Introduction to Linear Systems

David Andrew Smith

University of Texas at Arlington
August 27, 2012
Outline
2 by 2
3 by 3
Parameters
Linear Systems
Solutions
Matrices
Equivalence
Operations
This talk is intended for anyone who has had Calculus One.
Thank you for the opportunity to talk to you.
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
A linear system of equations in two variables x and y has the form

ax + by = c
dx + ey = f
where a, b, c, d, e, f are given numbers such as real numbers or
complex numbers. Sometimes a linear system is also written using
indices

a
11
x + a
12
y = b
1
a
21
x + a
22
y = b
2
(1)
to help reduce on the number of letters used.
D.A. Smith 3 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
For simplicity lets temporarily assume that
the coefcients are nonzero real numbers
and ask the question: how many solutions
can there be to a 2 2 system?
The key idea is to realize that each linear
equation represents a unique line in the
Cartesian plane.
If we consider the possible ways lines can
intersect in the plane we come to the
conclusion that there must either be no
solutions, one unique solution, or innitely
many points (x, y) that solves the system.
y
x
y
x
y
x
D.A. Smith 4 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Example
Solve the linear system

2x + 3y = 0
4x + 5y = 0.
Solution: If we multiple the rst equation, namely 2x + 3y = 0 by 2
and subtract from the second equation, 4x + 5y = 0, we obtain y = 0.
Therefore the solution is unique and is (x, y) = (0, 0).
y
x
D.A. Smith 5 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
ANCIENT METHODS
About 4000 years ago the Babylonians knew how to solve a system of two
linear equations in two unknowns (a 2 2 system).
As early as 200 B.C. the Chinese had devised a clever method for solving
systems of two linear equations with two unknowns. The method is
illustrated in Chapter 7 of the Jiuzhang suanshu (Nine Chapters in the
Mathematical Art), one of the earliest surviving mathematical texts from
China. Below is a sample problem from the Nine Chapters:
One pint of good wine costs 50 gold pieces, while one pint of poor
wine costs 10. Two pints of wine are bought for 30 gold pieces.
How much of each kind of wine was bought?

x + y = 2
50x + 10y = 30
For solving larger systems of
equations, the Chinese developed a
method essentially equivalent to
Gaussian elimination (and this was
2000 years before Gauss came up
with it!).
D.A. Smith 6 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
A 3 3 linear system has the form
_

_
a
11
x + a
12
y + a
13
z = b
1
a
21
x + a
22
y + a
23
z = b
2
a
31
x + a
32
y + a
33
z = b
3
(2)
where a
ij
and b
1
, b
2
, b
3
are called scalars and x, y, z are called variables.
Geometrically, linear equations in three variables are just planes in
three dimensions.
So what are the different types of solution sets for the system in
Eq. (2)?
By considering the possible ways three planes might intersect in
three dimensions we come to the conclusion that there must either be
no solutions, one unique solution, or innitely many points (x, y, z)
that solves the system.
D.A. Smith 7 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Example
Solve the linear system
_

_
x + 2y + 3z = 0
4x + 5y + 6z = 3
7x + 8y + 9z = 0.
Solution: Multiply the rst equation
by 2 and add to the second
equation obtaining the equation
2x + y = 3. Multiplying the rst
equation by 3 and adding to the
third equation we obtain
4x + 2y = 0. Eliminating z we have
obtained the 2 2 system.

2x + y = 3
4x + 2y = 0.
(3)
Multiply the rst equation of Eq. (3)
by 2 yields 4x + 2y = 6. Notice there
are no x and y that satises both
4x + 2y = 6 and 4x + 2y = 0.
Thus the system in Eq. (3) has no
solutions; therefore the original
system also has no solutions.
D.A. Smith 8 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Solve the linear system
_

_
x + 2y + 3z = 0
4x + 5y + 6z = 3
7x + 8y + 9z = 0
using geometry?
10 5 0 5 10
1.0
0.5
0.0
0.5
1.0
4
2
0
2
4
D.A. Smith 9 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Example
Given numbers a, b, and c, solve the linear system
_

_
x + 2y + 3z = a
x + 3y + 8z = b
x + 2y + 2z = c.
Solution: We choose to eliminate x rst and we obtain the system

y 5z = a b
z = a c.
Next we eliminate z obtaining y = 6a + b + 5c. Therefore the unique
solution is (x, y, z) = (10a 2b 7c, 6a + b + 5c, a c).
D.A. Smith 10 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Lets consider a set of linear equations that involves n unknown
quantities represented by x
1
, x
2
, ..., x
n
. Let a
ij
represent the number
that is the coefcient of x
j
in the ith equation. Let b
1
, b
2
, ..., b
m
be given
numbers. The mn linear system of equations
_

_
a
11
x
1
+ a
12
x
2
+ + a
1n
x
n
= b
1
a
21
x
1
+ a
22
x
2
+ + a
2n
x
n
= b
2
.
.
.
.
.
.
.
.
.
a
m1
x
1
+ a
m2
x
2
+ + a
mn
x
n
= b
m
is called a system of simultaneous linear algebraic equations.
(linear systems or even systems for short)
D.A. Smith 11 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
_

_
a
11
x
1
+ a
12
x
2
+ + a
1n
x
n
= b
1
a
21
x
1
+ a
22
x
2
+ + a
2n
x
n
= b
2
.
.
.
.
.
.
.
.
.
a
m1
x
1
+ a
m2
x
2
+ + a
mn
x
n
= b
m
A solution of this system is an ordered set of n numbers that satises
each of the m statements in the system.
A linear system of equations with no solution is called inconsistent
and a system with at least one solution is called consistent.
D.A. Smith 12 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Given the system
_

_
a
11
x
1
+ a
12
x
2
+ + a
1n
x
n
= b
1
a
21
x
1
+ a
22
x
2
+ + a
2n
x
n
= b
2
.
.
.
.
.
.
.
.
.
a
m1
x
1
+ a
m2
x
2
+ + a
mn
x
n
= b
m
the array
_

_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
a
m1
a
m2
a
mn
b
1
b
2
.
.
.
b
m
_

_
is called the augmented matrix corresponding to the linear system.
D.A. Smith 13 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
For example, the linear systems

2x + 3y = 0
4x + 5y = 0
_

_
x + 2y + 3z = 0
4x + 5y + 6z = 3
7x + 8y + 9z = 0
were shown to be consistent and inconsistent, respectively. The
augmented matrices for these systems are as follows.

2 3
4 5
0
0

_
_
1 2 3
4 5 6
7 8 9
0
3
0
_
_
Lets look at another example.
D.A. Smith 14 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Example
Find all solutions to the following linear system.

150x + 500y z = 0
50x + 100y + z = 200.
Solution: Adding these equations yields 100x + 600y = 200. Let
y = t for an arbitrary number t. Then solving for x we obtain
x = 2 + 6t. By substituting into the original system, we nd
z = 300 400t. Therefore, the solution set is
{(x, y, z) | x = 2 + 6t, y = t, z = 300 400t where t R}.
D.A. Smith 15 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
The augmented matrix for the system

150x + 500y z = 0
50x + 100y + z = 200.
is

150 500 1
50 100 1
0
200

Do you think it is possible to decide, by inspection of an augmented

matrix, whether or not the corresponding linear system will be
consistent or inconsistent?
D.A. Smith 16 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
In our examples so far we have seen linear systems having no
solutions, a unique solution, or perhaps an innite number of
solutions.
These examples suggest the following denition.
Denition
Two linear systems are called equivalent if they have the same
solution set.
D.A. Smith 17 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
In our next example we are presented with a solution set and are
asked to nd a linear system which has as solution the given solution
set.
Example
Find a system of linear equations with three unknowns x, y, z whose
solutions are x = 6 + 5t, y = 4 + 3t, z = 2 + t where t is arbitrary.
Solution: We want to eliminate t. Solving for t yields t = z 2. By
substitution, x = 6 + 5(z 2) and y = 4 + 3(z 2). Thus we have a
linear system

x 5z = 4
y 3z = 2
which has an innitely many solutions the given solution set.
D.A. Smith 18 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Theorem
Linear systems of equations are equivalent if each can be obtained from the
other by one or more of the following operations.
1. Interchange the order of the equations.
2. Multiply (or divide) one equation by a nonzero scalar.
3. Add one multiple of one equation to another.
While working through the details of the following two examples,
notice how these row operations are being used.
D.A. Smith 19 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Example
Let a, b, and c be constants. Solve the linear system
_

_
y + z = a
x + z = b
x + y = c.
Solution: Eliminating z from the
rst and second equations we obtain
the system

x y = b a
x + y = c
Solving for x yields
x =
c + b a
2
.
Using the original system we nd y
and z to be
y = c x =
c b + a
2
z = a y =
a + b c
2
Therefore, the solution (x, y, z) to the
system is

c + b a
2
,
a + c b
2
,
a + b c
2

.
D.A. Smith 20 /22
2 by 2 3 by 3 Parameters Linear Systems Solutions Matrices Equivalence Operations
Example
Find the smallest positive integer C such that x, y, z are integers and
satises the linear system of equations
_

_
2x + y = C
3y + z = C
x + 4z = C.
Solution: Multiply the third equation by 2 and add to the rst
equation, obtaining y 8z = C. Multiplying the second equation by
8 and adding to y 8z = C, yields 25y = 7C. Solving for y we
obtain y = (7/25)C. By substitution, x = (9/25)C and z = (4/25)C.
Therefore, 25 is the smallest integer C such that x, y, z are integers and
solves the system.
D.A. Smith 21 /22
Thank you for your time and attention.
http://www.uta.edu/faculty/dsmith/
Mon. & Wed. & Fri. 3:00 to 4:00 pm. Pickard Hall 443
davidsmith@uta.edu