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System of Linear Equations

Foundations of Linear Systems

A System of Equations consists of two or more Linear Equations sharing common variables. The Solution Set is the collection of values satisfying all equations simultaneously.
A 3×3 non-homogeneous linear system in standard matrix form .
=Coefficients of variables(unitless)
=Unknown variables to solve for(units)
=Constant terms on the right-hand side(units)
Homogeneous System: When all , the system always has at least the Trivial Solution .
Non-Homogeneous System: When at least one , the system may have zero, one, or infinitely many solutions.
Matrix Form: The system can be written as where is the Coefficient Matrix, is the variable column, and is the constants column.
A system is Consistent if it has at least one solution, and Inconsistent if it has none. The Rank of the coefficient matrix versus the Augmented Matrix determines which case applies.
Unique Solution: rank() = rank() = number of variables. The system has exactly one solution.
Infinitely Many Solutions: rank() = rank() < number of variables. Free variables exist, parameterised by arbitrary constants.
No Solution: rank() ≠ rank(). The augmented matrix introduces a contradiction row like where .

Elementary Row Operations

Elementary Row Operations are the building blocks for transforming any matrix into Echelon Form. They do not change the solution set of the system.
Swap Rows: — interchange two rows. Used to get a leading 1 into position.
Scale a Row: — multiply every entry by a non-zero scalar . Used to normalise the leading entry to 1.
Row Replacement: — add a scalar multiple of one row to another. The workhorse operation for creating zeros below (and above) pivots.
Key Property: Each operation is reversible, so the transformed system is equivalent to the original.

Echelon and Reduced Echelon Forms

The Echelon Form of a matrix has a staircase pattern of leading 1s, with all entries below each leading 1 being zero. The Reduced Echelon Form additionally requires all entries above each leading 1 to be zero.
Echelon Form Rules: (i) Each successive non-zero row has its leading entry further right than the row above. (ii) All non-zero rows precede zero rows. (iii) The leading entry in each non-zero row is 1.
Reduced Echelon Form: In addition to echelon form, if a leading 1 appears in column , every other entry in column is 0.
Back-Substitution: From echelon form, solve from the bottom row upward by substituting known values into earlier equations.
Direct Reading: From reduced echelon form, the solution is read directly — each variable equals the constant in its row.

Echelon Form Example

— staircase of leading 1s, zeros below

Reduced Echelon Form Example

— identity on the left, solution on the right

Rank of a Matrix

The Rank of a matrix is the number of non-zero rows in its Echelon Form. It measures the number of truly independent equations in the system.
Computing Rank: Reduce to echelon form, then count non-zero rows.
Rank and Solutions: If rank() = rank() = (number of variables), unique solution. If rank < , free variables exist ( free variables).
Zero Row in Augmented Matrix: A row with means the system is inconsistent. A row is simply redundant.
Dimensional Check: For a 3×3 system: rank 3 → unique solution, rank 2 → one free variable (line of solutions), rank 1 → two free variables (plane of solutions).

Solving by Matrix Inverse Method

When the Coefficient Matrix is non-singular (), the system has the unique solution .
The solution vector obtained by multiplying the inverse of the coefficient matrix with the constants vector.
=Inverse of the coefficient matrix
=Determinant of $A$
=Adjoint (transpose of cofactor matrix)
=Column vector of constants $[k_1, k_2, k_3]^T$
Procedure: (1) Compute . If zero, this method fails — use echelon form instead. (2) Find cofactors, form adjoint. (3) Compute . (4) Multiply .
Row Operations Alternative: Augment and row-reduce to . This avoids computing cofactors.
When It Fails: means the system has either no solution or infinitely many — you must use echelon form to distinguish.

Cramer's Rule

Cramer's Rule expresses each variable as a ratio of two Determinants: the numerator determinant is formed by replacing the variable's column in with the constants column .
Each variable equals a fraction whose denominator is and whose numerator is the determinant of with column replaced by .
=Determinant of the coefficient matrix
=Determinant of $A$ with column $i$ replaced by the constants column $B$
=The $i$-th variable being solved for
For 3 Variables: , , where is with column replaced by .
Prerequisite: (non-singular system). If , Cramer's Rule is inapplicable.
Efficiency Note: Cramer's Rule requires computing 4 determinants for a 3×3 system. For larger systems, echelon form is more efficient.

Homogeneous Linear Systems

A Homogeneous system has the form (all constants zero). It always has the Trivial Solution . The key question is whether Non-Trivial Solutions exist.
The determinant test: a homogeneous system has solutions beyond if and only if the coefficient matrix is singular.
=Determinant of the coefficient matrix
=Matrix is singular, rows are linearly dependent
Trivial Solution: always works because .
Non-Trivial Condition: means the system has infinitely many solutions. Solve by setting one variable as parameter and expressing others in terms of .
$|A| \neq 0$ Case: The inverse exists, so — only the trivial solution.
Finding Solutions: When , solve any two equations simultaneously, express variables in terms of one free variable, then verify the third equation is automatically satisfied.

Solving Techniques Comparison

Three main methods solve 3×3 non-homogeneous systems: the matrix inverse method, Echelon Form reduction, and Cramer's Rule. Each has distinct advantages.
Matrix Inverse (): Best when is already known or when solving multiple systems with the same but different .
Echelon Form: Most general method — works even when . Reveals whether the system is consistent, and gives parametric solutions for infinite cases.
Cramer's Rule: Quick for 3×3 when you only need one specific variable. Requires .
Limitation Check: Both matrix inverse and Cramer's Rule require . Only echelon form handles all cases (unique, infinite, no solution).