Chapter 1 (Linear Equations in Linear Algebra): System of linear equations (线性方程组)

本文为《Linear algebra and its applications》的读书笔记

System of linear equations (线性方程组)

• Linear equation (线性方程):
  $$a_1{x}_1+a_2{x}_2+..+a_n{x}_n=b$$
• A system of linear equations (or a linear system) is a collection of one or more linear equations involving the same variables—say, $x_1,...,x_n$. An example is
  
  • A solution of the system (线性方程组的解)
  • The solution set of the linear system: The set of all possible solutions (线性方程组的解集). A system of linear equations has
    • no solution, or
    • exactly one solution, or
    • infinitely many solutions.
  • Two linear systems are called equivalent if they have the same solution set
  • A system of linear equations is said to be consistent (相容的) if it has either one solution or infinitely many solutions; a system is inconsistent (不相容的) if it has no solution.

Matrix Notation (矩阵记号)

• The essential information of a linear system can be recorded compactly in a rectangular array called a matrix. Given the system
  with the coefficients of each variable aligned in columns, the matrix
  is called the coefficient matrix (or matrix of coefficients) (系数矩阵), and
  is called the augmented matrix (增广矩阵) of the system. An augmented matrix of a system consists of the coefficient matrix with an added column containing the constants from the right sides of the equations.
• Size of a matrix (维度): $m\times n$

The text defines the size of a matrix. Don’t use the term dimension, even though that appears in some computer programming languages, because in linear algebra, dimension refers to another concept (in Section 4.5).

Solving a Linear System (解线性方程组)

• The basic strategy is to replace one system with an equivalent system that is easier to solve.
  • Roughly speaking, use the $x_1$ term in the first equation of a system to eliminate the $x_1$ terms in the other equations.
  • Then use the $x_2$ term in the second equation to eliminate the $x_2$ terms in the other equations, and so on, until you finally obtain a very simple equivalent system of equations.
• Three basic operations are used to simplify a linear system: ELEMENTARY ROW OPERATIONS (初等行变换)
  • (1) (Replacement) Replace one row by the sum of itself and a multiple of another row.
  • (2) (Interchange) Interchange two rows.
  • (3) (Scaling) Multiply all entries in a row by a nonzero constant.
• Two matrices are called row equivalent (行等价的) if there is a sequence of elementary row operations that transforms one matrix into the other. If the augmented matrices of two linear systems are row equivalent, then the two systems have the same solution set.

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EXAMPLE 1

• Example 1 illustrates how operations on equations in a linear system correspond to operations on the appropriate rows of the augmented matrix (线性方程的变换对应于增广矩阵的行变换)
  
• Keep $x_1$ in the first equation and eliminate it from the other equations. To do so, add -5 times equation 1 to equation 3.
  
• Now, multiply equation 2 by 1/2 in order to obtain 1 as the coefficient for $x_2$.
  
• Use the $x_2$ in equation 2 to eliminate the 10$x_2$ in equation 3
  
• Now, multiply equation 3 by 1/30 in order to obtain 1 as the coefficient for $x_3$.
  
• The new system has a triangular form (三角形形式)
  
  It shows that the only solution of the original system is (1, 0, -1)
  

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Summary of the Elimination Method (for This Section)

1. The first equation must contain an $x_1$. Interchange equations, if necessary. This will create a nonzero entry in the first row, first column, of the augmented matrix.
2. Eliminate $x_1$ terms in the other equations.
3. Obtain an $x_2$ term in the second equation. (Interchange the second equation with one below, if needed, but don’t touch the first equation.) You may scale the second equation, if desired, to create a 1 in the second column and second row of the matrix.
4. Eliminate $x_2$ terms in equations below the second equation, using replacement operations.
5. Continue with $x_3$ in the third equation, $x_4$ in the fourth equation, etc., eliminating these variables in the equations below. This will produce a “triangular” system (at least for systems in this section).

注意化简过程中是优先化得三角形矩阵

Existence and Uniqueness Questions

即方程组是否相容、如果有解则解是否唯一

As you will see later, determining the number of solutions in the solution set is sometimes more important than actually computing the solution or solutions.

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• Pay close attention to the augmented matrix in (7). Its last row is typical of an inconsistent system in triangular form.
  

If you only need to determine the existence or uniqueness of a solution, you can stop row operations when you reach a “triangular” form.