MATH 22A NOTES 2011 LINEAR ALGEBRA 25

1.5.3. Unique solutions.

Lemma 1.5.7. Suppose that A is an n n matrix. Then
(a) Ax = b has a unique solution for all b R
n
i
(b) A is invertible.
Proof. If A is invertible and C = A
1
then the solution is x = Cb. The key point is the
uniqueness of this solution:
To prove uniqueness, suppose that x

is another solution to the equation Ax = b. So,

Ax

= b. Then, multiplying both on the left by A

1
we get:
A
1
Ax = A
1
b = A
1
Ax

I
n
x = x = I
n
x

= x

We went over two proofs that (a) (b). The rst proof used the following equations:
Ax
1
= e
1
Ax
2
= e
2

Ax
n
= e
n
This can be rewritten as:
A[x
1
, x
2
, , x
n
] = [e
1
, e
2
, , e
n
] = I
n
To show that
[x
1
, x
2
, , x
n
]A = I
n
making [x
1
, x
2
, , x
n
] the inverse of A, we do the following:
A[x
1
, x
2
, , x
n
]A = I
n
A = A
Letting b equal each column of A, the columns of [x
1
, x
2
, , x
n
]A are given uniquely
(by the unique solution assumption). But
AI
n
= A
So, x = I
n
it the unique solution of Ax = A. So, [x
1
, x
2
, , x
n
]A = I
n
.
The other proof of (a) (b) was using the algorithm for solving the system Ax = b.
We know that, by row reduction, there is a unique augmented system [H|c] so that
[A|b] [H|c]
and so that [H|c] is in reduced row echelon form. There are two possibilities:
(1) H = I
n
is the identity matrix. Then
A = E
1
1
E
1
2
E
1
k
is the product of the inverses of the elementary matrices corresponding to the row
operations used bring A into the form H. So, A is invertible.
(2) H is not the identity matrix. Then H has fewer than n pivots. So, there is at least
one free variable making the solution of the original equation Ax = b not unique.

26 MATH 22A NOTES 2011 LINEAR ALGEBRA

Theorem 1.5.8. Tfae (The following are equivalent) for any n n matrix A.
(1) A is invertible.
(2) A is row equivalent to I
n
(3) Ax = b has a solution for all b R
n
.
(4) A is a product of elementary matrices.
(5) The span of the columns of A is R
n
.
The lemma shows that (1) (3). However, the standard method of proving a long
list of Tfae statements is:
(1) (2) (3) (4) (5) (1)
I explain the last condition: Suppose that C
1
, C
2
, , C
n
are the columns of A. Then
the equation Ax = b can then be written as
x
1
C
1
+ x
2
C
2
+ + x
n
C
n
= b
So, the equation Ax = b has a solution i b is in the span of the columns of A. So, there
is a solution for all b R
n
i the span of the columns is R
n
.
Then we did the following problem:
Exercise 1.5.9. Find the inverse of the matrix
A =

2 5 0
4 3 0
1 1 2

Express A and A
1
as products of elementary matrices or prove that A is not invertible.
We found the answer as a team eort. At the end someone suggested that the best
method might be to switch R
1
R
3
at the rst step:
[A|I
3
] =

2 5 0 1 0 0
4 3 0 0 1 0
1 1 2 0 0 1

R
1
R
3
E
1
=

0 0 1
0 1 0
1 0 0

1 1 2 0 0 1
4 3 0 0 1 0
2 5 0 1 0 0

R
2
R
2
4R
1
R
3
R
3
2R
1
E
2
=

1 0 0
4 1 0
0 0 1

E
3
=

1 0 0
0 1 0
2 0 1

1 1 2 0 0 1
0 1 8 0 1 4
0 3 4 1 0 2

R
2
R
2
R
1
R
1
R
2
R
3
R
3
3R
2
E
4
, E
5
, E
6
=

1 0 0
0 1 0
0 0 1

1 1 0
0 1 0
0 0 1

1 0 0
0 1 0
0 3 1

1 0 6 0 1 3
0 1 8 0 1 4
0 0 28 1 3 14

R
3

1
28
R
3
R
1
R
1
+ 6R
3
R
2
R
2
8R
3
E
7
, E
8
, E
9
=

1 0 0
0 1 0
0 0
1
28

1 0 6
0 1 0
0 0 1

1 0 0
0 1 8
0 0 1

[I
3
|A
1
] =

1 0 0 3/14 5/14 0
0 1 0 2/7 1/7 0
0 0 1 1/28 3/28
1
2

A
1
= E
9
E
8
E
1
, A = E
1
1
E
1
2
E
1
9
MATH 22A NOTES 2011 LINEAR ALGEBRA 27
1.6. Homogeneous systems, subspaces, bases.
1.6.1. basic denitions.
Denition 1.6.1. Ax = 0 is called a homogeneous system of linear equations.
The two main properties of homogeneous systems are the following.
(1) x = 0 is a solution of any homogeneous system of equations.
(2) Every linear combination of solutions is a solution.
To explain this I said: If x
1
, x
2
are solutions then x
1
+x
2
is a solution:
A(x
1
+x
2
) = Ax
1
+ Ax
2
= 0 +0 = 0
Also, any scalar multiple of a solution is a solution:
A(rx) = rAx = r0 = 0
Proof of (2). Suppose that x
1
, x
2
, , x
m
are solutions of Ax = 0. Let r
1
, r
2
, , r
m
R.
Then
A(r
1
x
1
+ r
2
x
2
+ + r
m
x
m
)
= r
1
Ax
1
+ r
2
Ax
2
+ + r
m
Ax
m
= 0
Therefore, any linear combination of any nite number of solutions is a solution of the
homogeneous system.
We want to restate Condition (2) more concisely. One way to say it is:
The solution set of a homogeneous system is a subspace.
Denition 1.6.2. A subset V of R
n
is called a subspace if it is nonempty and has
the property that any linear combination of elements of V is in V . In other words, if
v
1
, , v
k
V and a
1
, , a
k
R then a
1
v
1
+ a
2
v
2
+ + a
k
v
k
V .
This is a prime example of the philosophy of mathematics: Instead of talking about
equations and properties, we give a one word name to the sets having those properties
and satisfying those equations.
Proposition 1.6.3. A nonempty subset V of R
n
is a subspace i, for any v, w V and
any scalars r, s R we have rv + sw V .
Proof. () I pointed out that the denition implies this statement.
() We are given that any linear combination of two elements of V is in V . We want to
know that an arbitrary linear combination of k elements of V is in V . This is a proof by
induction
2
. We add the terms one by one: a
1
v
1
+a
2
v
2
V . So, (a
1
v
1
+a
2
v
2
) +a
3
v
3
V ,
etc.
Example 1.6.4. 0 and R
n
are subspaces of R
n
. For R
n
the reason is: we have all the
vectors (with n coordinates). If we take any linear combination of any of these vectors, we
will get another vector of the same kind. Also, 0 is a subspace since all linear combinations
of the zero vector are zero.
2
We will do an actual induction proof when it is necessary. Here it would just make things more
complicated to do a technical induction proof.
28 MATH 22A NOTES 2011 LINEAR ALGEBRA
Denition 1.6.5. A basis for a subspace W is a subset {w
1
, w
2
, , w
k
} of W so that
every element of W can be expressed uniquely as a linear combination of w
1
, , w
k
.
Example 1.6.6. The standard basis {e
1
, e
2
, , e
n
} form a basis for R
n
. The proof of
this is simple. For any vector v = [v
1
, v
2
, , v
n
], we have
v = v
1
e
1
+ + v
n
e
n
The coecient of e
i
is uniquely determined: it must be equal to v
i
.
I mentioned the geometric interpretation of subspace and basis: A subspace is a line,
plane, hyperplane which goes through the origin. The dimension of the subspace (1 for a
line, 2 for a plane, 3 or more for a hyperplane) is the number of elements in a basis. (This
is in fact the denition of dimension.)
Example 1.6.7. Consider the linear equation:
x
1
+ 2x
2
+ x
3
+ x
4
= 0
This is a homogeneous system of equations in 4 variables. So, the solution set is a subspace
of R
4
. The augmented matrix is:
[1 2 1 1 | 0]
which is already in reduced row echelon form. There is only one pivot and three free
variables:
x
2
= r, x
3
= s, x
4
= t
The general solution of the linear equation is:
r

2
1
0
0

w
1
+s

1
0
1
0

w
2
+t

1
0
0
1

w
3
=

2r s t
r
s
t

x
The vectors w
1
, w
2
, w
3
form a basis for the solution set V since,for any solution vector x,
the coecients r, s, t are uniquely determined by x: They are the 2nd, 3rd, 4th coordinates
of x. Therefore each solution x can be expressed uniquely as a linear combination of the
vectors w
1
, w
2
, w
3
.