Lecture 1.

System of Linear Algebraic Equations

1. Introduction to system of linear equations

2. Augmented matrix and row operations
3. System in row echelon form and reduced row echelon
form
4. System of linear equations with unique solution
5. System of linear equations with no solution
6. System of linear equations with infinitely many solutions
7. Gaussian elimination method for solving linear equations
8. Gaussian-Jordan elimination method for solving linear
equations

1. Introduction to system of linear algebraic

equations

Many problems in science and engineering can finally

be described as system of linear algebraic equations.
Solving the problems in science and engineering can finally become solving the system of linear algebraic equations.
Linear equations
A linear equation is an equation in variables that occur
only to the first power.
(1) Linear equation in two variables x, y:

ax + by = c

(a, b 6= 0)

(1)

(2) Linear equation in three variables x, y, z:

ax + by + cz = d

(a, b, c 6= 0)

(2)

(3) Linear equation in n variables x1, x2, , xn:

a1x1 + a2x2 + . . . + anxn = c

(ai 6= 0)

(3)

(ai 6= 0)

(4)

If c = 0, then the equation

a1x1 + a2x2 + . . . + anxn = 0

is called homogenous linear equation in variables x1, x2, , xn.

 Examples about the definition of linear equations

Linear equations:
x + 3y = 7
1
x y + 3z = 1
2
x1 2x2 3x3 + x4 = 0
x1 + x2 + . . . + xn = 1

Nonlinear equations:
x + 3y 2 = 4
3x + 2y xy = 5
sin x + y = 0

x1 + 2x2 + x3 = 1

 System of linear equations

A finite set of linear equations is called a system of
linear equations. The variables in the system of linear
equations are called unknowns.
Example 1.1 Two equations in two unknowns:

5x + y = 3

2x y = 4
This system has the solution x = 1, y = 2.
This solution can be written as (x, y) = (1, 2).
(1, 2) is called order 2-tuple.

Example 1.2 Two equations in three unknowns:

4x1 x2 + 3x3 = 1

3x + x + 9x = 4
1
2
3
One solution of this system is x1 = 1, x2 = 2, x3 = 1.
This solution can be written as (x1, x2, x3) = (1, 2, 1).
(1, 2, 1) is called order 3-tuple.

Example 1.3 m equations in n unknowns:

a11x1 + a12x2 + . . . + a1nxn = b1

a21x1 + a22x2 + . . . + a2nxn = b2

......

a
m1 x1 + am2 x2 + . . . + amn xn = bm
If this system has the solution
x1 = s1, x2 = s2, . . . , xn = sn.
This solution can be written as
(x1, x2, . . . , xn) = (s1, s2, . . . , sn).
(s1, s2, . . . , xn) is called order n-tuple.

 Geometric properties and solutions of linear equations

Consider the following two equations in two variables.

a1x + b1y = c1

a x + b y = c
2
2
2
(1) Each equation expresses a line in x-y plane.
(2) The lines may be parallel and distinct, in which case
there is no intersection and the consequently no solution.
(3) The lines may intersect at only one point, in which
case the system has exactly one solution.
(4) The lines may coincide, in which case there are infinitely many points of intersection and consequently infinitely many solutions.
If a linear system has at least one solution, the linear
system is called consistent linear system.
If a linear system has no solutions, the linear system is
called inconsistent linear system.
A system of linear equations has no solutions, one solution, or infinitely many solutions. There are no other
possibilities.
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Example 1.4 A linear system with one solution

xy =1

2x + y = 6
-2Eq. (1)+Eq.(2) Eq. (2) gives

xy =1

3y = 4
from which we get
y=

4
3

4 7
x=1+y =1+ =
3 3
So the solution of this linear system is ( 43 , 73 )

Example 1.5 A linear system with no solutions

x+y =4

3x + 3y = 6
-3Eq. (1)+Eq.(2) Eq. (2) gives

x+y =4

0 = 6
The second equation is contradictory, so the given system
has no solution.
Geometrically, the two equations represents two parallel
lines without intersection.

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Example 1.6 A linear system with infinitely many solutions

4x 2y = 1

16x 8y = 4
-4Eq. (1)+Eq.(2) Eq. (2) gives

4x 2y = 1

0 = 0
The second equation does not impose any restrictions on
x and y and hence it can be omitted. Thus the solutions
of the system are those values of x and y that satisfy the
first equation
4x 2y = 1
geometrically, this means that the lines corresponding to
the two equations in the original system coincide.
The solution of this system can be expressed as
1 1
x= + y
4 2
This can be expressed by assigning an arbitrary parameter t to y by
1 1
x= + t y=t
4 2
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For any given value of t, there is a solution ( 14 + 21 t, t).

Hence there are infinitely many solutions for this system.

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2. Augmented matrix and row operations

Augmented matrix
The linear system

a11x1 + a12x2 + . . . + a1nxn = b1

a21x1 + a22x2 + . . . + a2nxn = b2

......

a
m1 x1 + am2 x2 + . . . + amn xn = bm
can be written in augmented matrix form as

a11
a12 . . . a1n b1

a21
a22 . . . a2n b2

......

am1 am2 . . . amn bm

Rules on the row operation of linear system:

After the following operations, the solution of the linear
system can not be changed.
(1) Multiply an equation through by a nonzero constant.
(2) Interchange two equations.
(3) Time one equation by a constant and add to another.
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Since the rows (horizontal lines) of an augmented matrix

corresponding to the equations in the associated system,
these three operations correspond to the following operations on the rows of the augmented matrix:
(1) Multiply a row through by a nonzero constant.
(2) Interchange two rows.
(3) Time one row by a constant and add to another.
These are called elementary row operations on a
matrix.

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Example 2.1 Practice on using elementary row operations

1 1 2 9

2 4 3 1

3 6 5 0

-2 row (1)+row(2) row(2) gives

1 1 2
9

0 2 7 17

3 6 5
0

-3 row (1)+row(3) row(3) gives

1
2

1 1
2
9

0 2 7 17

0 3 11 27

row (2) row(2) gives

1 1
2
9
17
0 1 7
2
2
0 3 11 27

-3 row (2)+row(3) row(3) gives

1 1 2
9
17
7
0 1 2 2
0 0 12 32
15

-2 row (3) row(3) gives

1 1 2
9

0 1 72 17
2
0 0 1
3

-1 row (2)+row(1) row(1) gives

1 0
0 1
0 0

11
2
72

35
2
17
2

11
2 row (3)+row(1) row(1) gives

7
2

1 0 0
1

0 1 72 17
2
0 0 1
3

row (3)+row(2) row(2) gives

1 0 0 1

0 1 0 2

0 0 1 3

The augmented matrix can be written back to linear system as

x1 = 1
x2 = 2
x3 = 3
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which is the solution of the linear system because the row

operations can not influence the solution of the linear system.
The matrix in the above procedure

1 1 2
9

0 1 72 17
2
0 0 1
3

is called row echelon matrix in which the entries below

the 1s are all zero.
The matrix

1 0 0 1

0 1 0 2

0 0 1 3

is called reduced row echelon matrix in which the entries

below and above the 1s are all zero.

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3. System in row echelon form and reduced

row echelon form
To be a linear system in reduced row echelon form,
a matrix must have the following properties:
(1) If a row does not consist entirely of zeros, then the
first nonzero number in the row is a 1 which is called a
leading 1.
(2) If there are any rows that consist entirely of zeros,
then they are grouped together at the bottom of the matrix.
(3) In any two successive rows that do not consist entirely of zeros, the leading 1 in the lower row occurs farther
to the right than the leading 1 in the higher row.
(4) Each column that contains a leading 1 has zeros everywhere else in that column.
A matrix that has the first three properties (1)(3) is
said to be in row echelon form.
A matrix that has the four properties (1)(4) is said to
be in reduced row echelon form.

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4. System of linear equations with unique solution

The system of linear equations formulated in civil engineering or other areas of science and engineering has
unique solution in most cases.
If the number of the unknowns equals the number of
leading 1s and equals the number of nonzero rows in a
linear system in reduced row echelon form, the system has
unique solution.
For example

1 0 0 1

0 1 0 2

0 0 1 3

which unique solution is (1, 2, 3)

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5. System of linear equations with no solution

If there is a contradictory equation being 0 = nonzero
or the number of leading 1s is less than the number of
nonzero rows in a linear system in reduced row echelon
form, the system has no solution.
For example, the systems corresponding to the following systems in reduced row echelon form have no solutions.

or

1 0 0 1

0 1 2 2

0 0 0 3

1 0 0 1

0 1 0 2

0 0 0 3

The number of unknowns equals 2 which is less than the

number of nonzero rows 3 in the linear system in reduced
row echelon form.

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6. System of linear equations with infinitely

many solutions
If the number of unknowns is greater than the number
of nonzero rows in a linear system in reduced row echelon
form, the system has infinitely many solutions.
For example

3 1
1 0

0 1 4

0 0 0 0
The number of unknowns equals 3 which is greater than
the number of nonzero rows 2 in the linear system in reduced row echelon form.
There are infinitely many solutions for this system.
The system can be written as
x1 + 3x3 = 1
x2 4x3 = 2
The solution of this system is (1 3x3, 2 + 4x3, x3).

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In the linear system, the variables multiplying the leading 1s are called leading variables. The remaining
variables are called free variables.
The x1 and x2 in the above example are leading variables and the x3 is free variable.

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7. Gaussian elimination method for solving linear equations

Gaussian elimination method is one of the popularly

used method for solving the system of linear equations.
Computer program can be implemented for Gaussian
elimination method to solve large linear equations.
There are two steps with Gaussian elimination method
in solving linear equations.
Step 1: Elimination
In this step, the augmented matrix is changed to row
echelon form with the row operations.
Step 2: Back substitution
In this step, the solution is obtained by step-by-step
substitution.
Gaussian elimination procedure for the system with
unique solution:
Suppose there are n unknowns and n equations, i.e.,
23

a11

21

an1

a12
a22
..
an2

...
...
...
...

a1n
a2n
..
ann

b1

b2
..

bn

Step 1: Elimination (calculate in sequence as follows:)

a0kj =

akj
akk

a0ij = a0kj aik + aij

bk
= aik + bi
akk
bk
b0k =
akk
b0i

a0kk = 1
a0ik = 0
(k = 1, 2, . . . , n; i, j = k + 1, k + 2, . . . , n)

1
0
..
0

a012

1
..
0

...
...
...
...

which is in row echelon form.

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a01n
a02n
..
1

b01
b02

..
b0n

Step 2: Back substitution

xn = b0n
xi =

b0i

n
X
k=i+1

aik xk

i = n 1, n 2, . . . , 1

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8. Gaussian-Jordan elimination method for solving linear equations

Gaussian-Jordan elimination method is one of the

popularly used method for solving the system of linear
equations.
Computer program can be implemented for GaussianJordan elimination method to solve large linear equations.
There are two steps with Gaussian-Jordan elimination
method in solving linear equations.
Step 1: Forward Elimination
In this step, the augmented matrix is changed to row
echelon form with the row operations.
Step 2: Backward phase
In this step, the augmented matrix is changed to reduced row echelon form with the row operations based on
the result from step 1.
Gaussian-Jordan elimination procedure For the system with unique solution:
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Suppose there are n unknowns and n equations, i.e.,

a11
a21
..
an1

a12
a22
..
an2

...
...
...
...

a1n
a2n
..
ann

b1

b2
..

bn

Step 1: Elimination (calculate in sequence as follows:)

a0kj =

akj
akk

a0ij = a0kj aik + aij

bk
aik + bi
akk
bk
0
bk =
akk
b0i =

a0kk = 1
a0ik = 0
(k = 1, 2, . . . , n; i, j = k + 1, k + 2, . . . , n)

1
0
..
0

a012

1
..
0

...
...
...
...

which is in row echelon form.

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a01n
a02n
..
1

b01
b02

..
b0n

Step 2: Backward phase

b00i = b0i b0j a0ij
(j = n, n 1, . . . , 2; i = j 1, j 2, . . . , 1)

1
0
..
0

0
1
..
0

...
...
...
...

0
0
..
1

b001
b002

..
b00n

which is in reduced row echelon form.

Then, the solution of the linear system is (b001 , b002 , . . . , b00n).

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Assignments 1
Exercise Set 1.1:
Problem 2. (20%), 4. (20%), 13. (20%)
True-False Exercises (40%)

Assignments 2
Based on Gaussian-Jordan Elimination procedure, write
a computer program for solving the system of linear equations with unique solution. Select five systems by yourself
and try to solve five systems with your program. It is
required that
the
the
the
the
the

first is a 1 1 system (20%),

second is a 2 2 system (20%),
third is a 3 3 system (20%),
fourth is a 4 4 system (20%),
fifth is a 5 5 system (20%).

List the systems in augmented matrix form and give the

solutions from your program only.

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