중앙대학교 건설환경플랜트공학과 교수
김 진 홍
- 2주차 강의 내용 -
7.3 Linear Systems of Equations. Gauss Elimination
Linear System, Coefficient Matrix, Augmented Matrix
A linear system of m equations in n unknowns is a set of eqs. of the form
(1)
1 1
1
11x a x b
a n n
2 2
1
21x a x b
a n n
m n mn
m x a x b
a 1 1
* ; coefficientsa11,,amn
are all zero : homogeneous system cf) nonhomogeneous system bm
b1,,
Matrix Form of the Linear System (1)
(2) Ax = b
coefficient matrix A =[ajk] m x n matrix
*
A x b
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
n mn
m m
n n
x x x a
a a
a a
a
a a
a
A
1
2 1
2 22
21
1 12
11
,
x, b ; column vector Augmented matrixA~
m mn
m m
n n
b a
a a
a a
a
b a
a a
A
2 1
2 22
21
1 1
12 11
~
Ex. 1) Geometric Interpretation, Existence and Uniqueness of Solutions If m n 2, There are three cases :
(a) Precisely one solution if the lines intersect.
(b) Infinitely many solutions if the lines coincide.
(c) No solutions if the lines are parallel.
2 2 22 1 21
2 2 12 1 11
b x a x a
b x a x a
bmb
b
1
and
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Gauss Elimination and Back Substitution
If a system is in triangular form, say,
26 13
2 5
2
2 2 1
x x x
we can solve it by back substitution, and
This gives us the idea of first reducing a general system to triangular form.
22
x x1 6.
Ex. 2) Gauss Elimination.
Solve the linear system x1 x2 x3 0
3 0
2
1
x x x
90 25
10x2 x3 80 10
20x1 x2 A~
Augmented Matrix Pivot →
80 90 0 0
0 10 20
25 10 0
1 1 1
1 1 1 Eliminate →
30 3
4
2 5
2
2 1
2 1
x x
x x
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Step 1. Elimination of x1 Step 2. Elimination of x2
80 90 0 0
20 30
0
25 10 0
0 0 0
1 1 1
0 190 90
0
0 0 0
95 0
0
25 10 0
1 1 1
Back Substitution x32, x2 4, x1 2
0 80 90 0
0 0 0
20 30
0
25 10 0
1 1 1
Elementary Row Operations. Row-Equivalent Systems
• Elementary Row Operations for Matrices:
* Interchange of two rows
* Addition of a constant multiple of one row to another row
* Multiplication of a row by a nonzero constant c
Row2 +Row1 Row4-20Row1
Row3-3Row2
3 0
2
1 x x
x
90
= 25 + 10x2 x3
190
= 95x3
•We call a linear system S1 row-equivalent to a linear system S2 if S1 can be obtained from S2 by the above row operations.
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Ex 3) Solve the linear system 2x1 6x2 x3 7 1 2 2 3
1 x x
x
9 4 7
5x1 x2 x3 A~
Augmented Matrix
9
1 7
4 7 5
1 2 1
1 6 2
Step 1. Elimination of Step 2. Elimination of
Back Substitution x35, x23, x110 Row2-2Row1
Row4-5Row1 Row3+1.5Row2
x1 x2
9 7 1
4 7 5
1 6 2
1 2 Row Operation 1
14 9
1
1 3 0
3 2 0
1 2 1
5 . 27
9 1
5 . 5 0 0
3 2 0
1 2 1
1 2 2 3
1 x x x
9 3 2x2 x3
5 . 27 5 . 5 x3
Theorem 1
Row-Equivalent Systems
Row-Equivalent Systems have the same set of solutions
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Gauss Elimination: The Three Possible Cases of Systems - unique solution, infinitely many solutions and no solutions
Ex. 4) Gauss Eliminations if Unique Solution Exists
Solve the following linear systems of three equations in three unknowns.
6 4 5 2
3 2 3
1 2
3 2 1
3 2 1
3 2 1
x x x
x x x
x x x
Step 1 ; Elimination of x1
8 8 3 0
4 4 2 0
1 2 1 1
Step 2 ; Elimination of x2
6 4 5 2
3 2 3 1
1 2 1 1
Row2-Row1
Row3-2Row1 Row3-1.5Row2
2 2 0 0
4 4 2 0
1 2 1 1
Thus,
2 2
4 4 2
1 2
3 3 2
3 2 1
x x x
x x x
1 , 0 ,
1 2 1
3
x x x
Back Substitution
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Ex. 5) Gauss Eliminations if Infinitely Many Solutions Exist
Solve the following linear systems of three equations in four unknowns.
1 . 2 4 . 2 3 . 0 3 . 0 2 . 1
7 . 2 4 . 5 5 . 1 5 . 1 6 . 0
0 . 8 0 . 5 0 . 2 0 . 2 0 . 3
1 . 2 4 . 2 3 . 0 3 . 0 2 . 1
7 . 2 4 . 5 5 . 1 5 . 1 6 . 0
0 . 8 0 . 5 0 . 2 0 . 2 0 . 3
4 3
2 1
4 3
2 1
4 3
2 1
x x
x x
x x
x x
x x
x x
Step 1 ; Elimination ofx1
1 . 1 4 . 4 1 . 1 1 . 1 0
1 . 1 4 . 4 1 . 1 1 . 1 0
0 . 8 0 . 5 0 . 2 0 . 2 0 . 3
Row2-0.2Row1 Row3-0.4Row1
Step 2 ; Elimination ofx2
0 0 0 0 0
1 . 1 4 . 4 1 . 1 1 . 1 0
0 . 8 0 . 5 0 . 2 0 . 2 0 . 3
Row3+Row2
0 0
1 . 1 4 . 4 1 . 1 1 . 1
0 . 8 0 . 5 0 . 2 0 . 2 0 . 3
4 3
2
4 3
2 1
x x
x
x x
x Thus, x
Back Substitution x2 1x34x4, x1 2x4
← infinitely many solutions since and remain arbitraryx3 x4
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Ex. 6) Gauss Eliminations if no Solution Exists
Solve the following linear systems of three equations in three unknowns.
6 4 2
6
0 2
3 2
3
3 2
1
3 2
1
3 2
1
x x
x
x x
x
x x
x
6 4 2 6
0 1 1 2
3 1 2 3
Step 1 ; Elimination of x1
0 2 2 0
2 3 / 1 3 / 1 0
3 1 2 3
Row2-(2/3)Row1 Row3-2Row1
Step 2 ; Elimination of x2
12 0 0 0
2 3 / 1 3 / 1 0
3 1 2 3
Row3-6Row2
12 0
2 )
3 / 1 ( ) 3 / 1 (
3 2
3
3 2
3 2
1
x x
x x
x
The false statement shows that the system has no solution. 0 12 Thus,
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
7.6 Second and Third Order Determinants
- Determinants of second order
(1) 11 22 12 21
22 21
12
det 11 a a a a
a a
a A a
D
- Cramer's rule for solving linear systems of two equations
(2) (a)
2 2 22 1 21
1 2 12 1 11
b x a x a
b x a x a
is, (b)
(3) 1 1,
D x D
D
x2 D2 with D≠0
where,
22 21
12 11
a a
a D a
22 2
12 1
1 b a
a D b
2 21
1 11
2 a b
b D a
21 12 22
11a a a
a
b1a22 a12b2 a11b2 b1a21
Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Ex. 1) Cramer's Rule for Two Equations
8 5
2
12 3
4
2 1
2 1
x x
x x
14 4 56
5 2
3 4
8 2
12 4 ,
14 6 84
5 2
3 4
5 8
3 12
2
1 x
x
Third-Order Determinants
Determinants of third order
(4)
23 22
13 12 31 33 32
13 12 21 33 32
23 22 11 33 32 31
23 22 21
13 12 11
a a
a a a
a a
a a a
a a
a a a
a a a
a a a
a a a
D
* signs ; + - +
* entry in the first column of D times its minor
* minor ; the second-order determinant obtained from D by deleting the row and column of that entry
(4*) D
a11a22a33
a11a23a32
a21a13a32
a21a12a33
a31a12a23
a31a13a22Chap. 7 Linear Algebra : Matrices, Vectors, Determinants
Cramer's Rule for Linear Systems of Three Equations (5)
3 3 33 2 32 1 31
2 3 23 2 22 1 21
1 3 13 2 12 1 11
b x a x a x a
b x a x a x a
b x a x a x a
(6) D
x D D
x D D
x1 D1, 2 2, 3 3
where,
3 32 31
2 22 21
1 12 11 3 33 3 31
23 2 21
13 1 11 2 33 32 3
23 22 2
13 12 1
1 , ,
b a a
b a a
b a a D a b a
a b a
a b a D a
a b
a a b
a a b
D
Ex. 2) Cramer's Rule to Solve Equations
1 2 4 5
3 3
7 2
3
3 2 1
3 2 1
3 2 1
x x x
x x x
x x x
,
33 32 31
23 22 21
13 12 11
a a a
a a a
a a a D
, 13 2 4 5
3 1 1
1 2 3
D 39
2 4 1
3 1 3
1 2 7
1
D
, 78 2 1 5
3 3 1
1 7 3
2
D 52
1 4 5
3 1 1
7 2 3
3
4 D ,
6 ,
3 2 2 3 3
1
1
D x D D
x D D
x D