Math Core

Lesson 1.5 · Systems of Linear Equations

Solution sets

When a system has infinitely many solutions, "list them all" is impossible, but "describe them all" is not. This lesson shows that every solution set of a consistent linear system has a clean geometric shape: a span of a few vectors, possibly shifted away from the origin. Writing solutions in parametric vector form makes that shape visible.

Homogeneous systems

Definition

Homogeneous system

A linear system is homogeneous if it can be written as Ax=0A\mathbf{x} = \mathbf{0}, where AA is m×nm \times n and 0\mathbf{0} is the zero vector in Rm\mathbb{R}^m.

A homogeneous system always has at least one solution, namely x=0\mathbf{x} = \mathbf{0}, called the trivial solution. So a homogeneous system is never inconsistent, and the interesting question is whether it has a nontrivial solution, some x≠0\mathbf{x} \ne \mathbf{0} with Ax=0A\mathbf{x} = \mathbf{0}. By the existence and uniqueness theorem, a consistent system has more than one solution exactly when it has a free variable.

Nontrivial solutions

The homogeneous equation Ax=0A\mathbf{x} = \mathbf{0} has a nontrivial solution if and only if the equation has at least one free variable.

In particular, if AA has more columns than rows (more unknowns than equations), Ax=0A\mathbf{x} = \mathbf{0} always has a nontrivial solution.

The second sentence holds because an m×nm \times n matrix has at most mm pivots, one per row; if nn is larger than mm, some column is left without a pivot.

Parametric vector form

Worked example: Solving a homogeneous system

Describe all solutions of Ax=0A\mathbf{x} = \mathbf{0} for A=[12−1251]A = \begin{bmatrix} 1 & 2 & -1 \\ 2 & 5 & 1 \end{bmatrix}.

Row reduce [ A∣0 ][\,A \mid \mathbf{0}\,]. R2−2R1R_2 - 2R_1 gives [ 0    1    3∣0 ][\,0 \;\; 1 \;\; 3 \mid 0\,], then R1−2R2R_1 - 2R_2 gives the RREF

[10−700130].\left[\begin{array}{ccc|c} 1 & 0 & -7 & 0 \\ 0 & 1 & 3 & 0 \end{array}\right].

So x1=7x3x_1 = 7x_3, x2=−3x3x_2 = -3x_3, and x3x_3 is free. Write the general solution as a vector and factor out the free variable:

x=[x1x2x3]=[7x3−3x3x3]=x3[7−31].\mathbf{x} = \begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix} = \begin{bmatrix} 7x_3 \\ -3x_3 \\ x_3 \end{bmatrix} = x_3\begin{bmatrix} 7 \\ -3 \\ 1 \end{bmatrix}.

The solution set is Span⁡{v}\operatorname{Span}\{\mathbf{v}\} with v=(7,−3,1)\mathbf{v} = (7, -3, 1): a line through the origin in R3\mathbb{R}^3. Geometrically, it is the line where the two planes x1+2x2−x3=0x_1 + 2x_2 - x_3 = 0 and 2x1+5x2+x3=02x_1 + 5x_2 + x_3 = 0 intersect.

The final expression is the parametric vector form of the solution: the solution vector written as a combination of fixed vectors, with free variables as the weights. When there are kk free variables, the solution set of Ax=0A\mathbf{x} = \mathbf{0} is the span of kk vectors, one per free variable.

Worked example: Two free variables

Solve the single equation x1−3x2+2x3=0x_1 - 3x_2 + 2x_3 = 0 in R3\mathbb{R}^3.

The coefficient matrix [ 1    −3    2 ][\,1 \;\; {-3} \;\; 2\,] is already in RREF with one pivot, so x2x_2 and x3x_3 are free and x1=3x2−2x3x_1 = 3x_2 - 2x_3:

x=[3x2−2x3x2x3]=x2[310]+x3[−201].\mathbf{x} = \begin{bmatrix} 3x_2 - 2x_3 \\ x_2 \\ x_3 \end{bmatrix} = x_2\begin{bmatrix} 3 \\ 1 \\ 0 \end{bmatrix} + x_3\begin{bmatrix} -2 \\ 0 \\ 1 \end{bmatrix}.

The solution set is Span⁡{u,v}\operatorname{Span}\{\mathbf{u}, \mathbf{v}\} with u=(3,1,0)\mathbf{u} = (3, 1, 0) and v=(−2,0,1)\mathbf{v} = (-2, 0, 1). Neither is a multiple of the other, so it is a plane through the origin, which is exactly the plane described by the original equation.

Nonhomogeneous systems

Now let b≠0\mathbf{b} \ne \mathbf{0}. Solve Ax=bA\mathbf{x} = \mathbf{b} for the same AA as in the first example, with b=[13]\mathbf{b} = \begin{bmatrix} 1 \\ 3 \end{bmatrix}. The same row operations give

[12−112513]→[10−7−10131],\left[\begin{array}{ccc|c} 1 & 2 & -1 & 1 \\ 2 & 5 & 1 & 3 \end{array}\right] \to \left[\begin{array}{ccc|c} 1 & 0 & -7 & -1 \\ 0 & 1 & 3 & 1 \end{array}\right],

so x1=−1+7x3x_1 = -1 + 7x_3, x2=1−3x3x_2 = 1 - 3x_3, x3x_3 free, and

x=[−110]+x3[7−31]=p+tv.\mathbf{x} = \begin{bmatrix} -1 \\ 1 \\ 0 \end{bmatrix} + x_3\begin{bmatrix} 7 \\ -3 \\ 1 \end{bmatrix} = \mathbf{p} + t\mathbf{v}.

The vector v\mathbf{v} is the same one that spans the homogeneous solutions, and p=(−1,1,0)\mathbf{p} = (-1, 1, 0) is one particular solution of Ax=bA\mathbf{x} = \mathbf{b} (the one with x3=0x_3 = 0). The solution set is the line through p\mathbf{p} parallel to the homogeneous solution line.

This is no accident. If Ap=bA\mathbf{p} = \mathbf{b} and Avh=0A\mathbf{v}_h = \mathbf{0}, linearity gives A(p+vh)=b+0=bA(\mathbf{p} + \mathbf{v}_h) = \mathbf{b} + \mathbf{0} = \mathbf{b}. Conversely, if w\mathbf{w} is any solution of Ax=bA\mathbf{x} = \mathbf{b}, then A(w−p)=b−b=0A(\mathbf{w} - \mathbf{p}) = \mathbf{b} - \mathbf{b} = \mathbf{0}, so w−p\mathbf{w} - \mathbf{p} is a homogeneous solution.

Structure of solution sets

Suppose Ax=bA\mathbf{x} = \mathbf{b} is consistent and p\mathbf{p} is one solution. Then the solution set of Ax=bA\mathbf{x} = \mathbf{b} is the set of all vectors

w=p+vh,\mathbf{w} = \mathbf{p} + \mathbf{v}_h,

where vh\mathbf{v}_h is any solution of the homogeneous equation Ax=0A\mathbf{x} = \mathbf{0}. Geometrically, it is the homogeneous solution set translated by p\mathbf{p}.

In two variables the picture is easy to draw. The solutions of x1−2x2=0x_1 - 2x_2 = 0 form a line through the origin spanned by (2,1)(2, 1); the solutions of x1−2x2=4x_1 - 2x_2 = 4 are that same line shifted by the particular solution p=(4,0)\mathbf{p} = (4, 0).

Ax = 0 is the line through the origin (direction v = (2, 1)); Ax = b is the parallel line through p = (4, 0).Open in grapher →

Common mistake

A particular solution p\mathbf{p} is not unique; any single solution of Ax=bA\mathbf{x} = \mathbf{b} works, and different choices describe the same set. Also, the translated set p+Span⁡{v}\mathbf{p} + \operatorname{Span}\{\mathbf{v}\} generally does not contain 0\mathbf{0}, so it is not a span. Only homogeneous solution sets pass through the origin.

A recipe for parametric vector form

  1. Row reduce the augmented matrix to RREF.
  2. Write each basic variable in terms of the free variables.
  3. Write a typical solution x\mathbf{x} as a vector whose entries depend on the free variables.
  4. Split x\mathbf{x} into a constant vector p\mathbf{p} plus one vector for each free variable, with that free variable as its weight.

Tip

Check a parametric answer in two parts: ApA\mathbf{p} should equal b\mathbf{b}, and AvA\mathbf{v} should equal 0\mathbf{0} for each direction vector v\mathbf{v}. If both hold, every vector p+tv\mathbf{p} + t\mathbf{v} is a solution.

Practice

Practice 1

A homogeneous system has 33 equations and 55 unknowns. Which statement must be true?

Practice 2

How many free variables does the homogeneous equation x1−3x2+2x3=0x_1 - 3x_2 + 2x_3 = 0 (in R3\mathbb{R}^3) have?

Enter a number. Fractions like 3/4 and sqrt(2) are OK.

Practice 3

For A=[12−1251]A = \begin{bmatrix} 1 & 2 & -1 \\ 2 & 5 & 1 \end{bmatrix}, every solution of Ax=0A\mathbf{x} = \mathbf{0} has the form x3vx_3\mathbf{v}. If x3=2x_3 = 2, what is x1x_1?

Enter a number. Fractions like 3/4 and sqrt(2) are OK.

Practice 4

For the same AA and b=[13]\mathbf{b} = \begin{bmatrix} 1 \\ 3 \end{bmatrix}, the solutions of Ax=bA\mathbf{x} = \mathbf{b} are x=p+x3v\mathbf{x} = \mathbf{p} + x_3\mathbf{v}. Find the solution with x3=1x_3 = 1, as (x1,x2,x3)(x_1, x_2, x_3).

Enter a point like (2, -3)

Practice 5

Suppose Ap=bA\mathbf{p} = \mathbf{b} and Av=0A\mathbf{v} = \mathbf{0}. Which vector is also a solution of Ax=bA\mathbf{x} = \mathbf{b}?

Practice 6

The solution set of the system x1+x2+x3=3x_1 + x_2 + x_3 = 3,   x1−x2=1\;x_1 - x_2 = 1 in R3\mathbb{R}^3 is

Practice 7

Let A=[1−1212−1541033]A = \begin{bmatrix} 1 & -1 & 2 & 1 \\ 2 & -1 & 5 & 4 \\ 1 & 0 & 3 & 3 \end{bmatrix}. Write the solutions of Ax=0A\mathbf{x} = \mathbf{0} in parametric vector form. For the solution with x3=1x_3 = 1 and x4=−1x_4 = -1, what is (x1,x2)(x_1, x_2)?

Enter a point like (2, -3)