UNIT 2:

SYSTEMS OF LINEAR EQUATIONS AND MATRICES

Polytechnic School of Mieres

University of Oviedo
Contents

1 Matrices.

2 Determinants.

3 Systems of linear equations.

Contents

1 Matrices.

2 Determinants.

3 Systems of linear equations.

Matrix concept

Definition 2.1
A matrix of order m × n (m-by-n) with coefficients in a field (K, +, ·) is a
table, or grid, of m · n elements of K, arranged in m rows and n columns:
 
a11 a12 · · · a1n
 a21 a22 · · · a2n 
(1)
 
 .. .. .. 
 . . . 
am1 am2 · · · amn

Its main diagonal is the collection of entries aii (1 ≤ i ≤ min{m, n}).

Definition 2.2
The set of all matrices of order m × n with coefficients in K is represented
by Mm×n (K). In particular, if m = n, we simply write Mm (K).
Operations with matrices (1)

Matrix addition:
The sum A + B ∈ Mm×n (K) of two matrices A, B ∈ Mm×n (K) can
be computed entrywise by (A + B)ij = Aij + Bij .
Matrix multiplication:
If A ∈ Mm×n (K) and B ∈ Mn×p (K), then their product is the
matrix AB ∈ Mm×p (K) whose entries are the vector dot products of
the rows of A and the columns of B:
n
X
(AB)ij = Ai1 B1j + Ai2 B2j + · · · + Ain Bnj = Air Brj .
r =1
Matrix powers:
If A ∈ Mn (K) and k ∈ N (k ≥ 1), the k-th power of A is the matrix
Ak = A . . A} ∈ Mn (K).
| .{z
k
Operations with matrices (2)

Scalar multiplication:
The scalar multiplication cA ∈ Mm×n (K) of a matrix A ∈ Mm×n (K)
and a scalar c ∈ K is given by multiplying each entry of A by c, i.e.
(cA)ij = c Aij .
Transposition:
The transpose of A ∈ Mm×n (K) is At ∈ Mn×m (K) (also denoted
A> ) formed by turning rows into columns and vice versa, i.e.
(At )ij = Aji .
Types of matrices (1)

Row matrix:
A matrix of order 1 × n.
Column matrix:
A matrix of order m × 1.
Square matrix:
A matrix of order m × n with m = n.
Upper (respec. lower) triangular matrix:
A square matrix whose entries below (respec. above) the main
diagonal are zero.
Diagonal matrix:
A square matrix whose entries are null except maybe those on the
main diagonal.
Types of matrices (2)

Zero matrix, or null matrix:

A matrix with all its entries being zero.
Identity matrix, or unit matrix, In :
A diagonal matrix with ones on the main diagonal and zeros
elsewhere.
Symmetric matrix:
A square matrix that is equal to its transpose (A = At ).
Skew-symmetric matrix, or antisymmetric matrix:
A square matrix whose transpose is also its negative (A = −At ).
Invertible matrix, or non-singular matrix:
A square matrix A for which there exists a matrix B such that
A B = B A = In .
B is uniquely determined by A and is the inverse of A (B = A−1 ).
Types of matrices (3): Row echelon form

Definition 2.3
A matrix is in row echelon form if
all nonzero rows are above any rows of all zeroes;
each nonzero row pivot is strictly to the right of the pivot of the row
above it.

Remark 2.1
A nonzero row is that with at least one nonzero element.
The pivot (or leading coefficient) of a nonzero row is the first
nonzero number from the left.
Types of matrices (3): Row echelon form

Example of matrix in echelon form:

 
1 2 1 5 5 2 3 1 −1
 0 0
 −1 1 4 −5 −2 3 −2 

 0 0 0 1 0 2 0 1 −1
 

−3
 
 0 0 0 0 0 12 6 12 
 
 0 0
 0 0 0 0 1 −2 −1 

 0 0 0 0 0 0 0 0 0 
0 0 0 0 0 0 0 0 0
Types of matrices (4): Reduced row echelon form

Definition 2.4
A matrix is in reduced row echelon form (or row canonical form) if it is
in row echelon form and satisfies the following additional condition:
every pivot is 1 and is the only nonzero entry in its column.

Example 2.1
 
1 0 0 2
 0 1 0 4 
0 0 1 8
Types of matrices (4): Reduced row echelon form

Example of matrix in reduced echelon form:

 
1 2 0 0 0 15 0 90 4
 0
 0 1 0 0 7 0 −38 3 
 0 0 0 1 0 2 0 1 −1 
 
−10 0 
 
 0 0 0 0 1 0 0
 
 0
 0 0 0 0 0 1 −2 −1 
 0 0 0 0 0 0 0 0 0 
0 0 0 0 0 0 0 0 0
Elementary row operations

Definition 2.5
There are three types of elementary row operations:
1 Row switching Ri ↔ Rj :
A row within the matrix is switched with another row.
2 Row multiplication c Ri → Ri where c 6= 0:
Each element in a row is multiplied by a nonzero constant.
3 Row addition Ri + cRj → Ri (i 6= j):
A row is replaced by the sum of that row and a multiple of another
row.
Matrix in row echelon form associated to a given one

Theorem 2.1
a) Every matrix can be transformed to row echelon form by means of a
finite sequence of elementary row operations.
b) Given a matrix, all its row echelon forms have the same number of
nonzero rows.
c) Every matrix can be transformed to a unique reduced row echelon
form by means of a finite sequence of elementary row operations.
Rank of a matrix

Definition 2.6
The rank of a matrix A, denoted rk(A), is the number of nonzero rows of
any of its row echelon forms.

Theorem 2.2
The ranks of a matrix and its transpose are the same: rk(A) = rk(At ).
Contents

1 Matrices.

2 Determinants.

3 Systems of linear equations.

Definition

If A = (a11 ) ∈ M1 (K), the determinant of A is

det(A) = a11 .
 
a11 a12
If A = ∈ M2 (K), the determinant of A is
a21 a22

det(A) = a11 a22 − a12 a21 .

Definition

If  
a11 a12 . . . a1n
 a21 a22 . . . a2n 
A=  ∈ Mn (K)
 
.. .. ..
 . . . 
an1 an2 . . . ann
the determinant of A is
n
X
det(A) = (−1)1+j a1j det(M1j ) ∈ K,
j=1

were M1j ∈ Mn−1 (K) is obtained from A by removing its 1st row and j-th
column.
Example

Example 2.2
 
5 −3 2
det  1 0 2 =
2 −1 3
     
0 2 1 2 1 0
= 5 det − (−3) det + 2 det =
−1 3 2 3 2 −1
= 5 × 2 − (−3) × (3 − 4) + 2 × (−1) = 10 − 3 − 2 = 5.
Properties of the determinant

1 det(A) = det(At )
2 Interchanging two columns of A multiplies its determinant by −1.
3 Multiplying all the elements in a row of A by a scalar c multiplies its
determinant by c.
In particular, if A has a zero row, then det(A) = 0.
4 Adding a scalar multiple of one row to another row does not change
the value of the determinant.
In particular, if a row of A is the addition of the other rows multiplied
by scalars, then det(A) = 0. For example, if two rows of A are the
same, then det(A) = 0.
5 det(AB) = det(A) det(B).
6 A is invertible if and only if det(A) 6= 0, in which case
det(A−1 ) = [det(A)]−1 .
Determinant of a triangular matrix

Theorem 2.3
The determinant of a triangular matrix A ∈ Mn (K) is the product of the
elements in its main diagonal:

det(A) = a11 a22 . . . ann .

A method to compute the determinant of a matrix

To compute the determinant of A ∈ Mn (K) we can use the properties of

the determinant to find a triangular matrix B ∈ Mn (K) such that
det(A) = det(B) = b11 b22 . . . bnn .

Example 2.3
Compute the determinant of
 
0 2 −4
A =  3 0 −3 
2 4 5
Applications

Let A be a square matrix.

1 If A is non-singular,
1
A−1 = Adj(A)t ,
det(A)

where Adj(A) is the adjugate matrix of A.

The adjugate matrix is the transpose of the matrix consisting of the
cofactors, i.e. Adj(A))ij = (−1)i+j det(Mji ) being Mji obtained from
A by removing its j-th row and i-th column.
2 Cramer’s rule.
Questions

Example 2.4
Let A, B ∈ M3 (R). Explain which properties of the determinant justify
the following statements:
1 det(A5 ) = (det(A))5 ;
2 det(A) − det(At ) = 0;
3 det(AB) − det(B t ) det(A) = 0;
4 det(5A) = 125 det(A);
1
5 if ∃B −1 , then det(B −1 ) = ;
det(B)
6 det(At A) = det(A2 ).
Contents

1 Matrices.

2 Determinants.

3 Systems of linear equations.

Graphical solution

2x + y = 8 x − 3y = −3

x y x y
0 8 -3 0
1 6 0 1
2 4 3 2
Solving methods

The most common methods studied in high school for solving linear
systems are the following ones:
Gaussian elimination.
Substitution:
1 Solve one of the equations for one of the variables, and then plug this
back into the other equations,“substituting” for the chosen variable.
2 Apply the method repeatedly till you have just one unknown.
3 Solve for this unknown and then back-solve for the other variables.
Cramer’s rule:
det(Ai )
Ax = b ⇒ xi = ,
det(A)
where Ai is the matrix formed by replacing the i-th column of A by the
column vector b.
Which is the best method?

The most efficient method is Gaussian elimination, that consists in doing

elementary operations to transform the problem into an equivalent one
that is simpler to solve.
Such elementary operations are the following:
Multiply an equation by a nonzero scalar.
Swap the positions of two equations.
Add to one equation a scalar multiple of another.
Example

Example 2.5
Solve the following linear system using Gaussian elimination:

 3x + y + z = 3
x + 3y + z = 1
x + y + 3z = 1

Definition of linear system

A linear equation is an algebraic equation in which each term is either a

constant or the product of a constant and (the first power of) a single
variable.

A system of m linear equations with n unknowns is a collection of m

linear equations involving the same set of n variables:

1st eq. a11 x1 + a12 x2 + · · · + a1n xn = b1 

2nd eq. a21 x1 + a22 x2 + · · · + a2n xn = b2 

.. .. (2)
. . 


m-th eq. am1 x1 + am2 x2 + · · · + amn xn = bm


where aij are the coefficients, xj the unknowns and bi the constants, all of
them in the same field K (usually R).
Solution

(α1 , . . . , αn ) ∈ Kn is a solution of (2) if



 a11 α1 + a12 α2 + · · · + a1n αn = b1
 a21 α1 + a22 α2 + · · · + a2n αn = b2

..


 .
am1 α1 + am2 α2 + · · · + amn αn = bm

Classification

Solving the system (2) consists of determining all its solutions.

The system is consistent whenever it admits some solution; if this is not

the case, it is inconsistent.

A consistent system is uniquely determined if it admits a unique

solution, or underdetermined if it has more than one solution.

Two systems are equivalent if they admit exactly the same solutions.
Matrices associated to a linear system

We define the following matrices associated to system (2):

 
a11 a12 · · · a1n
 a21 a22 · · · a2n 
A= . ..  coefficient matrix;
 
..
 .. . . 
am1 am2 · · · amn

 
a11 a12 ··· a1n b1
 a21 a22 ··· a2n b2 
Ab =  augmented matrix.
 
.. .. .. .. 
 . . . . 
am1 am2 · · · amn bm
Gaussian method: matrix form

Doing elementary operations with the equations is equivalent to doing

these operations with the rows of the augmented matrix.

Thus, Gaussian elimination can be done working with the rows of the
augmented matrix; in this case, the aim is to perform elementary row
operations to rewrite the system as one whose augmented matrix is in
echelon form.

Theorem 2.4
Let Ab the augmented matrix of a linear system. Suppose that Abf is
obtained from Ab using elementary row operations. Then, the original
linear system is equivalent to that whose augmented matrix is Ab.
f
System classification

Theorem 2.5
Consider a linear system whose coefficient matrix A ∈ Mm×n (R) is in
echelon form. If A has exactly r nonzero rows, then
1 the linear system is consistent if and only if the last m − r constants
of the system are null;
2 in case the system is consistent, it is uniquely determined if and only
if n = r , and underdetermined if and only if r < n.

Remark 2.2
To study a linear system whose matrix is not in echelon form, we first use
Gaussian elimination and then apply the previous theorem.
System classification (Rouche-Frobenius theorem)

We can rewrite the previous theorem in terms of matrices ranks:

Theorem 2.6
Consider a linear system whose coefficient matrix is A ∈ Mm×n (R) and its
constants vector is b ∈ Mm×1 (R). Let us denote by Ab its augmented
matrix. Then
1 the system is consistent if and only if rk(A) = rk(Ab);
2 in case it is consistent, the system is uniquely determined if and only
if rk(A) = n, and underdetermined if and only if rk(A) < n.
Examples

Example 2.6
Solve the linear system

 x1 + 3x2 + x3 = −3
3x1 + 9x2 + 4x3 = −7
2x1 − x2 + x3 = 6


Example 2.7
Solve the linear system

 x1 + 3x2 − x3 + x4 = 1
−2x1 + x2 + 2x3 = 7
x2 − x4 = 0

Example

Example 2.8
Solve the following linear system using Gaussian elimination:

 x1 + 2x2 + 3x3 = 9
4x1 + 5x2 + 6x3 = 24
2x1 + 7x2 + 12x3 = 40

Homogeneous system

Definition 2.7
The linear system (2) is a homogeneous system if bi = 0 for all
i = 1, 2, . . . , m.

Remark 2.3
Notice that elementary row operations keep the constans null, i.e. the last
column of the augmented matrix remains null.
Thus, by Theorem 2.5, any homogeneous system is consistent.
Homogeneous system

Theorem 2.7
Consider the homogeneous system

 a11 x1 + a12 x2 + · · · + a1n xn = 0

.. (3)
 .
am1 x1 + am2 x2 + · · · + amn xn = 0


Let x and y be two solutions of (3), and α, β ∈ K. Then, αx + βy is also

a solution of (3).