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Module 1 System of Linear Equation

The document discusses Gaussian elimination, an algorithm for solving systems of linear equations. It involves transforming the system into triangular form using operations that produce an equivalent system with the same solution set. These operations are interchange equations, multiply an equation by a constant, and add a multiple of one equation to another. The triangular form allows the solution to be determined using back substitution. Two examples demonstrate using Gaussian elimination to solve systems of linear equations.

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137 views

Module 1 System of Linear Equation

The document discusses Gaussian elimination, an algorithm for solving systems of linear equations. It involves transforming the system into triangular form using operations that produce an equivalent system with the same solution set. These operations are interchange equations, multiply an equation by a constant, and add a multiple of one equation to another. The triangular form allows the solution to be determined using back substitution. Two examples demonstrate using Gaussian elimination to solve systems of linear equations.

Uploaded by

Rtwpb Region II
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Module 1: Systems of Linear Equations

Introduction

Solving systems of linear equations is important across the whole of mathematics, as well as in
many other disciplines that use tools from mathematics. You already have strategies for solving
systems of equations such as substitution, elimination and graphical method. In this topic, we
will introduce Gaussian elimination as an algorithm in solving system of linear equations.

Learning Objectives

At the end of this topic, you should be able to demonstrate the following:

a. Transform a linear system to its equivalent triangular form; and


b. Solve the linear system using back substitution.

Presentation of Contents

Linear Equation
Definition. A linear equation is a first degree equation written generally in the form of

a1x1 + a2x2 + a3x3 + … + anxn = b


Where: a1, a2, a3, …. , an are constants and
x1, x2, x3, …. , xn are the unknowns ( there are n unknown variables)
A solution of the linear equation is an ordered set of n numbers (s 1, s2, s3, …, sn)satisfying the equation for
x1 = s1, x2 = s2, x3 = s3, …, xn = sn.
Examples
1. x1 – 6x2 = 7 a linear equation with two unknowns
(1, -1) is a solution to the equation
2. 6x1 - 3x2 + 4x3 = -13 a linear equation with three unknowns
(2, 3, -4) is a solution to the equation

System of Linear Equations


Definition: A system of m linear equations in n unknowns is generally defined as

a11 x1 + a12 x2 + a13 x3 + … + a1n xn = b1


a21 x1 + a22 x2 + a23 x3 + … + a2n xn = b2
a31 x1 + a32 x2 + a33 x3 + … + a3n xn = b3
⋮ ⋮ ⋮ ⋮ ⋮
am1 x1 + am2 x2 + am3 x3 + … + amn xn = bm
where: n = number of unknown variables
m = number of equations

A solution to the system of linear equations is an ordered set of n numbers (s 1, s2, s3, …,
sn)satisfying each of the equation for x1 = s1, x2 = s2, x3 = s3, …, xn = sn.

Example: If n = 3 and m = 3, then the system has 3 unknowns with 3 equations also
known as 3 x 3 (read as “ three by three”) linear system such as
a11 x1 + a12 x2 + a13 x3 = b1
a21 x1 + a22 x2 + a23 x3 = b2
a31 x1 + a32 x2 + a33 x3 = b3

Observe the subscript of the coefficients of the variables such as a21. The first number (2)
means the second equation and the second number (1) means the first unknown variable. Thus
a21 is the coefficient of the first unknown variable in the second equation. Generally the
coefficient of any variable is denoted as aij.
For specific example, consider the 3 x 3 linear system below (3 equations with 3
unknowns).
X11 + 2x2 + 3x3 = 6 a11 = 1, a12 = 2 , a13 = 3, b1 = 6
2x21 – 3x2 + 2x3 = 14 a21 = 2, a22 = -3 , a23 = 2, b2 = 14
3x31 + x2 – x3 = -2 a31 = 1, a32 = 2 , a33 = 3, b3 = 6

Gaussian Elimination Method


The elimination method, also known as Gaussian elimination is an algorithm used to solve systems of
linear equations. To illustrate this algorithm, let us introduce the triangular form of a linear system.

An m x n (read as “m by n”) linear system is in triangular form if the coefficients aij = 0


whenever i > j. Here are two examples of linear systems in triangular form.
1. x1 - 2x2 + x3 = -1 2. x1 + 2x2 + 3x3 = 9
x2 - 3x3 = 5 x 2 + x3 = 2
x3 = 2 x3 = 3
When a linear system is in triangular form, then the solution can be determined using a technique
called back substitution. To illustrate this technique, consider the first example given by
x1 - 2x2 + x3 = -1
x2 - 3x3 = 5
x3 = 2
From the last equation, we see that x3 = 2, substituting this to the second equation, we obtain
x2 - 3(2) = 5, therefore, x2 = 11. Finally, substituting these values in the first equation, we have
x1 - 2(11) + 2 = -1, so x1 = 19. The solution is (19, 11, 2).
Equivalent Linear Systems
Definition. Two linear systems are equivalent if they have the same solution set.
Example.
x1 - 2x2 + x3 = -1 x1 - 2x2 + x3 = -1
2x1 - 3x2 - x3 = 3 and x2 - 3x3 = 5
x1 - 2x2 + 2x3 = 1 x3 = 2
are equivalent. Both linear systems has the unique solution of (19, 11, 2). One important feature that you
can see in the two linear systems is that the second linear system is the triangular form of the first linear system.
The objective of these topic is for us to transform a linear system into its equivalent linear system in triangular
form in order to obtain easily the solutions set using back substitution.
The next theorem allows us to perform three operations that transform a linear system into its equivalent
triangular form. This process is called Gaussian elimination.
Theorem 1. Let

a11 x1 + a12 x2 + a13 x3 + … + a1n xn = b1


a21 x1 + a22 x2 + a23 x3 + … + a2n xn = b2
a31 x1 + a32 x2 + a33 x3 + … + a3n xn = b3
⋮ ⋮ ⋮ ⋮ ⋮
am1 x1 + am2 x2 + am3 x3 + … + amn xn = bm

be a linear system. Performing any one of the following operations on the system produces an equivalent
linear system.
1. Interchange any two equations.

The notation Ei ↔Ej will be used to indicate that equation i and equation j can interchange.

2. Multiplying any equation by a non-zero constant.

The notation cEi, where c ≠0 means multiplying equation i by non-zero constant c.

3. Adding a multiple of one equation to another.

Example of this is -2E1 + E3 →E3 means add -2 times equation 1 to equation 3 and replace
equation 3.

Example 1. Use Gaussian elimination to solve the linear system


x+y+z =4 → E1
-x – y + z = -2 → E2
2x – y + 2z = 2 → E3
a. To reduce the system in triangular form, first we eliminate x in equations 2 and 3. Thus using
the operations:

x+y+z = 4 → E1

E1 + E2 →E2
\
x+y+z =4
+ -x – y + z = -2
0 + 0 + 2z = 2

2z = 2 → E2

-2E1 + E3 →E3
-2(x + y + z = 4) = -2x -2y -2z = -8
+2x – y + 2z = 2
-3y = -6

– 3y = -6 → E3
b. Next, interchanging equation 2 and 3 gives the triangular form of the system.
E2 ↔ E3
x+y+z =4 → E1
– 3y = -6 → E2
2z = 2 → E3
c. We further simplify the system by making the coefficients of y and z equal to 1 by using the
operations
−1 1
E2 and E3
3 2
x+y+z =4 → E1

– 3y = -6 → E2
y= 2
y =2 → E2

2z = 2 → E3

z=1 → E3

x+y+z=4
x+2+1=4
x=4–3
x=1

From E2 and E3, z = 1, y = 2. Using back substitution, x = 1. The solution is (1, 2, 1). The system
is consistent and has a unique solution.

Example 2. Solve the system


2x1+ x2 = 3 → E1
4x1+ 2x2 = 6 → E2
a. First, eliminate x1 in E2 to reduce the linear system in triangular form.
-2E1 + E2 →E2
2x1+ x2 = 3 → E1
0=0 → E2
Notice that both variables are eliminated and the second equation is an equality (0 = 0). This
means that the linear system is consistent and has infinitely many solutions. Possible solution are (1, 1),
(0, 3), (-1, 5), etc.

Fact Summary

1. An m x n linear system has a unique solution, infinitely many solutions or no solutions.

2. Interchanging any two equations in a linear system does not alter the set of solutions.

3. Multiplying any equation by a nonzero constant does not alter the set of solutions.

4. Replacing an equation in a system with the sum of one equation and a scalar multiple of another equation
does not alter the set of solutions.

5. Every linear system can be reduced to an equivalent triangular linear system.

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