Linear Algebra and Differential Equations (HS1071)

System of Linear Equations

Introduction: In this topic you will learn how matrices, mainly the concept of rank help us in analyzing
the system of linear equations and finding its solution.
Matrices:
Matrix: A matrix is a rectangular array of numbers; the numbers in the array are called the elements of
the matrix.
The size of the matrix is described in terms of the number of rows (Horizontal lines) and number of
columns (Vertical lines). The matrix having m-rows and n-columns is denoted by
Am  n   aij  , where aij is the element present in the ith row and jth column of the matrix A.
mn
Types of Matrices:
Row Matrix or Row vector: Matrix having one row.
Column Matrix or Column vector: Matrix having one column.
Square Matrix: Matrix having same number of rows and columns.
  0, if i  j
Upper triangular matrix: Am  m   aij  , where aij  
mm
 0, if i  j .
  0, if i  j
Lower triangular matrix: Am  m   aij  , where aij   .
mm
 0, if i  j
  0, if i  j
Diagonal Matrix: Am  m   aij  , where aij   .
mm
 0, otherwise
 k  0,
if i  j
Scalar Matrix: Am  m   aij  , where aij   .
mm
0, otherwise
 1, if i  j
Unit Matrix: Am  m  aij  , where aij   .
mm
0, otherwise
Null Matrix: A matrix having all elements zero.
Matrix Algebra:
1. Equality of Matrices: Matrix A and B are said to be equal if and only if
i) A and B are of same order and
ii) Corresponding elements of A and B are equal.
2. Addition of Matrices: The matrices A and B are said to be compatible for addition if and only if they
are same order. The sum of A and B denoted by A+B is obtained by adding corresponding elements.
If Am  m   aij  , and Bmn  bij  , then Cmn  A  B   aij  bij 
mm mm mm

i.e.A  B is the matrix obtained by adding the entries of B to the corresponding entries of A.
3. Scalar Multiplication: If A is any matrix and c is any scalar, then the product cA is the matrix
obtained by multiplying each element of matrix A by c.
Properties of Addition and Scalar multiplication:
1. A  B  B  A (Commutative)
2. A  ( B  C )  ( A  B)  C ( Associative)
3. A  0  0  A  A (0  Null matrix  Additive Identity)
4. A  B  A  C  B  C (Cancellation Law)
5.  ( A  B)   A   B (distributive Law)

4. Multiplication: The matrices A and B are said to be compatible for multiplication A  B I, if number
columns of A is equals to number of rows of B.
 p 
If A   aij  and B  bkj  , then A  B   aik bkj 
m p p n
 k i  mn
Properties Matrix multiplication:

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 Linear Algebra and Differential Equations (HS1071)
System of Linear Equations
1. AB  BA (Non  Commutative)
2. A( BC )  ( AB)C ( Associative)
3. AI  AI  A (I Identity matrix  Multiplicative Identity)
4. AB  AC  B  C (Cancellation law does not hold )
5. A( B  C )  AB  AC (distributive Law)
6. AB  0 doe not imply that A = 0 or B = 0.
7. A2  A, then A is called as idempotent matrix.
Matrix Product as a Linear combination
 a11 a12 
 a1n   x1   a11   a12   a1n 
a    a  a  a 
 21 a22 
 a2 n   x2   21   22   2n 
If A       
 and X     Then AX  x1     x2     ...  xn   
         
  
          
 am1 am 2  amn  mn
  xn   am1   am 2   amn 
Transpose of a Matrix: : If A is any m  n matrix, then transpose of A, denoted by AT or A ,
is n  m matrix obtained by interchanging rows and columns of A.
i.e. if A=  aij  , then AT   a ji 
mn nm
Properties of Transpose of a Matrix:
1. A  T T
 A 2. ( A  B)T  AT  BT 3. ( A  B)T  BT  AT
Trace of a Matrix: Let A be a square matrix, then Trace of A, denoted by tr(A) is sum of the entries in
the main diagonal of A.
Determinant of a Matrix: Let A be a square matrix, then determinant of A, denoted by det(A) or |A| is
association/assignment/mapping which assigns a real number with every matrix.
Further the function satisfies the properties.
(i) The determinant of the identity matrix is ONE.
(ii) The exchange of two rows changes the sign of the determinant.
(iii) Multiplying a row by a number multiplies the determinant by this number.
(iv) Adding a multiple of one row to another row does not change the determinant.
Singular Matrix: Let A be a square matrix, if determinant of A = 0, then A is said to singular matrix
otherwise it is said to be non-singular matrix.
Minor of an (i,j)th element of the Matrix: The determinant obtained by deleting the i-th row and j-th
column of a matrix.
Cofactor of an i-jth element of the Matrix:
Cij  (1)i  j M ij , M ij  is the minor i-jth element of the matrix
Cofactor Matrix: The Matrix obtained by replacing each element of A by its cofactor.
Adjoint Matrix: The transpose of the cofactor matrix.
Inverse of A Matrix: Let A be non-singular matrix, Matrix B is said to be inverse of A if and only if
AB  BA  I .
Properties of Inverse of a Matrix: If A is invertible matrix then

1.  A1   A 2. ( A  B) 1  B 1  A1 3.  A1    AT 

1 T 1

1 1
4. For any non zero scalar k ,  kA  
1
A
k
5. An is invertible and ( An ) 1   A1 
n adj ( A)
6. A1 
det( A)
Symmetric Matrix: A square matrix A is said to be symmetric if and only if
A  A. i.e. If A   aij 
T
, then aij  a ji .
nn

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 Linear Algebra and Differential Equations (HS1071)
System of Linear Equations
Skew Symmetric Matrix: A square matrix A is said to be skew symmetric if and only if
AT   A. i.e. If A   aij  , then aij  a ji for i  j and aii  0.
nn
Example: Show that every square matrix can be expressed as sum of symmetric and skew symmetric
matrices.
1
Solution :A  (A  AT )  (A  AT )  , where (A  A T )T  (A  A T ) and (A  A T ) T  (A  AT )
2
Rank of a Matrix: Let Am  n be any matrix, ' r  0' is said to a rank of the matrix A denoted as (A) if
the matrix has
1. at least 1 non-zero minor of order ' r '
2. all the minors of order ' r  1' are zero.
OR The order of highest order non-vanishing minor is the rank of the matrix.
OR The order of highest order non-vanishing determinant present in the matrix is the rank of the matrix.
Elementary Transformations:
1. Interchange of any two rows or columns
Ri j or ( Ri  R j ) , Ci j or (Ci  C j ) .
2. Multiplying any row or column by a non-zero constant  ,  Ri ,  C j ,   0
th th
3. Adding in i row a scalar multiple of corresponding elements of j row (similarly for column)
Ri   R j , Ci   C j
# Theorem: Elementary transformations do not alter the rank of the matrix.
Row Echelon Form (Row reduced form)
(To reduce a matrix into an Echelon form, only row transformations are permitted.)
1. All the non-zero rows are above any rows of zeros.
2. All elements (entries) below the leading element (entry) must be zero.
3. Each leading entry of a row is in a column of the right of the leading entry of the row above it.
4. All entries in a column below the leading entry all zeros.
Leading entry – First non-zero element in a row called as leading entry or pivot element.
e.g.

Pivot elements are the elements whose position should not be

altered by application of row transformations.

Equivalent Matrices : - B is said to be an equivalent matrix of A, shown as B A iff B is obtained by

applying elementary transformations on A.
For a matrix A m  n
1. Rank of A, (A)  min( m, n)
2. Number of pivot elements in an Echelon form is the rank of the matrix.
3. If A is a nonsingular matrix of order n, then (A)  n .
4. If A is a nonsingular matrix of order n, then
A ~ I n , where I n is an identity matrix of order n.
Elementary Matrix:- A matrix obtained by applying a single elementary row transformation (OR
column transformation) on identity matrix is called Elementary Matrix.
Note:
1. Every Elementary Matrix is invertible, and inverse of an elementary matrix is an elementary
matrix.

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 Linear Algebra and Differential Equations (HS1071)
System of Linear Equations
2. Elementary row transformation correspondence to left multiplication by corresponding
elementary matrix.
3. Similarly Elementary column transformation correspondence to right multiplication by
corresponding elementary matrix.
Theorem: Every non-singular matrix can be expressed as a product of elementary matrices.
1 2 
Example: Express A    as a product of an elementary matrices
2 5
Solution:
1 2  1 0 
A  I  
2 6 0 1 
Applying elementory row transformation
1 2   1 0
R2  2 R1     E1 A E1   
0 2   2 1 
1 0 
 1  1 2  
R2       E2 E1 A , E2   1 
 2  0 1  0
 2

1 0  1 2 
R1  2 R2     E3 E2 E1 A , E3  
0 1  0 1 
1 0  1 0  1 2 
 E3 E2 E1 A  I  A  E11E21E31  
2 1  0 2 0 1 
Illustrative Examples:

Q 1) Find the rank of the matrix by reducing it to an Echelon form.

 0 3 6 4 9 
 1 2 1 3 1 
A 
 2 3 0 3 1
 
 1 4 5 9 7 
 1 1 1 5 2 
 
Soln. A ~ R1 : R1  R4   1 2 1 3 1  R  R , R  2 R , R  R 
 2 3 0 3 1 2 1 3 1 4 1

 
 1 4 5 9 7 

1 1 1 5 2  1 1 1 5 2  1 1 1 5 2 
0 3 2  0 1 2 0 1 2 7 3
 2 3  7 3  
R23    R2 
0 1 2 7 3  0 3 2 2 3  0 3 2 2 3 
     
0 3 6 4 5 0 3 6 4 5 0 3 6 4 5
1 1 1 5 2 
0 1 2 7 3
R3  3R2 , R4  3R1     ( A)  4
0 0 8 23 12 
 
0 0 0 25 4 
Q 2) Find the rank of the matrix by reducing it to an Echelon form.

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 Linear Algebra and Differential Equations (HS1071)
System of Linear Equations
3 2 5 7 12 
A  1 1 2 3 5 
3 3 6 9 15
1 1 2 3 5  1 1 2 3 5 
Solution : R1  R2  3 2 5 7 12 R2  3R1 , R3  3R1  0 1 1 1 3  ( A)  2
 
3 3 6 9 15 0 0 0 0 0 
System of Linear Equations
Consider a system of m equations and n unknowns.
a11 x1  a12 x2   a1n xn  b1
a21 x1  a22 x2   a2 n xn  b2

am1 x1  am 2 x2   amn xn  bm

The above system of equation can be written in the matrix form as AX  B

 x1   b1 
x  b 
A  [ai j ] m  n  coefficient matrix X   2
 Matrix of unknowns and B   2  
   
   
 xn  bm 
Matrix of constants
(I) If b1  b2   bm  0 , then it is said to be Homogeneous System of Linear equations.
(II) If at least one of b1 , b2 , , bm is non-zero, then it is said to be Non-homogeneous System of
Linear equations.
 Results
1. Homogeneous system of Linear equations is always consistent because one of the solutions is
x1  x2   xn  0 called as ‘Trivial Solution’.
# Augmented Matrix denoted as [ A : B] is the matrix obtained by attaching additional column B to
matrix A.  A : B  [ai j : bi ] m  ( n 1)
2. If rank of augmented matrix is equal to rank of coefficient matrix, i.e.
 [ A : B ]   [ A]  r (say) Then, the system of linear equations is consistent.
Note: 1) If r  n (number of unknowns), then the system has a unique solution.
2) In case of homogeneous system, unique solution is a Trivial solution.
3) If r  n , then the system has infinite number of solutions.
4) If r  n , then ' n  r ' variables are “free variables.”
5) Non-pivot variable is considered as a free variable.
Note: A homogeneous system having n equations in n unknowns, has infinite solutions if and only if
determinant of the coefficient matrix is zero.
Illustrative Examples
Check the consistency of following systems. If consistent, find the solution.
Q 1) 3x1  6 x2  x3  x4  0
x1  2 x2  5 x3  3x4  0
2 x1  4 x2  3x3  x4  0
Solution. The system is homogeneous, it is consistent.

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 Linear Algebra and Differential Equations (HS1071)
System of Linear Equations
 3 6 1 1 1 2 4 0 
AX  0 , where A  1 2 5 3 R1  R3  1 2 5 3
 
   
 2 4 3 1 2 4 3 1

1 2 4 0  1 2 4 0 
R2  R1 & R3  2 R1  0 0 9 3 R3  R2  0 0 9 3
  11
9
0 0 11 1  8
0 0 0 3 
 
 ( A)  3  4 , system has a non-trivial solution.
Equivalent system is
x1  2 x2  4 x3  0 ---------- (i) 9 x3  3 x4  0 ---------- (ii)
8
x4  0 ---------- (iii) From (iii), x4  0 ---------- (iv)
3
From (ii) & (iv), x3  0 Here x2 is a free variable (as x2 is a non-pivot element)
Let x2  k  x1  2k
 x1   2k   2
x   k  1 
 Solution vector X   2      k  
 x3   0  0
     
 x4   0  0
Q 2) Investigate the values of a and b so that the equations
2 x  3 y  5z  9
7 x  3 y  2 z  8 have (i) no solution (ii) unique solution (iii) infinite solutions.
2 x  3 y  az  b
2 3 5 : 9 2 3 5 : 9 
Solution. [ A : B]  7 3 2 : 8  R2  3R1  1 6 17 : 19 
  
 2 3 a : b   2 3 a : b 

1 6 17 : 19 1 6 17 : 19 

R12   2 3 5 : 9  R2  2 R1 , R3  2 R1  0 15 39 : 47 
 2 3 a : b  0 15 a  34 : b  38
1 6 17 : 19 
R3  R2  0 15 39 : 47 
0 0 a 5 : b  9
i) For no solution,  [ A]   [ A : B ] , i.e., if a  5  0 & b  9  0 then
 [ A]  2,  [ A : B]  3
ii) For unique solution,  [ A]   [ A : B]  number of unknowns. i.e. if a  5  0 then
 [ A]   [ A : B ]  3  number of unknowns.
iii) For infinite solutions,  [ A]   [ A : B]  number of unknowns. i.e. if a  5  0 &
b  9  0 then  [ A]   [ A : B]  2, 2  3 (number of unknowns)
Q 3) Solve the following system of equations by using Gauss-Jordan method
4x–3y–9z+6w=0; 2x+3y+3z+6w=6; 4x–21y–39z–6w= –24;
Solution. Consider

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 Linear Algebra and Differential Equations (HS1071)
System of Linear Equations
 4 3 9 6 0   4 3 9 6 0 
 A | B   2 3 3 6 6  R2  R1 / 2 and R3  R1  0 9 / 2 15 / 2 3 6 
  
 4 21 39 6 24  0 18 30 12 24 
 4 3 9 6 0 
R3  4 R2   0 9 / 2 15 / 2 3 6 

 0 0 0 0 0 
As  [ A]   [ A : B]  number of unknowns, therefore system is consistent and has infinite solutions.
Here z and w are non-pivot variables, considering them as free variables.
Equivalent system is
9 15
4 x  3 y  9 z  6w  0, y  z  3w  6
2 2
1
y  4  5 z  2w and x  1  z  2w
3
Q 4) Show that the system of equations ax + by + cz = 0, bx + cy + az = 0 and cx + ay + bz = 0 have a
non trivial solution if ( i) a + b + c = 0 (ii) a = b = c and solve them completely.
Solution. i) The given system is homogeneous
a b c   a b c 
 
A  b c a  R3  R2  R1   b  c a 

 c a b   a  b  c a  b  c a  b  c 
For infinitely many solutions rank of A should be less than 3
a b c 
if a  b  c  0 then A b c a  and the equivalent system is
 0 0 0 
ax  by  cz  0, bx  cy  az  0,
x y z
Solution is    k ( say )
ab  c 2
bc  a 2
ac  b 2
 x  (ab  c 2 )k , y  (bc  a 2 )k , z  (ac  b 2 )k
ii) The given system is homogeneous
a b c   a b c 
A   b c a  R3  R1 and R2  R1  b  a
  c b a  c 
 c a b   c  a a b b  c 
Homogeneous system has nontrivial solution if  ( A)  3
If c  a  0, a  b  0, b  c  0
a b c 
 a  b  c then A ~  0 0 0 
 0 0 0 
1
  ( A)  1 solution is x    by  cz  , y, z.
a
Q 5) Find the values of  such that the system has non-trivial solution and solve it completely
for each value of  .
2(1  ) x  2y  2 z  0; 3x  (1  ) y  2 z  0; 2 x  3 y  (1  ) z  0
Solution: The given system is homogeneous  the system has non-trivial solution if A  0

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 Linear Algebra and Differential Equations (HS1071)
System of Linear Equations
1  2 3
3 1   2  0  3  3 2  15  18  0  1  6,  2  3  3  0
2 3 1 
 1  6 is the only real root.

 5 2 3   5 2 3 1 8 7 
Consider   6, A   3 5 2  R3  R2  R1   3 5 2 R1  2 R2  3 5 2 
   
 2 3 5  0 0 0  0 0 0 
1 8 7 
 R2  3R1   0 19 19  ( A)  2,  No of free variables is 1, let z  k , y  k , x  k
0 0 0 
Practice Examples
Q 1) Determine real values of a so that the system of equations have non-trivial solution
x  2 y  ax, 3 x  y  2 z  ay, and 2 x  3 y  z  az . Solve the system for this value of a .
Draw the graph of above equations for this value of a using any free online graphical software and show the
solution graphically.
Q 2) Determine whether the following set of equations possesses non-trivial solution. Draw the graph of above
equations using any free online graphical software and show the solution graphically.
x  2 y  3 z  0, 2 x  3 y  4 z  0, 2 x  4 y 9 z  0 .
Q 3) i) Use any free graphical software to graph the following system.
ii) Use the graphs to determine whether the system is consistent or not.
iii) If the system is consistent, show the approximate solution graphically.
iv) Solve the system algebraically also.
v) Compare the solution obtained in step (iii) and step (iv). Write your conclusion.
a) 3 x  y  3, 6 x  2 y  1 b) 2 x  8 y  3, x  2 y  0 .
Q 4) Find the values of a , b and c such that the system of equations has i) exactly one solution
ii) infinite solutions iii) no solution. x  5 y  z  0, x  6 y  z  0, 2 x  a y  b z  c .
Draw the graph of above equations using any free online graphical software for each of the above situations.
Q 5) Determine the values of k such that the following system of equations does not have a unique solution.
x  y  kz  3, x  ky  z  2, kx  y z  1 .
Solve the system for these values of k . Draw the graph of above equations using any free online graphical
software and show the solution graphically
Q 6) Investigate the values of  and  such that the system
x  y  z  6, x  2 y  3 z  10, x  2 y   z   has i) No solution ii) A unique solution
iii) An infinite solutions.
Q 7) Investigate for consistency and if possible find solution
i) x  y  z  6; x  y  3 z  1: 15 x  3 y  9 z  21
ii) 2 x1  x2  2 x3  x4  6, 6 x1  6 x2  6 x3  12 x4  36
iii) 4 x1  3x2  3x3  3x4  1, 2 x1  2 x2  x3  x4  10

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