Linear Algebra

Dr. Tarkeshwar Singh

CC-215,
E-mail:tksingh@goa.bits-
 Chapter-1
Systems of Linear Equations
and Matrices

 Introduction to Systems of Linear Equations

 Gaussian Elimination(Gauss-Jordan
Elimination)
 Consistency of the Linear Systems
 Inverses: Algebraic Properties of Matrices
 Elementary Matrices and a Method for
finding A-1
Linear Systems in two
unknowns
Suppose we want to discuss the solution
of the following system of linear
equation:

a1 x + b 1 y = c 1
a2 x + b2y = c2
Linear Systems in two
unknowns
Linear Systems in three
unknowns
 Supposewe want to solve the following system of linear
equations:
Linear Systems in three
unknowns
System of Linear Equations(Linear
Systems)
 Anarbitrary system of m linear equations in n unknowns
can be written as:
Elementary Row
Operations

 Multiply a row through by a nonzero constant.

 Interchange two rows.

 Add a constant times one row to another.

Row Equivalent Matrices
 An m×n matrix A is said to be row equivalent to an m×n
matrix B if B can be obtained by applying a finite
sequence of elementary row operations to the matrix A.

Theorem:
1. Every matrix is row equivalent to itself.
2. If A is row equivalent to B, then B is row equivalent to
A.
3. If A is row equivalent to B and B is row equivalent to C,
then A is row equivalent to C.
Gaussian Elimination(Gauss-Jordan Elimination) Method

We shall discuss a systematic procedure for solving systems of

linear equations. The procedure is based on the idea of reducing
the augmented matrix of a system to another augmented matrix
that is simple enough that the solution of the system can be
found by inspection.

Reduced Row Echelon

Form: Obtained by
Row Echelon Form: Gauss-Jordan
Obtained by Elimination Method
Gaussian Elimination
Method
Gaussian Elimination Method

The procedure is based on the idea of performing certain

operations on the rows of the augmented matrix that
simplify it to a form from which the solution of the
system can be ascertained by inspection
Begin with the augmented matrix for the given system,
then examine each column in turn from left to right.
In each column, if possible, we choose a special entry,
called a pivot entry, convert that pivot entry to 1 and then
perform further operations to zero out the entries below
the pivot.
Continue the process…
Echelon Forms
A matrix that has the first three properties is said to be
in row-echelon form. (Thus, a matrix in reduced row-
echelon form is of necessity in row-echelon form, but
not conversely.)
 If a row does not consist entirely of zeros, then the first nonzero
number in the row is a 1. We call this a leading 1 or pivot element.
 If there are any rows that consist entirely of zeros, then they are
grouped together at the bottom of the matrix.
 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.
 Each column that contains a leading 1 has zeros everywhere else in
that column.
Echelon Forms
 It can be easily shown  In contrast, a row-
that every matrix has a echelon form of a given
unique reduced row- matrix is not unique.
echelon form.  Different sequences of
 The procedure producing row operations can
a matrix in reduced row- produce different row-
echelon form is called echelon forms.
Gauss–Jordan elimination.  The procedure produces
a row-echelon form and
is called Gaussian
elimination.
Illustrations:

Row echelon form:

Reduced row echelon form

Consistency of the Linear System

 Let A be a matrix. Then the rank of A is the number

of nonzero rows in the reduced row echelon form
matrix that is row equivalent to A.
Theorem : Let AX = 0 be a homogeneous system of
equations in n variables.
 If rank(A) < n, then the system of equation has a non-
trivial solution.
 If rank(A) < n, then the system of equation has no
non-trivial solution or has only trivial solution.
Consistency of the Linear System Contd.

Theorem : If a homogeneous linear system has n

unknowns, and if the reduced row echelon form of its
augmented matrix has r nonzero rows, then the system
has n – r free variables
Theorem : A homogeneous linear system with
more unknowns than equations has infinitely many
solutions.
 Corollary: A homogeneous system AX = 0 of m-
equations in n-unknowns. If m < n, then the system has a
non trivial solution.
Consistency of the Linear System Contd.

Theorem : Let AX = b be a non homogeneous system

of equations in n variables m equations.
If rank[A] = rank[A : b] = n, then the system of equation
has unique solution.
If rank[A] = rank[A : b] < n, then the system of equation
has infinitely many solution.
If rank[A]  rank[A : b], then the system of equation has
no solution.
Method of Finding Inverse of a Matrix
Using Row Operations to find A-
1

Begin with:

Use successive row operations to produce:

Linear Systems and Invertible
Matrices
Inverse of the Matrices
Theorem 1: An n × n matrix A is nonsingular iff rank(A) = n.
Theorem 2: If A is an n × n matrix, then the homogeneous
system AX = 0 has a nontrivial solution iff A is singular.
Solving a System Using the Inverse of the Coefficient Matrix
Theorem 3: Let AX = B represent a system where the coefficient
matrix A is square.
1.If A is nonsingular, then the system has a unique solution
which is given by X = A-1B.
2.If A is singular, then the system has either no solutions or an
infinite number of solutions.
Hence, AX = B has a unique solution iff A is nonsingular.
Nonsingular Equivalences

The following are equivalent:

1. A is nonsingular.
2. AX = O has only the trivial solution.
3. A is row equivalent to In.
4. The linear system AX = b has a
unique solution for every n × 1
matrix b.