Matrices and Systems of Equations

One of the most important problems in mathematics is that of solving a system of

linear
equations. Well over 75 percent of all mathematical problems encountered in
scientific
or industrial applications involve solving a linear system at some stage. By using
the
methods of modern mathematics, it is often possible to take a sophisticated problem
and reduce it to a single system of linear equations. Linear systems arise in
applications
to such areas as business, economics, sociology, ecology, demography, genetics,
elec-
tronics, engineering, and physics. Therefore, it seems appropriate to begin this
book
with a section on linear systems.
1.1
Systems of Linear Equations
A linear equation in n unknowns is an equation of the form
a1 x1 + a2 x2 + · · · + an xn = b
where a1 , a2 , . . . , an and b are real numbers and x1 , x2 , . . . , xn are
variables. A linear
system of m equations in n unknowns is then a system of the form
a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2
..
.
(1)
am1 x1 + am2 x2 + · · · + amn xn = bm
where the aij ’s and the bi ’s are all real numbers. We will refer to systems of
the form (1)
as m × n linear systems. The following are examples of linear systems:
(a)
x1 + 2x2 = 5
2x1 + 3x2 = 8
(b)
x1 − x2 + x3 = 2
2x1 + x2 − x3 = 4
(c) x1 + x2 = 2
x1 − x2 = 1
x1
=4
1516
Chapter 1 Matrices and Systems of Equations
System (a) is a 2 × 2 system, (b) is a 2 × 3 system, and (c) is a 3 × 2 system.
By a solution of an m × n system, we mean an ordered n-tuple of numbers
(x1 , x2 , . . . , xn ) that satisfies all the equations of the system. For example,
the ordered
pair (1, 2) is a solution of system (a), since
1 · (1) + 2 · (2) = 5
2 · (1) + 3 · (2) = 8
The ordered triple (2, 0, 0) is a solution of system (b), since
1 · (2) − 1 · (0) + 1 · (0) = 2
2 · (2) + 1 · (0) − 1 · (0) = 4
Actually, system (b) has many solutions. If α is any real number, it is easily seen
that
the ordered triple (2, α, α) is a solution. However, system (c) has no solution. It
follows
from the third equation that the first coordinate of any solution would have to be
4.
Using x1 = 4 in the first two equations, we see that the second coordinate must
satisfy
4 + x2 = 2
4 − x2 = 1
Since there is no real number that satisfies both of these equations, the system has
no
solution. If a linear system has no solution, we say that the system is
inconsistent. If
the system has at least one solution, we say that it is consistent. Thus, system
(c) is
inconsistent, while systems (a) and (b) are both consistent.
The set of all solutions of a linear system is called the solution set of the
system.
If a system is inconsistent, its solution set is empty. A consistent system will
have a
nonempty solution set. To solve a consistent system, we must find its solution set.
2 × 2 Systems
Let us examine geometrically a system of the form
a11 x1 + a12 x2 = b1
a21 x1 + a22 x2 = b2
Each equation can be represented graphically as a line in the plane. The ordered
pair
(x1 , x2 ) will be a solution of the system if and only if it lies on both lines.
For example,
consider the three systems
(i) x1 + x2 = 2
x1 − x2 = 2
(ii) x1 + x2 = 2
x1 + x2 = 1
(iii)
x1 + x2 = 2
−x1 − x2 = −2
The two lines in system (i) intersect at the point (2, 0). Thus, {(2, 0)} is the
solution
set of (i). In system (ii), the two lines are parallel. Therefore, system (ii) is
inconsistent
and hence its solution set is empty. The two equations in system (iii) both
represent the
same line. Any point on this line will be a solution of the system (see Figure
1.1.1).
In general, there are three possibilities: the lines intersect at a point, they are
paral-
lel, or both equations represent the same line. The solution set then contains
either one,
zero, or infinitely many points.1.1 Systems of Linear Equations
x2
17
x2
x1
x1
(2, 0)
(i) Unique Solution: Intersecting Lines
(ii) No Solution: Parallel Lines
Intersecting Point (2, 0)
x2
x1
(iii) Infinite Solutions: Same Line
Figure 1.1.1.
The situation is the same for m × n systems. An m × n system may or may not be
consistent. If it is consistent, it must have either exactly one solution or
infinitely many
solutions. These are the only possibilities. We will see why this is so in Section
1.2
when we study the row echelon form. Of more immediate concern is the problem of
finding all solutions of a given system. To tackle this problem, we introduce the
notion
of equivalent systems.
Equivalent Systems
Consider the two systems
(a) 3x1 + 2x2 − x3 = −2
x2
= 3
2x3 = 4
(b)
3x1 + 2x2 − x3 = −2
−3x1 − x2 + x3 = 5
3x1 + 2x2 + x3 = 2
System (a) is easy to solve because it is clear from the last two equations that x2
= 3
and x3 = 2. Using these values in the first equation, we get
3x1 + 2 · 3 − 2 = −2
x1 = −218
Chapter 1 Matrices and Systems of Equations
Thus, the solution of the system is (−2, 3, 2). System (b) seems to be more
difficult
to solve. Actually, system (b) has the same solution as system (a). To see this,
add the
first two equations of the system:
3x1 + 2x2 − x3 = −2
−3x1 − x2 + x3 = 5
x2
= 3
If (x1 , x2 , x3 ) is any solution of (b), it must satisfy all the equations of the
system. Thus,
it must satisfy any new equation formed by adding two of its equations. Therefore,
x2
must equal 3. Similarly, (x1 , x2 , x3 ) must satisfy the new equation formed by
subtracting
the first equation from the third:
3x1 + 2x2 + x3 = 2
3x1 + 2x2 − x3 = −2
2x3 = 4
Therefore, any solution of system (b) must also be a solution of system (a). By a
similar
argument, it can be shown that any solution of (a) is also a solution of (b). This
can be
done by subtracting the first equation from the second:
x2
= 3
3x1 + 2x2 − x3 = −2
−3x1 − x2 + x3 = 5
Then add the first and third equations:
3x1 + 2x2 − x3 = −2
2x3 = 4
3x1 + 2x2 + x3 = 2
Thus, (x1 , x2 , x3 ) is a solution of system (b) if and only if it is a solution
of system (a).
Therefore, both systems have the same solution set, {(−2, 3, 2)}.
Definition
Two systems of equations involving the same variables are said to be equivalent if
they have the same solution set.
If we interchange the order in which two equations of a system are written, this
will have no effect on the solution set. The reordered system will be equivalent to
the
original system. For example, the systems
x1 + 2x2 = 4
3x1 − x2 = 2
4x1 + x2 = 6
and
4x1 + x2 = 6
3x1 − x2 = 2
x1 + 2x2 = 41.1 Systems of Linear Equations
19
both involve the same three equations and, consequently, they must have the same
solution set.
If one equation of a system is multiplied through by a nonzero real number, this
will have no effect on the solution set, and the new system will be equivalent to
the
original system. For example, the systems
x1 + x2 + x3 = 3
−2x1 − x2 + 4x3 = 1
and
2x1 + 2x2 + 2x3 = 6
−2x1 − x2 + 4x3 = 1
are equivalent.
If a multiple of one equation is added to another equation, the new system will be
equivalent to the original system. This follows since the n-tuple (x1 , . . . ,
xn ) will satisfy
the two equations
ai1 x1 + · · · + ain xn = bi
aj1 x1 + · · · + ajn xn = bj
if and only if it satisfies the equations
ai1 x1 + · · · + ain xn = bi
(aj1 + αai1 )x1 + · · · + (ajn + αain )xn = bj + αbi
To summarize, there are three operations that can be used on a system to obtain an
equivalent system:
I. The order in which any two equations are written may be interchanged.
II. Both sides of an equation may be multiplied by the same nonzero real number.
III. A multiple of one equation may be added to (or subtracted from) another.
Given a system of equations, we may use these operations to obtain an equivalent
system that is easier to solve.
n × n Systems
Let us restrict ourselves to n×n systems for the remainder of this section. We will
show
that if an n × n system has exactly one solution, then operations I and III can be
used
to obtain an equivalent “strictly triangular system.”
Definition
EXAMPLE 1
A system is said to be in strict triangular form if, in the kth equation, the coef-
ficients of the first k − 1 variables are all zero and the coefficient of xk is
nonzero
(k = 1, . . . , n).
The system
3x1 + 2x2 + x3 = 1
x2 − x3 = 2
2x3 = 420
Chapter 1 Matrices and Systems of Equations
is in strict triangular form, since in the second equation the coefficients are 0,
1, −1, re-
spectively, and in the third equation the coefficients are 0, 0, 2, respectively.
Because of
the strict triangular form, the system is easy to solve. It follows from the third
equation
that x3 = 2. Using this value in the second equation, we obtain
x2 − 2 = 2
or
x2 = 4
Using x2 = 4, x3 = 2 in the first equation, we end up with
3x1 + 2 · 4 + 2 = 1
x1 = −3
Thus, the solution of the system is (−3, 4, 2).
Any n × n strictly triangular system can be solved in the same manner as the last
example. First, the nth equation is solved for the value of xn . This value is used
in the
(n − 1)st equation to solve for xn−1 . The values xn and xn−1 are used in the (n −
2)nd
equation to solve for xn−2 , and so on. We will refer to this method of solving a
strictly
triangular system as back substitution.
EXAMPLE 2
Solve the system
2x1 − x2 + 3x3 − 2x4 = 1
x2 − 2x3 + 3x4 = 2
4x3 + 3x4 = 3
4x4 = 4
Solution
Using back substitution, we obtain
4x4 = 4
4x3 + 3 · 1 = 3
x2 − 2 · 0 + 3 · 1 = 2
2x1 − (−1) + 3 · 0 − 2 · 1 = 1
x4 = 1
x3 = 0
x2 = −1
x1 = 1
Thus, the solution is (1, −1, 0, 1).
In general, given a system of n linear equations in n unknowns, we will use opera-
tions I and III to try to obtain an equivalent system that is strictly triangular.
(We will
see in the next section of the book that it is not possible to reduce the system to
strictly
triangular form in the cases where the system does not have a unique s