Pure Math_Note_Systems of Linear Equations

System of Linear Equations

- a set of m simultaneous linear equations in n unknowns

'

+ + +
+ + +
+ + +
m n mn m m
n n
n n
b x a x a x a
b x a x a x a
b x a x a x a

2 2 1 1
2 2 2 22 1 21
1 1 2 12 1 11
Important terms
- consistent: the system has either one(unique) or infinitely many solutions
- inconsistent: the system has no solution
- redundant: the equation is repeated (k times of other equation(s))
Geometrics
1) 2 unknowns
unique: a pair of intersecting st. lines
infinitely many: a pair of coincident st. lines
no solution: a pair of parallel straight lines
2) 3 unknowns
unique: three planes intersect at one point
infinitely many: i) two are coincident and intersect the other plane
ii) three plane are coincident
no solution: i) the planes have no common point
ii) each is parallel to the line of intersection of the other two
iii) the planes are all parallel
1. Matrix inversion method

,
_

,
_

,
_

2
1
1
22 21
12 11
b
b
a a
a a
y
x
unique solution iff 0
Limitation: only can find unique solution
2. Cramers method

j
j
x
x where, j=1,2,,n
e.g.

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+
9 3 2
13 2 5
y x
y x
19
3 2
2 5

,
57
3 9
2 13

x
,
19
9 2
13 5
y

) 1 , 3 ( ) , ( y x
- often find the unique solution
HenryWan P.1
Pure Math_Note_Systems of Linear Equations
3. Gaussian elimination method
Elementary row operation
a) Interchange of any two rows
b) Multiplication of any row by a non-zero scalar
c) Addition of a scalar multiple of any row to another row
form a echelon form ( like triangular form)

,
_

e
d
c
b
a
0 0 0 0 0
* 0 0 0 0
* * 0 0 0
* * * * 0
* * * * *

,
_

5
4
3
2
1
0 0 0 0 0
* 0 0 0 0
* * 0 0 0
* * * * 0
* * * * *
b
b
b
b
b
e
d
c
b
a
Echelon form Augmented matrix
Non-homogenous system (at least one of
i
b
s in b Ax 0 )
HenryWan P.2
No. of solution
0(No solution)
0
exist impossible
equation
depend on b
( iff )
)
(Infinity many)
(
n unknown with
k<n equation.
depend on b
( iff )
(n-k) unknowns can be
assigned any value
1 (unique)
iff
n unknown with
kn equation
(k-n) equation
redundant
independ on b
consistent
inconsistent
determine by
Gaussian Elimination

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_

n
b
b
b
k
b
a
2
1
0 0
* 0
* *
determine by
matrix inversion
Cramers method
Gaussian elimination
(when n unknown with k>n
equation)
Pure Math_Note_Systems of Linear Equations
Homogenous system (all
i
b
s in b Ax 0 )
Useful phase
1. the augmented matrix of (S) is:
2. (S) has unique solution 0
3. (S) has infinity many solution
0 0 0
n
b
4. Sub. b=-1 into (S), (S) is equivalent to the first 3
rd
equation of (T)
using (a), there are 2 cases:
(i) 1
2
a and 1 b
(S) has unique solution
(T) is consistent if some solution ( , , ) satisfies the 4
th
equation
(ii) 1 a and 1 b
(S) has infinity many solution
(T) is consistent if some solution ( , , ) satisfies the 4
th
equation
HenryWan P.3
No. of solution
non-trivial/zero solution
iff
n unknown with
k<n equation.
0=0 redundant
(n-k) unknowns can be
assigned any value
1 (zero/trivial solution)
iff
n unknown with
kn equation
(k-n) equation redundant

consistent
determine by
Gaussian Elimination

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_

n
b
b
b
k
b
a
2
1
0 0
* 0
* *