Intuitions about RRE form
Systems with non-unique solutions
Solve for the variables \(x, y\), and \(z\) in the system
\[
\begin{aligned}
z & =2 \\
x+y+z & =2 \\
2 x+2 y+4 z & =8
\end{aligned}
\]
. . .
Make an augmented matrix: Example 1.20. Solve for the variables \(x, y\), and \(z\) in the system
\[
\left[\begin{array}{llll}
0 & 0 & 1 & 2 \\
1 & 1 & 1 & 2 \\
2 & 2 & 4 & 8
\end{array}\right]
\]
. . .
\[
\left[\begin{array}{llll}
0 & 0 & 1 & 2 \\
1 & 1 & 1 & 2 \\
2 & 2 & 4 & 8
\end{array}\right] \stackrel{E_{12}}{\longrightarrow}\left[\begin{array}{llll}
(1 & 1 & 1 & 2 \\
0 & 0 & 1 & 2 \\
2 & 2 & 4 & 8
\end{array}\right] \xrightarrow[E_{31}(-2)]{\longrightarrow}\left[\begin{array}{rlll}
1 & 1 & 1 & 2 \\
0 & 0 & 2 & 4 \\
0 & 0 & 1 & 2
\end{array}\right]
\]
We keep on going… \[
\begin{aligned}
& {\left[\begin{array}{rrrr}
(1) & 1 & 1 & 2 \\
0 & 0 & 2 & 4 \\
0 & 0 & 1 & 2
\end{array}\right] \xrightarrow[E_{2}(1 / 2)]{\longrightarrow}\left[\begin{array}{rrrr}
1 & 1 & 1 & 2 \\
0 & 0 & 1 & 2 \\
0 & 0 & 1 & 2
\end{array}\right]} \\
& \overrightarrow{E_{32}(-1)}\left[\begin{array}{rrrr}
(1) & 1 & 1 & 2 \\
0 & 0 & 1 & 2 \\
0 & 0 & 0 & 0
\end{array}\right] \xrightarrow[E_{12}(-1)]{\longrightarrow}\left[\begin{array}{rrrr}
(1) & 1 & 0 & 0 \\
0 & 0 & 1 & 2 \\
0 & 0 & 0 & 0
\end{array}\right] .
\end{aligned}
\]
There’s still no information on \(y\).
\[
\begin{aligned}
& x=-y \\
& z=2 \\
& y \text { is free. }
\end{aligned}
\]
Free versus bound variables
Suppose we have another augmented matrix, which after GJ elimination has become:
\[
\left[\begin{array}{rrrrr}
x & y & z & w & \mathrm{rhs} \\
1 & 2 & 0 & -1 & 2 \\
0 & 0 & 1 & 3 & 0 \\
0 & 0 & 0 & 0 & 0
\end{array}\right] .
\]
. . .
Solutions are: \[
\begin{aligned}
x+2 y-w & =2 \\
z+3 w & =0 .
\end{aligned}
\]
How can we tell from looking at the matrix which variables are free vs bound?
Columns which contain pivots correspond to bound variables. The others correspond to free variables.
(Columns with pivots are called “basic” columns.)
Zero solutions
Solve this system… \[
\begin{array}{r}
x+y=1 \\
2 x+y=2 \\
3 x+2 y=5 .
\end{array}
\]
. . .
\[
\left[\begin{array}{lll}
1 & 1 & 1 \\
2 & 1 & 2 \\
3 & 2 & 5
\end{array}\right] \xrightarrow[E_{21}(-2)]{E_{31}(-3)}\left[\begin{array}{lrl}
1 & 1 & 1 \\
0 & -1 & 0 \\
0 & -1 & 2
\end{array}\right] \xrightarrow[E_{32}(-1)]{\longrightarrow}\left[\begin{array}{rrr}
1 & 1 & 1 \\
0 & -1 & 0 \\
0 & 0 & 2
\end{array}\right]
\]
. . .
System is inconsistent.
Consistency
For an augmented matrix in RREF, if the only only nonzero entry in a row appears on the right-hand side,
\[\text { Row } i \longrightarrow\left(
\begin{array}{cccccc|c}
* & * & * & * & * & * & * \\
0 & 0 & 0 & * & * & * & * \\
0 & 0 & 0 & 0 & * & * & * \\
0 & 0 & 0 & 0 & 0 & 0 & \alpha \\
\bullet & \bullet & \bullet & \bullet & \bullet & \bullet & \bullet \\
\bullet & \bullet & \bullet & \bullet & \bullet & \bullet & \bullet
\end{array}
\right) \longleftarrow \alpha \neq 0
\]
the \(i^{\text {th }}\) equation of the associated system is
\[
0 x_{1}+0 x_{2}+\cdots+0 x_{n}=\alpha .
\]
If \(\alpha\ne 0\), this has no solution!
This is an inconsistent system.
Which variables are free and bound
Suppose a matrix \(A_{m \times n}\) has a reduced row echelon form \(E_{m \times n}\): \[ E_A=\left(\begin{array}{cccccccc}1 & * & 0 & 0 & * & * & 0 & * \\ 0 & 0 & 1 & 0 & * & * & 0 & * \\ 0 & 0 & 0 & 1 & * & * & 0 & * \\ 0 & 0 & 0 & 0 & 0 & 0 & 1 & * \\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0\end{array}\right)\]
“Basic columns” correspond to the columns in \(A\) which contain the pivotal positions.
Each non-basic column can be formed as a sum of the basic columns to the left.
Basic columns are the same in \(E\) and \(A\)!
Rank
Suppose a matrix \(A_{m \times n}\) has a reduced row echelon form \(E_{m \times n}\): \[ E_A=\left(\begin{array}{cccccccc}1 & * & 0 & 0 & * & * & 0 & * \\ 0 & 0 & 1 & 0 & * & * & 0 & * \\ 0 & 0 & 0 & 1 & * & * & 0 & * \\ 0 & 0 & 0 & 0 & 0 & 0 & 1 & * \\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0\end{array}\right)\]
rank(\(A\)) = # of pivots = # of nonzero rows in \(E\) = # bound variables in the system
Nullity
Suppose a matrix \(A_{m \times n}\) has a reduced row echelon form \(E_{m \times n}\): \[ E_A=\left(\begin{array}{cccccccc}1 & * & 0 & 0 & * & * & 0 & * \\ 0 & 0 & 1 & 0 & * & * & 0 & * \\ 0 & 0 & 0 & 1 & * & * & 0 & * \\ 0 & 0 & 0 & 0 & 0 & 0 & 1 & * \\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0\end{array}\right)\]
nullity(\(A\)) = # of non-pivot columns = # free variables in the system
Consistency
Equivalent ways of saying \(A\) is consistent:
- In row reducing \([\mathbf{A} \mid \mathbf{b}]\), a row of the following form never appears:
. . . \[
\left(\begin{array}{llll|l}
0 & 0 & \cdots & 0 & \alpha \tag{2.3.2}
\end{array}\right) \text {, where } \alpha \neq 0 \text {. }
\]
\(\operatorname{rank}[\mathbf{A} \mid \mathbf{b}]=\operatorname{rank}(\mathbf{A})\), in which case either:
- \(\operatorname{rank}[\mathbf{A}=n\), and system has a unique solution or
- \(\operatorname{rank}[\mathbf{A}<n\), and system has infinite solutions
\(\mathbf{b}\) is a nonbasic column in \([\mathbf{A} \mid \mathbf{b}]\).
\(\mathbf{b}\) is a combination of the basic columns in \(\mathbf{A}\).
Homogeneous Systems
The general linear system with \(m \times n\) coefficient matrix \(A\) and right-hand-side vector \(\mathbf{b}\) is homogeneous if the entries of \(\mathbf{b}\) are all zero.
Otherwise, the system is inhomogeneous.
Homogeneous systems are always consistent!
Can solve by setting all variables to zero. This is the trivial solution
If rank of the matrix = n, there is only the trivial solution