1 Inhomogeneous linear systems.
Transcript
1 Inhomogeneous linear systems.
Geometry at Lingotto. LeLing3: Inhomogeneous linear systems. Contents: ¯ • Inhomogeneous linear systems. • Gauß-Jordan for inhomogeneous systems. • The general solution. • General solution as sum of the ‘homogeneous’ solution plus a particular solution. • Geometric meaning of solutions. Recommended exercises: GeoLing 3,5. ¯ 1 Inhomogeneous linear systems. A system of equations of the form: a1 1 x 1 + a1 2 x 2 + · · · + a1 n x n = b 1 a2 1 x 1 + a2 2 x 2 + · · · + a2 n x n = b 2 a3 1 x 1 + a3 2 x 2 + · · · + a3 n x n = b 3 S= . . . ................................ am 1 x 1 + am 2 x 2 + · · · + am n x n = b m with at least one bj different from zero is called inhomogeneous or non-homogeneous system of linear equations in n unknonws and m equations. 0 0 0 The zero column 0 = .. is never a solution of an inhomogeneous system. . 0 0 Example 1.1. Two examples: A= x−y =1 x+y =0 B= 3x1 − x2 + x4 = 3 x5 − x6 = −2 The system is not hard to remember if one uses the augmented matrix : Ingegneria dell’Autoveicolo, LeLing3 1 Geometry 1.1 The notion of solution. Geometry at Lingotto. ··· ··· ··· .. . a1 n a2 n a3 n .. . am 1 am 2 · · · am n a1 1 a2 1 a3 1 .. . a1 2 a2 2 a3 2 .. . The matrix A is the coefficient matrix: a1 1 a1 2 a2 1 a2 2 a3 1 a3 2 .. .. . . am 1 am 2 ··· ··· ··· .. . a1 n a2 n a3 n .. . ··· am n b1 b2 b3 .. . bm and the last column of the augmented matrix is denoted with B = b1 b2 b3 .. . . bm The symbol (A|B) is used to indicate the augmented matrix of an inhomogeneous system having A as coefficient matrix and B as the above mentioned column. Example 1.2. The augmented matrices of the previous examples are: 1 −1 1 3 −1 0 1 0 0 3 1 1 0 0 0 0 0 1 −1 −2 Note the relation between the unknown x1 and the first column of A, x2 and the second column of A, etcetera, and at last, the relation between the equations of S and the rows of A. Remark 1.3. Be extremely carefulwhen writing the matrix associated to a system. 3x + y = 0 3 1 0 The matrix of is not . 3y + x = 2 3 1 2 1.1 The notion of solution. The most striking difference between homogeneous and inhomogeneous systems concerns the existence of a solution (the zero column 0 is not a solution in the inhomogeneous Ingegneria dell’Autoveicolo, LeLing3 2 Geometry 1.2 Equivalent systems and EROs. Geometry at Lingotto. case, by definition!!). That is to say, inhomogeneous system might admit no solution at all, like in this example: I= x=0 . x=1 It is a system on 1 equation in 1 unknown that clearly has no solution. Its matrix 1 0 is: 1 1 Definition 1.4. A linear system is inconsistent if it has no solution. Otherwise the system is called consistent. Later we will explain how to decide whether a system is consistent or not. As for the homogeneous systems, a solution to a system S is a column R = (ri ) whose elements satisfy each equation of the system S when substituted to the unknowns xi . Solutions are thus written as columns. 1.2 Equivalent systems and EROs. As for homogeneous systems, S and S 0 are said equivalent if they admit the same solutions. The elementary row operations ERO1, ERO2, ERO3 can be used to generate equivalent systems starting from a given system. Once again one works on the system’s matrix. The idea is to simplify the system using EROs. 1.3 Gauß-Jordan elimination. The Gauß-Jordan method can be adapted to solve inhomogeneous systems as well. We simply act on the augmented matrix as if dealing with a homogeneous system, using the Gaußstep only on the coefficient matrix A. Ingegneria dell’Autoveicolo, LeLing3 3 Geometry 1.3 Gauß-Jordan elimination. Geometry at Lingotto. 1 −1 1 Example 1.5. We show how to solve the system with matrix . We find 1 1 0 R2 /2 1 −1 1 R2 −R1 1 −1 1 1 −1 1 =⇒ =⇒ 1 1 0 0 2 −1 0 1 −1/2 Here ends the Gauß step and begins the Jordan step. Then 1 −1 1 1 0 1/2 R1 +R2 =⇒ 0 1 −1/2 0 1 −1/2 At the end x = 1/2 and y = −1/2, so the solution is the column 1/2 −1/2 . The vertical line separating the matrix coefficient from the column B tells where to end the Gauß step. It may happen to have to solve many systems simultaneously. If so, we may just juxtapose the columns B of the various systems after th vertical line and proceed as before. For instance: Example 1.6. The systems 3x1 − x2 + x4 + 3x5 = 1 x5 − x6 = −1 3x1 − x2 + x4 + 3x5 = 4 x5 − x6 = 7 have a common coefficient matrix and can therefore be solved at he same time by considering: 3 −1 0 1 3 0 1 4 0 0 0 0 1 −1 −1 7 1 −1/3 0 1/3 1 0 1/3 4/3 With R1 /3 we get 0 0 0 0 1 −1 −1 7 and ends Gauß. By R1 − R2 we find 1 −1/3 0 1/3 0 1 4/3 −17/3 0 0 0 0 1 −1 −1 7 and finish the Jordan step. The equivalent systems obtained are: x1 − 1/3x2 + 1/3x4 + x6 = 4/3 x5 − x6 = −1 Ingegneria dell’Autoveicolo, LeLing3 4 x1 − 1/3x2 + 1/3x4 + x6 = −17/3 x5 − x 6 = 7 Geometry 1.4 General solution Geometry at Lingotto. The solutions come from assigningto x2 , x3 , x4 , x6 arbitrary values finding x1 , x5 x2 and x4 x4 x2 4 − − x + − − x6 − 17 6 3 3 3 3 3 3 x x 2 2 x3 x3 from the system for the first system and x x 4 4 x6 − 1 x6 + 7 x6 x6 for the second. 1.4 General solution The solutions of x2 3 3x1 − x2 + x4 + 3x5 = 1 are x5 − x6 = −1 is a sum of two x2 3 − x4 3 x2 x3 x4 x6 x6 − x6 + 4 3 0 0 0 −1 0 − x4 3 − x6 + x2 x3 x4 x6 − 1 x6 4 3 . This column where the former involves the parameters, while the latter does not depend on the unknowns and is called particular solution. To a non-homogeneous system S with matrix (A|B) one can associate a homogeneous system: just take A as matrix of a homogeneous system. Theorem 1.7. Let S be an inhomogeneous system with matrix (A|B). Call X0 an arbitrary solution of S . Then every solution of S can be expressed as: X0 + Y where Y is the solution of the associated homogeneous system. So the knowledge of an inhomogeneous solution allows to find all solutions by solving the associated homogeneous system. Ingegneria dell’Autoveicolo, LeLing3 5 Geometry 1.4 General solution Geometry at Lingotto. 1 Example 1.8. The column 2 solves the system 3 x+y+z =6 S= 2x − y − 3z = −9 1 x 2 y with The solutions of S can be written as: + 3 z x+y+z =0 2x − y − 3z = 0 Ingegneria dell’Autoveicolo, LeLing3 6 Geometry 1.5 Geometric interpretation. 1.5 Geometry at Lingotto. Geometric interpretation. A linear equation ax = b represents the point x = b a of the real line, provided a 6= 0. Example 1.9. The system 3x = 3 has x = 1 as solution, a point of the real line. Similarly, a linear equation ax + by = c in two unknowns x, y represents a straight line in the plane, if a 6= 0 or b 6= 0. Example 1.10. The system 3x + 2y = 3 has as solution a straight line in the plane. Any equation of a system with two variables can be understood geometrically as a line in the plane. If these lines intersect at a common point the system is consistent, otherwise it will be inconsistent. y−x=1 x 1 The solution of is = , y + 2x = 4 y 2 hence the intersection point of the two lines. Take the inconsistent system y−x=1 . The lines y − x = −1 are parallel, hence do not meet. Ingegneria dell’Autoveicolo, LeLing3 7 Geometry 1.5 Geometric interpretation. Geometry at Lingotto. The equation x+y +3z = 0, with three variables, is a plane in space. The inconsistent system z=1 has no solution: z = −1 At last, here is the line solution of a consisten system, seen as intersection of two planes in space: Ingegneria dell’Autoveicolo, LeLing3 8 Geometry