Linear Systems as Matrix and Linear Combination Equations

A Linear System as a Matrix Equation

Consider the linear system
\[\begin{array}{ccccccccc} 3x_1 &- &2x_2&+&4x_3&+&x_4&= &5 \\ -x_1& &&+&5x_3&-&2x_4&=&1\\ 2x_1& +&x_2&-&x_3&+&3x_4&=&-4 \end{array}\]
Let’s construct the coefficient matrix \(A\) and multiply it by \(\vec {x}=\begin{bmatrix}x_1\\x_2\\x_3\\x_4\end{bmatrix}\) on the right.
\[A\vec {x}=\begin{bmatrix}3&-2&4&1\\-1&0&5&-2\\2&1&-1&3\end{bmatrix}\begin{bmatrix}x_1\\x_2\\x_3\\x_4\end{bmatrix}=\begin{bmatrix}3x_1-2x_2+4x_3+x_4\\-x_1+5x_3-2x_4\\2x_1+x_2-x_3+3x_4\end{bmatrix}\]
Observe that each component of the product vector corresponds to one of the equations in the system. Let \(\vec {b}=\begin{bmatrix}5\\1\\-4\end{bmatrix}\). Then
\[A\vec {x}=\vec {b}\]
\[\begin{bmatrix}3&-2&4&1\\-1&0&5&-2\\2&1&-1&3\end{bmatrix}\begin{bmatrix}x_1\\x_2\\x_3\\x_4\end{bmatrix}=\begin{bmatrix}5\\1\\-4\end{bmatrix}\]
is a matrix equation that corresponds to our system of equations.

In general, a system of linear equations

\[\begin{array}{ccccccccc} a_{11}x_1 &+ &a_{12}x_2&+&\ldots& +&a_{1n}x_n&= &b_1 \\ a_{21}x_1 &+ &a_{22}x_2&+&\ldots& +&a_{2n}x_n&= &b_2 \\ &&&&\vdots&&&& \\ a_{m1}x_1 &+ &a_{m2}x_2&+&\ldots& +&a_{mn}x_n&= &b_m \end{array}\]

can be written as a matrix equation as follows:

\[ \begin{bmatrix} a_{11} & a_{12}&\dots&a _{1n}\\ a_{21}&a_{22} &\dots &a_{2n}\\ \vdots & \vdots& \ddots &\vdots \\ a_{m1}&\dots &\dots &a_{mn} \end{bmatrix} \begin{bmatrix} x_1\\ x_2\\ \vdots \\ x_n \end{bmatrix} = \begin{bmatrix} b_1\\ b_2\\ \vdots \\ b_m \end{bmatrix} \]

Solving this matrix equation (or showing that a solution does not exist) amounts to finding the reduced row-echelon form of the augmented matrix

\[\left [\begin{array}{cccc|c} a_{11} & a_{12}&\dots&a _{1n}&b_1\\ a_{21}&a_{22} &\dots &a_{2n}&b_2\\ \vdots & \vdots& \ddots &\vdots& \vdots \\ a_{m1}&\dots &\dots &a_{mn}&b_m \end{array}\right ]\]

The solution given in (1) is an example of a general solution because it accounts for all of the solutions to the system. Letting \(s\) and \(t\) take on specific values produces particular solutions. For example, \(\begin{bmatrix}2\\-1\\1\\-1\end{bmatrix}\) is a particular solution that corresponds to \(s=1\), \(t=-1\).

Singular and Nonsingular Matrices

Our examples so far involved non-square matrices. Square matrices, however, play a very important role in linear algebra. This section will focus on square matrices.

Observe that the left-hand side of the augmented matrix in Example 5 is the identity matrix \(I\). This means that \(\mbox {rref}(A)=I\).

The elementary row operations that carried \(A\) to \(I\) were not dependent on the vector \(\vec {b}\). In fact, the same row reduction process can be applied to the matrix equation \(A\vec {x}=\vec {b}\) for any vector \(\vec {b}\) to obtain a unique solution.

\[\left [\begin{array}{ccc|c} 3&-1&1&a\\0&1&2&b\\1&2&2&c \end{array}\right ]\begin{array}{c} \\ \rightsquigarrow \\ \\ \end{array}\left [\begin{array}{ccc|c} 1&0&0&a^*\\0&1&0&b^*\\0&0&1&c^* \end{array}\right ]\]
\[\vec {x}=\begin{bmatrix}a^*\\b^*\\c^*\end{bmatrix}\]

Given a matrix \(A\) such that \(\mbox {rref}(A)=I\), the system \(A\vec {x}=\vec {b}\) will never be inconsistent because we will never have a row like this: \(\left [\begin{array}{cccc|c} 0&0&\ldots& 0&1 \end{array}\right ]\). Neither will we have infinitely many solutions because there will never be free variables. Matrices such as \(A\) deserve special attention.

Non-singular matrices have many useful properties.

We will prove equivalence of the three statements by showing that

(a)\(\Rightarrow \)(b)\(\Rightarrow \)(c)\(\Rightarrow \)(a)

Suppose \(\mbox {rref}(A)=I\). Given any vector \(\vec {b}\) in \(\RR ^n\), the augmented matrix \([A|\vec {b}]\) can be carried to its reduced row-echelon form \([I|\vec {b}^*]\). Uniqueness of the reduced row-echelon form guarantees that \(\vec {b}^*\) is the unique solution of \(A\vec {x}=\vec {b}\).

Suppose \(A\vec {x}=\vec {b}\) has a unique solution for all vectors \(\vec {b}\). Then \(A\vec {x}=\vec {0}\) has a unique solution. But \(\vec {x}=\vec {0}\) is always a solution to \(A\vec {x}=\vec {0}\). Therefore \(\vec {x}=\vec {0}\) is the only solution.

Suppose \(A\vec {x}=\vec {0}\) has only the trivial solution. This means that \(x_1=0, x_2=0,\dots ,x_n=0\) is the only solution of \(A\vec {x}=\vec {0}\). But then, we know that the augmented matrix \([A|\vec {0}]\) can be reduced to \([I|\vec {0}]\). The same row operations will carry \(A\) to \(I\).

Not all square matrices are nonsingular. For example,

\[\mbox {rref}\left (\begin{bmatrix}2&-1&1\\1&1&1\\3&0&2\end{bmatrix}\right )=\begin{bmatrix}1&0&2/3\\0&1&1/3\\0&0&0\end{bmatrix}\neq I\]

By Theorem 8, a matrix equation \(A\vec {x}=\vec {b}\) involving a singular matrix \(A\) cannot have a unique solution. The following example illustrates the two scenarios that arise when solving equations that involve singular matrices.

A Linear System as a Linear Combination Equation

Recall that the product of a matrix and a vector can be interpreted as a linear combination of the columns of the matrix. For example,

\[\begin{bmatrix}1&2&3&4\\5&6&7&8\end{bmatrix}\begin{bmatrix}x_1\\x_2\\x_3\\x_4\end{bmatrix}=x_1\begin{bmatrix}1\\5\end{bmatrix}+x_2\begin{bmatrix}2\\6\end{bmatrix}+x_3\begin{bmatrix}3\\7\end{bmatrix}+x_4\begin{bmatrix}4\\8\end{bmatrix}\]

Practice Problems

Given a system of linear equations, write (a) the corresponding matrix equation, and (b) the corresponding linear combination equation. DO NOT SOLVE.

\(\begin{array}{ccccccc} 3x&- &y &- &2z&= &4 \\ -x& & &+ &z&= &-1 \\ & &-y &+ &5z&=&0 \end{array}\)

Use an augmented matrix and elementary row operations to find coefficients \(x_1\) and \(x_2\) that make the expression true, or demonstrate that such coefficients do not exist.
\[ x_1\begin{bmatrix} 1\\ -2 \end{bmatrix}+ x_2\begin{bmatrix} 1\\ 3 \end{bmatrix}=\begin{bmatrix} 1\\ 8 \end{bmatrix}\]
If coefficients \(x_1\) and \(x_2\) do not exist, enter NA in each answer box.
\[x_1=\answer {-1}, x_2=\answer {2}\]
Use an augmented matrix and elementary row operations to find coefficients \(x_1\) and \(x_2\) that make the expression true, or demonstrate that such coefficients do not exist.
\[ x_1\begin{bmatrix} 4\\ -1 \end{bmatrix}+ x_2\begin{bmatrix} -8\\ 2 \end{bmatrix}=\begin{bmatrix} 0\\ 3 \end{bmatrix}\]
If coefficients \(x_1\) and \(x_2\) do not exist, enter NA in each answer box.
\[x_1=\answer {NA}, x_2=\answer {NA}\]
Determine whether vector \(\vec {b}\) is in the span of the given set of vectors.
\[\vec {b}=\begin{bmatrix}2\\14\\7\end{bmatrix}\]
\[\left \{\begin{bmatrix}2\\-1\\1\end{bmatrix}, \begin{bmatrix}-3\\4\\1\end{bmatrix}, \begin{bmatrix}1\\-3\\-2\end{bmatrix}\right \}\]
\(\vec {b}\) is in the span of the vectors. \(\vec {b}\) is NOT in the span of the vectors.
Determine whether vector \(\vec {b}\) is in the span of the given set of vectors.
\[\vec {b}=\begin{bmatrix}5\\2\\4\end{bmatrix}\]
\[\left \{\begin{bmatrix}4\\2\\4\end{bmatrix}, \begin{bmatrix}4\\5\\1\end{bmatrix}, \begin{bmatrix}3\\2\\2\end{bmatrix}, \begin{bmatrix}1\\0\\2\end{bmatrix}\right \}\]
\(\vec {b}\) is in the span of the vectors. \(\vec {b}\) is NOT in the span of the vectors.
Determine whether vector \(\vec {b}\) is in the span of the given set of vectors.
\[\vec {b}=\begin{bmatrix}2\\4\\-7\\-5\end{bmatrix}\]
\[\left \{\begin{bmatrix}1\\-1\\2\\3\end{bmatrix}, \begin{bmatrix}4\\1\\-3\\1\end{bmatrix}\right \}\]
\(\vec {b}\) is in the span of the vectors. \(\vec {b}\) is NOT in the span of the vectors.