Linear Equations

Linear Combinations

A linear combination of x1, x2, ,xn is an expression

a1 x1 +a2 x2 + +an xn

where xi's are indeterminates or variables; and ai's are coefficients and belong to a field 𝕂

Linear Equation

A linear equation in the set of variables 𝒳, where without loss of generality 𝒳= { x1, x2, ,xn } is an expression

a1 x1 +a2 x2 + +an xn =b

The value bi is the constant of the linear equation and belongs to the field 𝕂 that contains the constants.

Homogeneous Linear Equation

A linear equation

a1 x1 +a2 x2 + +an xn =b

is called homogeneous if b=0.

Solution

An n-tuple ( s1, s2, ,sn )𝕂n is a solution (order is important) to the linear equation

a1 x1 +a2 x2 + +an xn =b

if and only if

a1 s1 +a2 s2 + +an sn =b

Consistent Linear Equation

If the set 𝒮 of solution to a linear equation

a1 x1 +a2 x2 + +an xn =b

is not empty then the equation is consistent, else it is inconsistent

Solution set

a1 x1 +a2 x2 + +an xn =b

At least one ai is non zero

𝒮= { ( s1, ,si-1 , b- ( a1 s1 + + ai-1 si-1 + ai+1 si+1 ++ an sn ) ai ,si+1 ,, sn ) | isi 𝕂 }

All ai's are zero

  1. if b=0 then 𝒮=𝕂n
  2. if b0 then 𝒮=n

System of Linear Equation

A system of linear equation in the set of variables 𝒳= { x1, x2, ,xn } is a set of linear equations

a 11 x 11 + a 12 x 12 ++ a 1n x 1n = b1 a 21 x 21 + a 22 x 22 ++ a 2n x 2n = b2 a m1 x m1 + a m2 x m2 ++ a mn x mn = bm

SLE Solution

An n-tuple ( s1, s2, ,sn )𝕂n is a solution to a system of linear equations if it is solution to each equation in the system of linear equations.

SLE consistent

An system of linear equations is consistent if its solution set is non-empty; otherwise it is inconsistent.

Homogeneous SLE

An system of linear equations is homogeneous if each of its equations is homogeneous.

Equivalent SLE

Two system of linear equations are equivalent if they have the same set of solutions.

Representation

Standard form

a 11 x1 + a 12 x2 ++ a 1n xn = b1 a 21 x1 + a 22 x2 ++ a 2n xn = b2 a m1 x1 + a m2 x2 ++ a mn xn = bm

Matrix

An m×n matrix matrix A= { aij } 1im , 1jn is a rectangular array of numbers with m rows and n columns. Each aij is called entry.

Equal Matrices

Let A= { aij } 1im , 1jn and B= { bij } 1ir , 1jp be two matrices. They are equal

A=B

if m=r, n=p and for all 1im, 1jn we have

aij = bij

Matrix

( a 11 a 12 a 1n a 21 a 22 a 2n a m1 a m2 a mn )

Augmented Matrix

( a 11 a 12 a 1n b1 a 21 a 22 a 2n b2 a m1 a m2 a mn bm )

Vector representation

( a 11 a 21 a m1 ) x1 + ( a 12 a 22 a m2 ) x2 + + ( a 1n a 2n a mn ) xn = ( b1 b2 bn )

Matrix Representation

( a 11 a 12 a 1n a 21 a 22 a 2n a m1 a m2 a mn ) ( x1 x2 xn ) = ( b1 b2 bn )

Echelon Form

Leading variable

In each row of a system of linear equation, the first variable with a non-zero coefficient is called leading variable.

Echelon form

A system is in Echelon form if each leading variable in Echelon form if each leading variable is to the right of the leading variable in the row above it, except for the leading variable in the first row, and any all-zero rows are at the bottom.

Free variables

The non-leading variables in Echelon form are called free variables.

Back substitution

SLE1: { x1 + 3 x2 + 3 x3 + 2 x4 + x5 = 7 3x1 + 9 x2 - 6 x3 + 4 x4 + 3 x5 = -7 2 x1 + 6 x2 - 4 x3 + 2 x4 + 2 x5 = 4 SLE2: { x1 + 3 x2 + 3 x3 + 2 x4 + x5 = 7 x3 = 2 x4 = -1

Matrix Operations

Matrix scalar multiplication

Let A= { aij } be an m×n matrix and β be a scalar. Define

βA= {β aij } 1im , 1jn

Matrix addition

Let A= { aij } and B= { bij } be two m×n matrices. Define

A+B= { a ij + b ij } 1im , 1jn

Matrix Multiplication

Let A= { aij } be an m×n matrix and B= { bij } be an n×k matrix. Define

AB= { γrc } 1rm , 1ck

where

γrc = i=1 n a ri b ic

Linear Combinations of vectors

A linear combination of vectors v1 , v2 , , vn is an expression

α1 v1 +α2 v2 + +αn vn

where αi's are coefficients and belong to 𝕂

Matrix multiplication

as linear combinations

Let C=AB then

  • rows of C are linear combinations of the rows of B
  • columns of C are linear combinations of the columns of A
parallelization

If M= (LR) then AM= (AL AR)

Properties of Addition

  • A+B= B+A
  • A+( B+C) = ( A+ B ) +C
  • There is a zero matrix 𝑶m×n such that A+𝑶m×n=A
  • For any matrix A there is a matrix B such that A+B= 𝑶m×n

Properties of multiplication

  • AB BA; one may not even exist!
  • ( A B ) C = A ( B C )
  • A( B+C) = AB + AC
  • ( A+ B ) C = AC + BC
  • A𝑰n = 𝑰mA =A

Transpose

Let A= { aij } be an m×n matrix. The transpose of A denoted by AT is an n×m matrix { aijT } where for all 1in and for all 1jm

aijT = aji

Zero divisor

Let A be a non-zero square matrix. If there is non-zero square matrix B such that

AB=𝑶

then A is called zero divisor.

Inverse

A square matrix A is invertible if there is a matrix B such that

AB=𝑰

Then B is called the inverse of A and denoted by A-1.

Left right inverse

If AB=𝑰 then BA=𝑰 .

Unique inverse

If it exists the inverse of A is unique.

Zero divisors and invertible matrices

AB=𝑰 AC=𝑶 C=𝑶

Gauss' Method

Gauss' Theorem

If a system of linear equation S is changed to another S by one of these operations:

  • an equation is swapped with another
  • an equation has both sides multiplied by a non-zero constant
  • an equation is replaced by the sum of itself and a multiple of another

then S and S have the same solution set.

Elementary row operations

The elementary row operations, (also row operations, Gaussian operations) are

  • row swapping
  • rescaling (multiplication with a non-zero constant)
  • row combinations (adding a multiple of another row)

Invertible matrix representation

If A is invertible matrix then A can be writen as product of elementary matrices.

Solution Set

Solution set

Any system of linear equations has a solution set of the form

{ p + s1 h1 + s2 h2 + + sk hk s1, s2, , sk 𝕂 }

where p is any particular solution and k is the number of free variables in its Echelon form.

Homogeneous Solution set

For any homogeneous system of linear equations there are vectors h1 , h2 , , hk such that the solution set is

{ s1 h1 + s2 h2 + + sk hk s1, s2, , sk 𝕂 }

where k is the number of free variables in its Echelon form.

Solution set (simplified)

Any system of linear equations with a particular solution p has solution set

{ p + h h satisfies the corresponding homogeneous SLE }

Solution Size

Particular homogenous
solutions
1
yes unique
solution no