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- recognizing matrices in row echelon form (REF) and reduced row echelon form (RREF)
- using elementary row operations to do Gauss-Jordan or Gaussian elimination - see relationships between a homogeneous system and its associated non-homogeneous system
If we highlight all the coefficients of the xs, w can put these numbers into an mxn matrix!
a11 a21
a12 a22
a1n a2n
A=
am1 am2
amn
b=
bn
x=
xn
Since these column matrices are special, we use a bold-faced letter x or b (sometimes you may see the x or b underlined).
a11 a21
a12 a22
a1n a2n
x1 x2
b1 b2
am1 am2
amn
xn
bn
We can re-capture the linear system by multiplying (you should double-check that Im not lying to you! ).
a12 a22
a1n a2n
b1 b2 bn
am2
amn
We divide the two pieces by placing a line between them. This line also acts like an equal sign (as we will see later).
-2x + z = 5 2x + 3y 4z = 7 3x + 2y + 2z = 3
The coefficient matrix is:
-2
A=
2
3
3
2
-4
2
-2x + z = 5 2x + 3y 4z = 7 3x + 2y + 2z = 3
The augmented matrix is:
-2
[A|b] =
2
3
3
2
-4
2
7
3
-2x + z = 5 2x + 3y 4z = 7 3x + 2y + 2z = 3
Finally, we can write in matrix form Ax=b: x y z 5
-2
2
3
3
2
-4
2
7 3
Matrices in Reduced Row Echelon Form (RREF) satisfy the following conditions:
(1) Any row of complete zeros must be at the bottom of the matrix. (2) The first non-zero entry in a row (reading from left to right) must be a one. This one is called a leading one. (3) A leading one must be below and to the right of any leading one above it. (4) Any column containing a leading one must have only zeros as its other entries.
I=
1
0
0
1 1 0 0 0 0 1 0 0 0 0 1 0
2 0 0
0 1 0
0 3 0
A
4 -2 7 0
0 0
B=
The following matrices are all in RREF. Notice that the leading ones follow a step pattern!
C=
1 2 0 4 0 0 0 0 0 0 1 -3
Fails (1)
1 0 0 0
0 1 1 0
3 -2 2 0
4 5 2 0
Fails (4)
F=
1 0 3 4 0 2 -2 5 0 0 1 2
Fails (2)
C=
1 2 0 4 0 0 0 0 0 0 1 -3
Fails (1)
Fails (4)
F=
1 0 3 4 0 2 -2 5 0 0 1 2
Fails (2)
C=
1 2 0 4 0 0 0 0 0 0 1 -3
Fails (1)
Fails (4)
F=
1 0 3 4 0 2 -2 5 0 0 1 2
Fails (2)
C=
1 2 0 4 0 0 0 0 0 0 1 -3
Fails (1)
Fails (4)
F=
1 0 3 4 0 2 -2 5 0 0 1 2
Fails (2)
C=
1 2 0 4 0 0 0 0 0 0 1 -3
Fails (1)
Fails (4)
F=
1 0 3 4 0 2 -2 5 0 0 1 2
Fails (2)
C=
1 2 0 4 0 0 0 0 0 0 1 -3
Fails (1)
Fails (4)
F=
1 0 3 4 0 2 -2 5 0 0 1 2
Fails (2)
C=
1 2 0 4 0 0 0 0 0 0 1 -3
Fails (1)
Fails (4)
F=
1 0 3 4 0 2 -2 5 0 0 1 2
Fails (2)
2 0 0
-1 3 1 0 -7 0
1
0
0
1
0 0
B=
1 0 0
4 1 0
7 -2 1
The following matrices are all in REF. Notice that the leading ones still follow the step pattern!
2 0 0
REF
-1 3 1 0 -7 0
2 0 0
0 1 0
RREF
3 -7 0
0 0
0 0
REF matrices do not need to have zeros above the leading ones. They will have zeros under the leading ones like RREF, though!
(3) Add (or subtract) a multiple of one row to (or from) another row.
We call these elementary row operations instead of elimination steps.
1 0
2 0
2 0
1 0
R2 R3 =
1 0
2 0
2 2
1 -4
-4
1 0
2 0
2 0
1 0
= R3 R3 / 2
1 0
2 0
2 0
1 0
-4
-2
Multiplying row three by one half. Three goes to three over two.
1 0
2 0
2 0
1 0
R1
R1 R3 =
1 0
2 0
0 0
5 0
-4
-4
Subtracting row three from row one. One goes to one minus three.
GAUSSIAN ELIMINATION
We say that two matrices A and B are row equivalent if we can do any number of elementary row operations to get from A to B.
Thm. 6 Every mxn matrix A is row equivalent to a matrix in row echelon form (REF). Proof We will not prove, but I will give you the steps to find the row echelon form of A! Procedure done on overhead
GAUSSIAN ELIMINATION
Ex. 7 Using Gaussian Elimination Solve the following system by using Gaussian Elimination. 2x - y + z = 3 x 3y + z = 4 -5x 2z = -5
2 1
-1 1 -3 1
3 4
R1
R2 You dont always have to follow the steps. Here it is easier to switch the rows to get a leading one!
-5 0
-2 -5
GAUSSIAN ELIMINATION
Ex. 7 Using Gaussian Elimination
1
~
-3 1
-1 1
R2
R2 2*R1
Next, we focus on getting the entries under the leading one to be zero.
-5 0 1
~
-2 -5 4
-3 1 5
-1 -5 -2 -5
R3 R3 + 5*R1
-5 0
GAUSSIAN ELIMINATION
Ex. 7 Using Gaussian Elimination
1 -3 1 4 0 5 -1 -5 0 -15 3 15 1 -3 1 -15 1 4
R2
R2 / 5
All entries under the first leading one are zero, so we find a candidate for a leading one in second column.
0 0
-1/5 -1 3 15
R3
Next, we focus on getting the entries under the leading one to be zero.
R3 + 15*R2
GAUSSIAN ELIMINATION
Ex. 7 Using Gaussian Elimination
1
~
-3 1 0
0 0
-1/5 -1 0 0
There is no candidate for a leading one in the third column (since all entries are zero). We are done the elementary row operations.
x - 3y + z = 4 y z/5 = -1
Use the entries in the matrix to write down the new linear system. You may have to use back substitution to solve. Notice that the line acts like the equal sign!
GAUSSIAN ELIMINATION
Ex. 7 Using Gaussian Elimination
1
~
-3 1 0
0 0
-1/5 -1 0 0
Any variable matching up with a leading one is called a leading variable. We keep these variables on the left side of the equal sign always.
x - 3y + z = 4 y z/5 = -1
To finish up this example, move everything else over to the right and create the parameter.
GAUSSIAN ELIMINATION
Ex. 7 Using Gaussian Elimination
Any variable that is not a leading variable (in this example it is z) becomes a parameter in our solution.
GAUSS-JORDAN ELIMINATION
Gauss-Jordan elimination is very similar to Gaussian elimination. The major advantage of this process is we can just read the solution off the final matrix we will not need to use back substitution. Thm. 8 Every mxn matrix A is row equivalent to a matrix in reduced row echelon form (RREF). Proof Again, we will not prove, but I will give you the steps needed to find the reduced row echelon form of A. Procedure done on overhead
GAUSS-JORDAN ELIMINATION
All of our work points us to this important result:
Thm. 9 Let Ax = b and Cx = d be two linear systems of m equations in n unknowns. If the augmented matrices [A|b] and [C|d] are row equivalent, then the two systems have the same solution.
Proof not required
What does this mean?! Well, we can take any system Ax = b, and write the augmented matrix [A|b]. Using Gauss-Jordan elimination (or Gaussian elimination), we get to a new RREF (or REF) matrix [C|d]. The linear system Cx = d has the same solution as Ax = b and is easier to solve!
HOMOGENEOUS SYSTEMS
A homogeneous system is a linear system where all the constant terms are equal to zero.
HOMOGENEOUS SYSTEMS
Recall that this type of system always has the solution x1 = x2 = = xn = 0. So it is impossible for these systems to have no solution.
HOMOGENEOUS SYSTEMS
It is possible for these systems to have more than just the trivial solution. If a homogeneous system has an infinite solution set, then we call the solution non-trivial. This non-trivial solution always includes the trivial solution as one possibility (choose t = 0). An example to clarify: If our solution set to a homogeneous system was {x = t, y = -2t, z = t}, we call this infinite solution non-trivial since it is not {x = 0, y = 0, z = 0}. BUT, if we were to choose t = 0, then we would get the trivial solution!
HOMOGENEOUS SYSTEMS
HOMOGENEOUS SYSTEMS
REMARK! Recall that an underdetermined system cannot have a unique solution. This means any underdetermined and homogeneous system must have a non-trivial (infinite) solution! x - 3y + z = 0 6y z = 0
All constants are zero, so system is homogeneous.
There are more variables than equations, so the system is underdetermined. We should expect to see a non-trivial solution.
HOMOGENEOUS SYSTEMS
Ex. 12 Associated Homogeneous Systems
2x - y + z = 3 x 3y + z = 4 -5x 2z = -5
Non-homogeneous system
2x - y + z = 0 x 3y + z = 0 -5x 2z = 0
Associated homogeneous system
Every non-homogeneous system has a corresponding homogeneous system. If we solve the non-homogeneous system, we will get the solution to the homogeneous one for free!
HOMOGENEOUS SYSTEMS
Ex. 12 Associated Homogeneous Systems 2x - y + z = 3 x 3y + z = 4 -5x 2z = -5
find solution of non-homogeneous system {x = 1 2t/5, y = -1 + t/5, z = t} break off the piece with ts in it divide solution into a piece without ts and a piece with ts
2x - y + z = 0 x 3y + z = 0 -5x 2z = 0
this is solution set of the corresponding homogeneous system {x = - 2t/5, y = t/5, z = t}
{x = 1 , y = -1 , z = 0} + {x = - 2t/5, y = t/5, z = t}
HOMOGENEOUS SYSTEMS
But how does this all work? Here is the theory behind the magic: Thm. 13 Let x1 and x2 be solutions of the non-homogeneous system Ax=b. Then the difference x1 - x2 is a solution of the associated homogeneous system Ax=0. Proof :
HOMOGENEOUS SYSTEMS
But how does this all work? Here is the theory behind the magic: Cor. 14 Let x be a particular solution of the non-homogeneous system Ax=b, and let y be another solution of Ax=b. Then there exists a solution h to the associated homogeneous system Ax=0, such that y = x + h. Proof : Use Thm. 13 to our advantage! If we let h = y x, then we know h will solve Ax = 0 by Thm. 13. Solving for y, we get y = x + h.
-he was able to do it in a matter of seconds! you may want to start adding now in case I get you in trouble this semester
-apparently she died while he was trying to solve a problem and he told her to wait a moment until he was done
-married his wives best friend; this was his second wife -was jerk to his sons; he didnt want any of his three sons going into math or science since they would soil Guass name -Gaussian elimination actually originated somewhere in China! Isaac Newton (1643 - 1727) published the method in Europe -it was given Guass name in the 1950s because there was argument over the history of the algorithm