1 and the second for x2 . The third equation is
ignored since it offers no restrictions on the variables.)

x1 = 1 + 53
x2 = 4 − x3 (6)
x3 is f ree

x3 is free which means that we are free to choose any value for x3 . When x3 is 0, the
solution is (1,4,0) and when x3 is 1, the solution is (6,3,1) etc. Each different choice of
x3 determines a different solution of the system and every solution of the system is deter-
mined by the choice of x3 .

The descriptions in (6) is the parametric description of solution sets in which the free
variables acts as parameters.
Whenever the system is consistent and has free variables, the solution set has many para-
metric distributions. For instance, in system (5) we may add 5 times equation 2 to equation
1 and obtain the equivalent system

x1 + 5x2 = 21
(7)
x2 + x3 = 4

Whenever the system is inconsistent, the solution set is empty, even when the system has
free variables. In this case, the solution set has no parametric representation.

1.3.1. Solution Sets of Linear Systems

A solution of a linear system in the unknowns x1 , x2 , ..... , xn is a sequence of n numbers
s1 , s2 , .... , sn such that when substituted for x1 , x2 , ..... , xn respectively, makes every
equation in the system a true statement. The set s1 , s2 , .... , sn of all such solutions of a
linear system is called its solution set.

Trivial Solution: A homogeneous system Ax = 0 always has at least one solution, namely,
x = 0(the zero vector in Rn ). This zero solution is usually called the trivial solution of the
homogeneous system.
Nontrivial Solution: A solution of a linear system other than trivial is called its nontriv-
ial solution i.e, the solution of a homogeneous equation Ax = 0 such that x̸= 0 is called
nontrivial solution, that is, a nonzero vector x that satisfies Ax = 0.

1.4. Applications of Linear Systems

Example : A bacteriologists has placed three types of bacteria, labeled B1 , B2 and B3
in a culture dish, along with certain quantities of three nutrients, labeled N1 , N2 and N3 .
She knows the amounts of each nutrients that can be consumed by each bacterium in a
24-hour period. These data are collected in a table:
This table tells us, for example, that. bacterium B1 in one day can consume 4 units of N1 ,
3 units of N2 and 7 units of N3 . How many bacteria of each type can be supported daily
by 4200 units of N1 , 1900 units of N2 and 4700 units of N3 ?
Solution: Let, x1 , x2 and x3 denote the number of bacteria of each type represented in the
 B1 B2 B3
N1 4 2 6
N2 3 1 2
N3 7 5 2

culture. Then the other equations governing the nutrients N1 , N2 and N3 are

4x1 + 2x2 + 6x3 = 4200

3x1 + x2 + 2x3 = 1900 (8)
7x1 + 5x2 + 2x3 = 4700

The augmented matrix for this system is

 
4 2 6 4200
3 1 2 1900
7 5 2 4700

R1 →R1 - R2
 
1 1 4 2300
3 1 2 1900
7 5 2 4700

R2 →R2 - 3R1 , R3 →R3 - 7R1

 
1 1 4 2300
0 −2 −10 −5000 
0 −2 −26 −11400

R2 →(-1/2) R2 , R3 →(-1/2) R3
 
1 1 4 2300
0 1 5 2500
0 1 13 5700

R3 →R3 - R2
 
1 1 4 2300
0 1 5 2500
0 0 8 3200

which is upper triangular form. Therefore, we have

x3 = 3200/8 = 400
x2 = 2500 - 5x3 = 2500 - 1600 - 500 = 200,
x1 = 2300 - 4x3 - x2 = 2300 - 1600 - 500 = 200
Hence, the solution is x = (200, 500, 400).
1.5. Cramer’s Rule, Volume and Linear Transformations
1.5.1. Cramer’s Rule
It is used to study how the solution of Ax = b is affected by changes in the entries of b.
For any n matrix A and any b in Rn , let Ai (b) be the matrix obtained from A by replacing
column i by the vector b.
Ai (b) = [a1 ... b ... an ]
Definition: Let A be an invertible n matrix. For any b in Rn , the unique solution x of Ax
= b has entries given by
detAi (b)
xi = , i = 1, 2, ...., n (9)
detA
PROOF: Denote the columns of A by a1 , ..., an and the columns of the nidentity matrix I
by e1 , ..., en . If Ax = b, the definition of matrix multiplication shows that
A. Ii (x) = A[ e1 ... x ... en ] = [Ae1 ... Ax ... Aen ]
= [a1 ... b ... an ] = Ai (b)
By the multiplicative property of determinants, (detA)(detIi (x)) = detAi (b)
The second determinant on the left is simply xi . (Make a cofactor expansion along the ith
row). Hence (detA). xi = detAi (b). This proves (9) because A is invertible and det A ̸= 0.

Example: Use cramer’s rule to solve the system

3x1 − 2x2 = 6
(10)
−5x1 + 4x2 = 8

Solution:
 View
 the system as Ax = b. Using the
 notation
 introduced above,
3 −2 6 −2 3 6
A= , A1 (b) = , A2 (b) =
−5 4 8 4 −5 8
Since, det A = 2, the system has a unique solution. By Cramer’s rule,
detA1 (b) 24+16
x1 = detA = 2 = 20
detA2 (b) 24+30
x2 = detA = 2 = 27

1.5.2. Determinants as Area or Volume

If A is a 2×2 matrix, the area of the parallelogram determined by the columns of A is
|detA|. If A is a 3×3 matrix, the volume of the parallelopiped determined by the columns
of A is |detA|.
Example: Calculate the area of the parallelogram determined by the points (-2, -2) from
each of the four vertices. The new parallelogram has same area, and its vertices are (0,0),
(2,5), (6,1), and (8,6). See figure below:
Thisparallelogram
 is determined by the columns of
2 6
A=
5 1
Since |detA| = |-28|, the area of the parallelogram is 28.
1.5.3. Linear Transformations
Determinants can be used to describe an important geometric property of linear transfor-
mations in the plane and in R3 . If T is a linear transformation and S is a set in the domain
of T, let T(S) denote the set of images of points in S. We are interested in how the area (or
volume) of T(S) compares with the area (or volume) of the original set S.For convenience,
when S is a region bounded by a parallelogram, we also refer to S as a parallelogram.
Theorem1:
Let T: R2 →R2 be the linear transformation determined by a 2×2 matrix A. If S is a par-
allelogram in R2 , then

area of T(S) = |detA| . area of S

If T is determined by a 3×3 matrix A, and if S is a parallelopiped in R3 , then

volume of T(S) = |detA|. volume of S

Example: Let a and b be positive numbers. Find the area of the region E bounded by the
ellipse whose equation is
x12 x22
+ =1 (11)
a2 b2
We claim that E is the image
 of the unit disk D under
  the linear
 transformation
 T deter-
a 0 u x
mined by the matrix A = , because if u = 1 and x = 1 and x = Au, then
0 b u2 x2
x1 x2
u1 = a and u2 = b

It follows that u is in the unit disk, with u1 2 + u2 2 ≤ 1„ if and only if x is in E, with

( xa1 )2 + ( xb2 )2 ≤ 1.

By the generalization of Theorem 1,

area of ellipse = area of T(D)
= |detA|. area of D = ab.π(1)2 = πab