Linear Algebra

1.1 Introduction to Systems of Linear Equations

Imron Rosyadi

Introduction to Systems of Linear Equations

Systems of linear equations are fundamental to various engineering disciplines. In this section, we’ll introduce key terminology and explore methods for solving such systems.

What is a Linear Equation?

A linear equation is an algebraic equation of the form:

  • In two variables (\(x, y\)): \[ ax + by = c \quad (a, b \text{ not both } 0) \]
  • In three variables (\(x, y, z\)): \[ ax + by + cz = d \quad (a, b, c \text{ not all } 0) \]
  • In \(n\) variables (\(x_1, x_2, \ldots, x_n\)): \[ a_1x_1 + a_2x_2 + \cdots + a_nx_n = b \quad (a_i \text{ not all } 0) \]

A special case where \(b=0\) is called a homogeneous linear equation: \[ a_1x_1 + a_2x_2 + \cdots + a_nx_n = 0 \]

Linear vs. Non-Linear Equations

Linear Equations

Characterized by:

  • Variables only to the first power.
  • No products or roots of variables.
  • No variables in trigonometric, logarithmic, or exponential functions.

Examples: \[ \begin{array}{l} x + 3y = 7 \\ \frac{1}{2}x - y + 3z = -1 \end{array} \] \[ \begin{array}{l} x_1 - 2x_2 - 3x_3 + x_4 = 0 \\ x_1 + x_2 + \cdots + x_n = 1 \end{array} \]

Non-Linear Equations

Violate linearity conditions.

Examples: \[ \begin{array}{l} x + 3y^2 = 4 \\ \sin x + y = 0 \end{array} \] \[ \begin{array}{l} 3x + 2y - xy = 5 \\ \sqrt{x_1} + 2x_2 + x_3 = 1 \end{array} \]

Systems of Linear Equations

A system of linear equations (or linear system) is a finite set of linear equations. The variables are called unknowns.

General system of \(m\) equations in \(n\) unknowns: \[ \begin{array}{c} a_{11}x_{1}+a_{12}x_{2}+\cdots+a_{1n}x_{n}=b_{1} \\ a_{21}x_{1}+a_{22}x_{2}+\cdots+a_{2n}x_{n}=b_{2} \\ \vdots\qquad\vdots\qquad\vdots\qquad\vdots\qquad\vdots \\ a_{m1}x_{1}+a_{m2}x_{2}+\cdots+a_{mn}x_{n}=b_{m} \end{array} \] Here, \(a_{ij}\) (coefficients) indicate location: \(a_{12}\) is in the first equation, multiplying \(x_2\). \(b_k\) are constants.

A solution is a sequence of \(n\) numbers \((s_1, s_2, \ldots, s_n)\) that makes each equation a true statement when \(x_1=s_1, \ldots, x_n=s_n\). This is also called an ordered \(n\)-tuple.

Geometric Interpretation (2D)

For a system of two linear equations in two unknowns, graphs are lines in the \(xy\)-plane. Consider: \[ \begin{array}{r}a_{1}x + b_{1}y = c_{1} \\ a_{2}x + b_{2}y = c_{2} \end{array} \]

There are three possibilities for the intersection of two lines, hence three possibilities for the solution set:

  1. No Solution: Lines are parallel and distinct.
  2. Exactly One Solution: Lines intersect at a single point.
  3. Infinitely Many Solutions: Lines coincide.

Geometric Interpretation (2D)

Figure 1.1.1

Geometric Interpretation (3D)

Similarly, for a system of three linear equations in three unknowns, graphs are planes in the \(xyz\)-plane. Consider: \[ \begin{array}{r}a_{1}x + b_{1}y + c_{1}z = d_{1} \\ a_{2}x + b_{2}y + c_{2}z = d_{2} \\ a_{3}x + b_{3}y + c_{3}z = d_{3} \end{array} \] Solutions correspond to points where all three planes intersect. Again, there are only three possibilities: No solutions, one solution, or infinitely many solutions.

Geometric Interpretation (3D)

Figure 1.1.2

The Fundamental Theorem of Linear Systems

Every system of linear equations has zero, one, or infinitely many solutions. There are no other possibilities.

  • Consistent system: Has at least one solution (one or infinitely many).
  • Inconsistent system: Has no solutions.

This principle holds true regardless of the number of equations or variables.

Example 2: A Linear System with One Solution

Solve the linear system: \[ \begin{array}{c}x - y = 1 \\ 2x + y = 6 \end{array} \]

Solution:

  • Add \(2 \times\) (first equation) to (second equation) to eliminate \(x\):

Equation 1: \(x - y = 1\)
Equation 2: \(2x + y = 6\)

  • Add Eq1 and Eq2 directly to eliminate \(y\):
    \((x - y) + (2x + y) = 1 + 6\)
    \(3x = 7 \implies x = \frac{7}{3}\)

  • Substitute \(x\) into Eq1:
    \(\frac{7}{3} - y = 1\)
    \(y = \frac{7}{3} - 1 = \frac{7}{3} - \frac{3}{3} = \frac{4}{3}\)

Thus, the unique solution is \((x, y) = \left(\frac{7}{3}, \frac{4}{3}\right)\).

Example 2: A Linear System with One Solution

Example 3: A Linear System with No Solutions

Solve the linear system: \[ \begin{array}{c}x + y = 4 \\ 3x + 3y = 6 \end{array} \]

Solution:

  • Multiply the first equation by -3 and add it to the second equation:

Equation 1: \(x + y = 4\)
\((-3)(x + y) + (3x + 3y) = (-3)(4) + 6\)
\(-3x - 3y + 3x + 3y = -12 + 6\)
\(0 = -6\)

The resulting equation \(0 = -6\) is a contradiction. Thus, the system has no solution. The lines are parallel and distinct.

Example 3: A Linear System with No Solutions

Example 4: A Linear System with Infinitely Many Solutions

Solve the linear system: \[ \begin{array}{r}4x - 2y = 1 \\ 16x - 8y = 4 \end{array} \]

Solution:

  • Multiply the first equation by -4 and add it to the second equation:

Equation 1: \(4x - 2y = 1\)
\((-4)(4x - 2y) + (16x - 8y) = (-4)(1) + 4\)
\(-16x + 8y + 16x - 8y = -4 + 4\) \(0 = 0\)

  • The resulting equation \(0 = 0\) is always true and imposes no additional restriction.
  • The solution set is given by the single equation \(4x - 2y = 1\).
  • To describe the infinite solutions, we use parametric equations. Let \(y = t\) (where \(t\) is any real number). Then \(4x - 2t = 1 \implies 4x = 1 + 2t \implies x = \frac{1}{4} + \frac{1}{2}t\).
  • The solution is \((x, y) = \left(\frac{1}{4} + \frac{1}{2}t, t\right)\).

Example 4: A Linear System with Infinitely Many Solutions

Example 5a: A Linear System with Infinitely Many Solutions (3D)

Solve the linear system: \[ \begin{array}{r}x - y + 2z = 5 \\ 2x - 2y + 4z = 10 \\ 3x - 3y + 6z = 15 \end{array} \]

Solution: Observe that the second equation is \(2 \times\) (first equation), and the third equation is \(3 \times\) (first equation). This means all three equations represent the same plane. Thus, finding solutions to this system is equivalent to finding solutions to the single equation: \[ x - y + 2z = 5 \] To describe the infinite solutions, we use two parameters since we have one equation and three unknowns. Let \(y = r\) and \(z = s\) (where \(r, s\) are any real numbers). Substitute these into the equation: \(x - r + 2s = 5 \implies x = 5 + r - 2s\).

The solution is given by the parametric equations: \[ x = 5 + r - 2s, \quad y = r, \quad z = s \] For example, taking \(r=1, s=0\) yields the solution \((6, 1, 0)\).

Example 5b: A Linear System with Infinitely Many Solutions (3D)

Consider the system of two linear equations

\(x+y+z=1\)
\(x−z=0\)

Each equation individually defines a plane in space. The solutions of the system of both equations are the points that lie on both planes. We can see in the picture below that the planes intersect in a line. In particular, this system has infinitely many solutions.

Augmented Matrices

Solving linear systems by algebraic substitution can become cumbersome. We can simplify notation using augmented matrices.

A system of linear equations: \[ \begin{array}{c} a_{11}x_{1}+a_{12}x_{2}+\cdots+a_{1n}x_{n}=b_{1} \\ a_{21}x_{1}+a_{22}x_{2}+\cdots+a_{2n}x_{n}=b_{2} \\ \vdots\qquad\vdots\qquad\vdots\qquad\vdots\qquad\vdots \\ a_{m1}x_{1}+a_{m2}x_{2}+\cdots+a_{mn}x_{n}=b_{m} \end{array} \] can be abbreviated by its augmented matrix: \[ \left[ \begin{array}{c c c c | c}{a_{11}} & {a_{12}} & \dots & {a_{1n}} & {b_{1}}\\ {a_{21}} & {a_{22}} & \dots & {a_{2n}} & {b_{2}}\\ \vdots & \vdots & & \vdots & \vdots \\ {a_{m1}} & {a_{m2}} & \dots & {a_{mn}} & {b_{m}} \end{array} \right] \] The vertical line conceptually separates the coefficient matrix from the constant terms.

Augmented Matrices

Example: For \(x_{1} + x_{2} + 2x_{3} = 9\), \(2x_{1} + 4x_{2} - 3x_{3} = 1\), \(3x_{1} + 6x_{2} - 5x_{3} = 0\), the augmented matrix is: \[ \left[ \begin{array}{r r r | r}{1} & 1 & 2 & 9\\ 2 & 4 & {-3} & 1\\ 3 & 6 & {-5} & 0 \end{array} \right] \]

Elementary Row Operations

The algebraic operations on a system that do not alter the solution set correspond to Elementary Row Operations on the augmented matrix:

  1. Multiply a row through by a nonzero constant.
    • (Corresponds to multiplying an equation by a nonzero constant.)
  2. Interchange two rows.
    • (Corresponds to interchanging two equations.)
  3. Add a constant times one row to another.
    • (Corresponds to adding a constant times one equation to another.)

These operations allow us to systematically simplify the matrix (and thus the system) to a form from which the solution can be easily found.

Example 6: Using Elementary Row Operations (Step 1)

Let’s solve the system alongside its augmented matrix: \[ \begin{array}{r}x + y + 2z = 9\\ 2x + 4y - 3z = 1\\ 3x + 6y - 5z = 0 \end{array} \qquad \left[ \begin{array}{r r r | r}{1} & 1 & 2 & 9\\ {2} & 4 & {-3} & 1\\ {3} & 6 & {-5} & 0 \end{array} \right] \]

Operation: Add \(- 2\) times the first equation to the second.
Matrix Operation: Add \(- 2\) times the first row to the second row (Notation: \(R_2 \leftarrow R_2 - 2R_1\)).

\[ \begin{array}{r}x + y + 2z = 9\\ \quad (2-2)x + (4-2)y + (-3-4)z = 1-18 \\ 3x + 6y - 5z = 0 \end{array} \rightarrow \begin{array}{r}x + y + 2z = 9\\ 2y - 7z = -17\\ 3x + 6y - 5z = 0 \end{array} \] \[ \left[ \begin{array}{r r r | r}{1} & 1 & 2 & 9\\ 0 & 2 & {-7} & {-17}\\ 3 & 6 & {-5} & 0 \end{array} \right] \]

Example 6: Using Elementary Row Operations (Step 2)

Operation: Add \(- 3\) times the first equation to the third.
Matrix Operation: Add \(- 3\) times the first row to the third row (Notation: \(R_3 \leftarrow R_3 - 3R_1\)).

Current system/matrix: \[ \begin{array}{r}x + y + 2z = 9\\ 2y - 7z = -17\\ 3x + 6y - 5z = 0 \end{array} \qquad \left[ \begin{array}{r r r | r}{1} & 1 & 2 & 9\\ 0 & 2 & {-7} & {-17}\\ 3 & 6 & {-5} & 0 \end{array} \right] \]

Result: \[ \begin{array}{r}x + y + 2z = 9\\ 2y - 7z = -17\\ (3-3)x + (6-3)y + (-5-6)z = 0-27 \end{array} \rightarrow \begin{array}{r}x + y + 2z = 9\\ 2y - 7z = -17\\ 3y - 11z = -27 \end{array} \] \[ \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{2}&{-7}&{-17}\\ {0}&{3}&{-11}&{-27}\end{array}}\right] \]

Example 6: Using Elementary Row Operations (Step 3)

Operation: Multiply the second equation by \(\frac{1}{2}\).
Matrix Operation: Multiply the second row by \(\frac{1}{2}\) (Notation: \(R_2 \leftarrow \frac{1}{2}R_2\)).

Current system/matrix: \[ \begin{array}{r}x + y + 2z = 9\\ 2y - 7z = -17\\ 3y - 11z = -27 \end{array} \qquad \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{2}&{-7}&{-17}\\ {0}&{3}&{-11}&{-27}\end{array}}\right] \]

Result: \[ \begin{array}{r}x + y + 2z = 9\\ \frac{1}{2}(2y - 7z) = \frac{1}{2}(-17)\\ 3y - 11z = -27 \end{array} \rightarrow \begin{array}{r}x + y + 2z = 9\\ y - \frac{7}{2} z = -\frac{17}{2}\\ 3y - 11z = -27 \end{array} \] \[ \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{3}&{-11}&{-27}\end{array}}\right] \]

Example 6: Using Elementary Row Operations (Step 4)

Operation: Add \(- 3\) times the second equation to the third.
Matrix Operation: Add \(- 3\) times the second row to the third row (Notation: \(R_3 \leftarrow R_3 - 3R_2\)).

Current system/matrix: \[ \begin{array}{r}x + y + 2z = 9\\ y - \frac{7}{2} z = -\frac{17}{2}\\ 3y - 11z = -27 \end{array} \qquad \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{3}&{-11}&{-27}\end{array}}\right] \]

Result: \[ \begin{array}{r} x+y+2z=9\\ y-\frac{7}{2}z=-\frac{17}{2}\\ (3-3)y + (-11 - 3(-\frac{7}{2}))z = -27 - 3(-\frac{17}{2}) \end{array} \rightarrow \begin{array}{r} x+y+2z={9}\\ {y-\frac{7}{2}z=-\frac{17}{2}}\\ -\frac{1}{2}z=-\frac{3}{2} \end{array} \] \[ \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{0}&{-{\frac{1}{2}}}&{-{\frac{3}{2}}}\end{array}}\right] \]

Example 6: Using Elementary Row Operations (Step 5)

Operation: Multiply the third equation by \(- 2\).
Matrix Operation: Multiply the third row by \(- 2\) (Notation: \(R_3 \leftarrow -2R_3\)).

Current system/matrix: \[ \begin{array}{r}x+y+2z=\begin{array}{r}{9}\\ {y-\frac{7}{2}z=-\frac{17}{2}}\end{array}\\ {-\frac{1}{2}z=-\frac{3}{2}}\end{array} \qquad \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{0}&{-{\frac{1}{2}}}&{-{\frac{3}{2}}}\end{array}}\right] \]

Result: \[ \begin{array}{r} x+y+2z=9\\ {y-\frac{7}{2}z=-\frac{17}{2}}\\ {(-2)(-\frac{1}{2}z)=(-2)}{(-\frac{3}{2})} \end{array} \rightarrow \begin{array}{r} x+y+2z=9\\ {y-\frac{7}{2}z=-\frac{17}{2}}\\ {z=3} \end{array} \] \[ \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{0}&{1}&{3}\end{array}}\right] \]

Example 6: Using Elementary Row Operations (Step 6)

Operation (Part 1): Add \(- 1\) times the second equation to the first.
Matrix Operation (Part 1): (\(R_1 \leftarrow R_1 - R_2\)) to eliminate \(y\) from the first equation.

Current system/matrix:

\[ \begin{array}{r}x + y + 2z = 9\\ y - \frac{7}{2} z = -\frac{17}{2}\\ z = 3 \end{array} \qquad \left[{\begin{array}{r r r | r}{1}&{1}&{2}&{9}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{0}&{1}&{3}\end{array}}\right] \]

Resulting simplified terms in \(R_1\): (This intermediate step is a conceptual one leading to x = ... + z related terms directly)

\[ \begin{array}{r} {x + (1-1)y + (2-(-\frac{7}{2}))z}=9-(-\frac{17}{2})\\ {y-\frac{7}{2}z}=-\frac{17}{2}\\ {z}=3 \end{array} \rightarrow \begin{array}{r} {x+\frac{11}{2}z}=\frac{35}{2}\\ {y-\frac{7}{2}z}=-\frac{17}{2}\\ {z}={3} \end{array} \]

\[ \left[{\begin{array}{r r r | r}{1}&{0}&{{\frac{11}{2}}}&{{\frac{35}{2}}}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{0}&{1}&{3}\end{array}}\right] \]

Example 6: Using Elementary Row Operations (Step 7)

Operation (Part 2): Substitute \(z=3\) into the first two equations (or eliminate \(z\) directly).
Add \(-\frac{11}{2}\) times the third equation to the first. (\(R_1 \leftarrow R_1 - \frac{11}{2}R_3\))
Add \(\frac{7}{2}\) times the third equation to the second. (\(R_2 \leftarrow R_2 + \frac{7}{2}R_3\))

Current system/matrix: \[ \begin{array}{r} {x+\frac{11}{2}z=\frac{35}{2}}\\ {y-\frac{7}{2}z=-\frac{17}{2}}\\ {z=3} \end{array} \qquad \left[{\begin{array}{r r r | r}{1}&{0}&{{\frac{11}{2}}}&{{\frac{35}{2}}}\\ {0}&{1}&{-{\frac{7}{2}}}&{-{\frac{17}{2}}}\\ {0}&{0}&{1}&{3}\end{array}}\right] \]

Final Result: \[ \begin{array}{r} {x=1}\\ {y=2}\\ {z=3} \end{array} \]

\[ \left[{\begin{array}{r r r | r}{1}&{0}&{0}&{1}\\ {0}&{1}&{0}&{2}\\ {0}&{0}&{1}&{3}\end{array}}\right] \]

The solution is \((x, y, z) = (1, 2, 3)\).

Interactive: Reduced Row Echelon Form Calculator

Conclusion

  • Linear equations are fundamental building blocks.
  • Systems of linear equations can have zero, one, or infinitely many solutions.
  • Augmented matrices provide a compact way to represent linear systems.
  • Elementary row operations are systematic tools to solve linear systems efficiently, preserving the solution set.

These concepts are crucial for solving problems in control systems, signal processing, circuit analysis, optimization, and many other areas in Electrical and Computer Engineering.