Systems of Linear Equations

Xiaozhou Li
xiaozhouli@uestc.edu.cn
School of Mathematical Sciences,
UESTC, Chengdu, China
Outline

1 Definition
2 Solution Set
3 Existence and Uniqueness Questions
4 Matrix Notation
5 Solving a Linear System
A linear equation in the variables x1 , . . . , xn is an
equation that can be written in the form
a1 x 1 + a2 x 2 + · · · + an x n = b
where b and the coefficients a1 , . . . , an are real or
complex numbers.
A linear equation in the variables x1 , . . . , xn is an
equation that can be written in the form
a1 x 1 + a2 x 2 + · · · + an x n = b
where b and the coefficients a1 , . . . , an are real or
complex numbers.
Examples
Linear Equations:
√
3x1 − 5 = x2 and 2x1 = 3 + x3
A linear equation in the variables x1 , . . . , xn is an
equation that can be written in the form
a1 x 1 + a2 x 2 + · · · + an x n = b
where b and the coefficients a1 , . . . , an are real or
complex numbers.
Examples
Linear Equations:
√
3x1 − 5 = x2 and 2x1 = 3 + x3

Not Linear Equations:

√
2x1 − x1 x2 = 2 and x1 = 3 + x3
Linear System
A system of linear equations (or a linear
system) is a collection of one or more linear
equations involving the same variables - say,
x1 , . . . , x n .
Linear System
A system of linear equations (or a linear
system) is a collection of one or more linear
equations involving the same variables - say,
x1 , . . . , x n .

An example
x1 +x2 −x3 = 1.5
2x1 +2x3 = −1
Solution of Linear System

Solution of Linear System

A solution of the system is a list (s1 , s2 , . . . , sn ) of
numbers that makes each equation a true statement
when the variables x1 , . . . , xn are substituted by
s1 , . . . , s n .
Solution of Linear System

Solution of Linear System

A solution of the system is a list (s1 , s2 , . . . , sn ) of
numbers that makes each equation a true statement
when the variables x1 , . . . , xn are substituted by
s1 , . . . , s n .

(0.5, 0, −1) is a solution of the previous system.

Solution of Linear System

The set of all possible solutions is called the

solution set of the linear system.
Two linear systems are called equivalent if
they have the same solution set.
Situations for Solution Set
Example
Find the solution of the following linear system

x1 − 2x2 = −1
−x1 + 3x2 =3
Situations for Solution Set
Example
Find the solution of the following linear system

x1 − 2x2 = −1
−x1 + 3x2 =3

It amounts to finding
the intersection to
two lines.
Situations for Solution Set
Example x1 ! 2x2 D !1
!x1 C 3x2 D 3
Find the solution of the following linear system
`1 `2
.x1 ; x2 / .x
`1 − 2x2 = −1
x`21 .3; 2/
−x1 + 3x2 =3
x2

2
It amounts to finding
the intersection to x1
3
two lines. ℓ2
ℓ1

'*(63& 
Situations for Solution Set
Example x1 ! 2x2 D !1
!x1 C 3x2 D 3
Find the solution of the following linear system
`1 `2
.x1 ; x2 / .x
`1 − 2x2 = −1
x`21 .3; 2/
−x1 + 3x2 =3
x2

2
It amounts to finding
the intersection to x1
3
two lines. ℓ2
ℓ1

A'*(63& 
Unique Solution
 x1 − 2x2 = −1
−x1 + 2x2 =3
 1

'*(63& 

x1 − 2xx21 !=2x2−1
D !1 x1 ! 2x2 D !1
−x1 + 2x
!x21 C 2x=
2 D3 3 !x1 C 2x2 D 1

x2 x2

2 2

x1 x1
3 3
ℓ2
ℓ1 ℓ1

(a) (b)
'*(63& 
 1

'*(63& 

x1 − 2xx21 !=2x2−1
D !1 x1 ! 2x2 D !1
−x1 + 2x
!x21 C 2x=
2 D3 3 !x1 C 2x2 D 1

x2 x2

2 2

x1 x1
3 3
ℓ2
ℓ1 ℓ1

No Solution (a) (b)

'*(63& 
 1

'*(63& 

x1 − 2xx21 !=2x2−1
D !1 x1 ! 2xx2 1D−
!12x2 = −1
−x1 + 2x
!x21 C 2x=
2 D3 3 !x1 C−x
2x2 1D+12x2 =1
x2 x2

2 2

x1 x1
3 3
ℓ2
ℓ1 ℓ1

No Solution (a) (b)

'*(63& 
 1

'*(63&'*(63&
 

x1 − 2xx21 != x12−1
2x ! !12 D !1
D 2x xx
x1 ! 2x D−
!
12 1 !122x
2x D !1
2 = −1
−x1 + 2x
!x21 C!x
2x1=C 2x2 D 3
2 D3 3 !x1 C−x
!x D+
C
2x12 1 2x122x
D 21 =1
x2 x2 x2 x2

2 2 2 2

x1 x1 x1 x1
3 3 3 3
ℓ2 ℓ2
ℓ1 ℓ1 ℓ1 ℓ1

(a) (b)
No Solution (a) (b)
'*(63&'*(63&
 
 1

'*(63&'*(63&
 

x1 − 2xx21 != x12−1
2x ! !12 D !1
D 2x xx
x1 ! 2x D−
!
12 1 !122x
2x D !1
2 = −1
−x1 + 2x
!x21 C!x
2x1=C 2x2 D 3
2 D3 3 !x1 C−x
!x D+
C
2x12 1 2x122x
D 21 =1
x2 x2 x2 x2

2 2 2 2

x1 x1 x1 x1
3 3 3 3
ℓ2 ℓ2
ℓ1 ℓ1 ℓ1 ℓ1

No Solution (a) (a) Infinitely (b)

Many(b) Solutions

'*(63&'*(63&
 
Three Possible Situations

For a given linear system, it could

Three Possible Situations

For a given linear system, it could

Have a unique solution.
Three Possible Situations

For a given linear system, it could

Have a unique solution.
Have infinitely many solutions.
Three Possible Situations

For a given linear system, it could

Have a unique solution.
Have infinitely many solutions.
Have no solution.
Three Possible Situations

For a given linear system, it could

Have a unique solution.
Have infinitely many solutions.
Have no solution.
For the first two situations, the corresponding linear
system is consistent, i.e. it has at least one
solution; otherwise the linear system is
inconsistent.
Existence and Uniqueness Questions

Two fundamental questions about a linear system

Existence and Uniqueness Questions

Two fundamental questions about a linear system

1 Existence: Is the system consistent; that is,
does at least one solution exist?
Existence and Uniqueness Questions

Two fundamental questions about a linear system

1 Existence: Is the system consistent; that is,
does at least one solution exist?
2 Uniqueness: If a solution exists, is it the only
one; that is, is the solution unique?
Existence and Uniqueness Questions

Two fundamental questions about a linear system

1 Existence: Is the system consistent; that is,
does at least one solution exist?
2 Uniqueness: If a solution exists, is it the only
one; that is, is the solution unique?

How to answer the two questions?

Existence and Uniqueness Questions

Two fundamental questions about a linear system

1 Existence: Is the system consistent; that is,
does at least one solution exist?
2 Uniqueness: If a solution exists, is it the only
one; that is, is the solution unique?

How to answer the two questions?

Solving a linear system.
Existence and Uniqueness Questions

Two fundamental questions about a linear system

1 Existence: Is the system consistent; that is,
does at least one solution exist?
2 Uniqueness: If a solution exists, is it the only
one; that is, is the solution unique?

How to answer the two questions?

Solving a linear system.
But before that . . . .
Matrix Notation
Definition
A matrix is an array of real or complex numbers.
Matrix Notation
Definition
A matrix is an array of real or complex numbers.
It is a convention to denote a matrix by an upper
case letter, for example
 
−2 3 4
A=
1 0 2
Matrix Notation
Definition
A matrix is an array of real or complex numbers.
It is a convention to denote a matrix by an upper
case letter, for example
 
−2 3 4
A=
1 0 2

The size of a matrix refers to the number of

rows and number of columns.
Matrix Notation
Definition
A matrix is an array of real or complex numbers.
It is a convention to denote a matrix by an upper
case letter, for example
 
−2 3 4
A=
1 0 2

The size of a matrix refers to the number of

rows and number of columns.
The size of the above matrix is 2 × 3, reads
2-by-3.
A linear system can be recorded compactly in a
rectangular matrix.
A linear system can be recorded compactly in a
rectangular matrix.

x1 −2x2 +x3 = 0
2x2 −8x3 = 8
5x1 −5x3 = 10
A linear system can be recorded compactly in a
rectangular matrix.

x1 −2x2 +x3 = 0
2x2 −8x3 = 8
5x1 −5x3 = 10
   
1 −2 1 1 −2 1 0
0 2 −8 0 2 −8 8 
5 0 −5 5 0 −5 10
A linear system can be recorded compactly in a
rectangular matrix.

x1 −2x2 +x3 = 0
2x2 −8x3 = 8
5x1 −5x3 = 10
   
1 −2 1 1 −2 1 0
0 2 −8 0 2 −8 8 
5 0 −5 5 0 −5 10

On the left, the coefficient matrix,

On the right, the augmented matrix.
Practice Problems
1 Write down the coefficient matrix and
augmented matrix of the following linear
system
x1 + x3 = 10
2x2 − 8x3 = 0
x1 − 2x2 = 3
2 Is (3, 4, -2) a solution of the following system?

5x1 −x2 +1x3 =7

−2x2 +6x2 +9x3 =0
−7x1 5x2 −3x3 = −7
Solving a Linear System

Strategy
Replace the system with an equivalent system (with
the same solution set) that is easier to solve.
Solving a Linear System

Strategy
Replace the system with an equivalent system (with
the same solution set) that is easier to solve.

What kind of linear system is easy to solve?

Solving a Linear System

Strategy
Replace the system with an equivalent system (with
the same solution set) that is easier to solve.

What kind of linear system is easy to solve?

Let us see an Example
Solving a Linear System

x1 −2x2 +x3 = 0
2x2 −8x3 = 8
5x1 −5x3 = 10
Solving a Linear System

x1 −2x2 +x3 = 0 " #

1 −2 1 0
2x2 −8x3 = 8
0 2 −8 8
5x1 −5x3 = 10
5 0 −5 10
&9".1-& 
Solving
40-65*0/ a Linear System

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
2x2 ! 8x3 D 8 40 2 !8 85
5x1 ! 5x3 D 10 5 0 !5 10
x1 −2x2 +x3 = 0 " #
x1 1 −2 1 0
2x2 −8x3 = 8
0 2 −8 8
5x1 −5x3 = 10
5 0 −5 10
!5 " Π1! !5x1 C 10x 2 ! 5x3 D 0
CΠ3! 5x1 ! 5x3 D 10
Π3! 10x 2 ! 10x3 D 10

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
2x2 ! 8x3 D 8 40 2 !8 85
0 10 !10 10
 !5 " Π1! !5x1 C 10x 2 ! 5x3 D 0
CΠ3! 5x1 ! 5x3 D 10
Π3! 10x 2 ! 10x3 D 10
The third equation is replaced (replacement)
2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
2x2 ! 8x3 D 8 40 2 !8 85
10x 2 ! 10x3 D 10 0 10 !10 10
1
2

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 45
10x 2 ! 10x3 D 10 0 10 !10 10

x2 10x2

!10 " Π2! !10x 2 C 40x3 D !40

 !5
!5 "" ŒŒ 1!
1! !5x
!5x11 C 10x22 !
C 10x 5x33 D
! 5x D 00
CC ŒŒ 3!
3! 5x
5x11 ! 5x33 D
! 5x D 10
10
ŒŒ 3!
3! 10x22 !
10x 10x33 D
! 10x D 10
10
The third equation is replaced (replacement)
2
2 3
3
xx11 ! 2x22 C
! 2x C xx33 DD 00 11 !2
!2 11 00
2x22 !
2x 8x33 D
! 8x D 88 4
4 00 22 !8
!8 88 5
5
00 10 !10
10 !10 10
10
10x22 !
10x 10x33 D
! 10x D 10
10
11
22
Then the second equation is scaled (scaling)
2
2 3
3
xx11 ! 2x22 C
! 2x C xx33 DD 00 11 !2
!2 11 00
xx22 ! 4x33 D
! 4x D 44 4
4 00 11 !4
!4 44 5
5
00 10 !10
10 !10 10
10
10x22 !
10x 10x33 D
! 10x D 10
10
xx22 10x
10x22

!10
!10 "" ŒŒ 2!
2! !10x
!10x22 C 40x33 D
C 40x D !40
!40
 2 3
10x 2 ! 10x3 D 10 0 10 !10 10

x2 Another replacement 10x2

!10 " Π2! !10x 2 C 40x3 D !40

CΠ3! 10x 2 ! 10x3 D 10
Π3! 30x3 D !30

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 45
30x3 D !30 0 0 30 !30
1
30
x3

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 45
 10x
2 2 ! 10x
3 3 D 10
10x 2 ! 10x3 D 10 0 10 !10 10
x2 10x2
x2 Another replacement 10x2
!10 " Π2! !10x 2 C 40x3 D !40
!10 " ΠC Π2! 3! !10x10x
2 C240x 3 D3!40
! 10x D 10
CΠΠ3! 3! 10x 2 ! 10x30x D 10
3 D !30
3
Π3! 30x3 D !30
2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 30
2
x1 ! 2x 2 C D3 D 0 4
x2 !x34x 14 !2
0 1 1 !4 0 4 5
x2 ! 4x30x
3 D3 D 4!30
4 5
0 0 1 0!4 30 4!30
30x3 D !30 0 0 30 !30
1
30
x
1
30
x3
2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
2 3
x1 ! 2x 2 C
x2 ! D3
x34x D0 4 14 !2
0 1 1 !4 0 4 5
x2 ! 4x3 D 4 0 0 1 !4
0 14 5!1
x3 D4 !1
 x2 10x
2 2 ! 10x
3 3 D 10 10x2
10x 2 ! 10x3 D 10 0 10 !10 10
x2 10x2
x2 Another!10 "Π2!
replacement 10x2
!10x 2 C 40x3 D !40
!10
CΠ" Π3! 2! !10x
10x 2 C
2 ! 3 D 10
3 D
40x
10x !40
!10Œ " ŒCŒ 2!3! 3! !10x10x
2 C240x
! 3 D !40
3 D
3 D
10x
30x !3010
CΠΠ3! 3! 10x 2 ! 10x30x 3 D D10!30
3
Π3! 2 30x3 D !30 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x1 !x2x 2 C4x3 xD
2 ! 3 D 4 0
4 0 1 1!2 !4 1 4 50 3
2
2 3
x1 ! 2x 2 C
x2 !x34x
30x D3 D
3 D
0 4
!30 104 !2 1 !4!30
0 0 1 30 0 45
x2 ! 4x130x
3 D3 D 4!30
4 0 0 1 0!4 30 4!30
5
0 0 30 !30 x3
30x303 D !30
Another scaling 1
x
30
1 2 3 x3
x1 ! 2x 2 C30x3 D 0 1 !2 1 0
x1 !x2x 2 C
2 ! 3 D4 0
4x3 xD 4 02 1 1!2!4 1 4 50 3
2 3
x1 ! 2x 2 C
x2 ! D3 D
xx34x
3 D
0 4
!1 0 0 1 11!4!1
104 !2 0 45
x2 ! 4x3 D 4 0 0 1 !40 14 5 !1
x3 D4 !1
 x2 ! 4x3 D 4 40 1 !4 45
30x3 D !30 0 0 30 !30
Backward Substitution
1
x3
30

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 4 5
x3 D !1 0 0 1 !1

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 4 5
x3 D !1 0 0 1 !1
 x2 ! 4x3 D 4 40 1 !4 45
30x3 D !30 0 0 30 !30
Backward Substitution
1
x3
30

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 4 5
x3 D !1 0 0 1 !1

1 From the third equation, we have x3 = −1

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 4 5
x3 D !1 0 0 1 !1
 x2 ! 4x3 D 4 40 1 !4 45
30x3 D !30 0 0 30 !30
Backward Substitution
1
x3
30

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 4 5
x3 D !1 0 0 1 !1

1 From the third equation, we have x3 = −1

2 With x3 = −1 substituted in the second
2 3
x1 ! 2x 2 C
equation, 3 D have
we xcan 0 x2 =1 0!2by doing
1 0 simple
algebrax2 ! 4x3 D 4 40 1 !4 4 5
x3 D !1 0 0 1 !1
 x2 ! 4x3 D 4 40 1 !4 45
30x3 D !30 0 0 30 !30
Backward Substitution
1
x3
30

2 3
x1 ! 2x 2 C x3 D 0 1 !2 1 0
x2 ! 4x3 D 4 40 1 !4 4 5
x3 D !1 0 0 1 !1

1 From the third equation, we have x3 = −1

2 With x3 = −1 substituted in the second
2 3
x1 ! 2x 2 C
equation, 3 D have
we xcan 0 x2 = 1 0!2by doing
1 0 simple
algebrax2 ! 4x3 D 4 40 1 !4 4 5
0 0 1 !1
3 With x2 = 0 xand3 D !1
x3 = −1 substituted in the
first equation, we have x1 = 1
Upper triangular linear system is easy to solve.
Upper triangular linear system is easy to solve.
Transform a linear system to an upper
triangular linear system via:
Upper triangular linear system is easy to solve.
Transform a linear system to an upper
triangular linear system via:
Elementary Row Operations
Replacement: Replace one row by the sum of
itself and a multiple of another row
Upper triangular linear system is easy to solve.
Transform a linear system to an upper
triangular linear system via:
Elementary Row Operations
Replacement: Replace one row by the sum of
itself and a multiple of another row
Scaling: Multiply all the entries in a row by a
nonzero constant
Upper triangular linear system is easy to solve.
Transform a linear system to an upper
triangular linear system via:
Elementary Row Operations
Replacement: Replace one row by the sum of
itself and a multiple of another row
Scaling: Multiply all the entries in a row by a
nonzero constant
Row Interchange: Interchange two rows
Elementary Row Operations
Row equivalent: if there is a sequence of
elementary operation that transforms one
matrix into the other.
Elementary Row Operations
Row equivalent: if there is a sequence of
elementary operation that transforms one
matrix into the other.
Elementary row operations are reversible
Elementary Row Operations
Row equivalent: if there is a sequence of
elementary operation that transforms one
matrix into the other.
Elementary row operations are reversible

Equivalent System
If the augmented matrices of two linear systems are
row equivalent, then the two linear systems have the
same solution set.
Example
Determine if the system is consistent:

x2 −4x3 = 8
2x1 −3x2 +2x3 = 1
4x1 −8x2 +12x3 = 1
Example
Determine if the system is consistent:

x2 −4x3 = 8
2x1 −3x2 +2x3 = 1
4x1 −8x2 +12x3 = 1

Solution: The augmented matrix is

Example
Determine if the system is consistent:

x2 −4x3 = 8
2x1 −3x2 +2x3 = 1
4x1 −8x2 +12x3 = 1

Solution: The augmented matrix is

 
0 1 −4 8
2 −3 2 1
4 −8 12 1
Example
Determine if the system is consistent:

x2 −4x3 = 8
2x1 −3x2 +2x3 = 1
4x1 −8x2 +12x3 = 1

Solution: The augmented matrix is

 
0 1 −4 8
2 −3 2 1
4 −8 12 1

Interchange rows 1 and 2:

Example
Determine if the system is consistent:

x2 −4x3 = 8
2x1 −3x2 +2x3 = 1
4x1 −8x2 +12x3 = 1

Solution: The augmented matrix is

 
0 1 −4 8
2 −3 2 1
4 −8 12 1

Interchange rows 1 and 2: (blackboard)

Practice Problems

1 The augmented matrix of a linear system has

been transformed by row operations into the
form below. Determine if the system is
consistent. If yes, find the solution.
 
1 5 2 −6
0 4 −7 2 
0 0 5 0