====== 2. Systems of linear equations and matrices ======
A **system of linear equations** is a collection of linear equations involving the same set of variables.
For example,
$$
\begin{cases}
5 x_1 + 2 x_2 = 4\\
3 x_1 + 6 x_2 = 7
\end{cases}
$$
is a system of two linear equations, both of then involving two variables $x_1$ and $x_2$ (the unknowns).
The numbers $\ 5,\ 2$ and $\ 3,\ 6$ are called **the coefficients of the system**, and $\ 4$ and $\ 7$
are **the constant terms**.
A general system of $m$ linear equations with $n$ unknowns can be written as
$(\ast)$
$
\begin{align*}
\left\{
\begin{aligned}
a_{11}x_1 +\, a_{12}x_2\, +\, \dots\, +\, a_{1n}x_n&=b_1\\
a_{21}x_1 +\, a_{22}x_2\, +\, \dots\, +\, a_{2n}x_n&=b_1\\
\dots\qquad\qquad\qquad\qquad&\\
a_{m1}x_1 + a_{m2}x_2 + \dots + a_{mn}x_n&=b_m\\
\end{aligned}
\right.
\end{align*},
$
where $\ x_1,\ x_2,\ \dots\ ,\ x_n$ are the unknowns, $\ a_{11},\ a_{12},\ \dots\ ,\ a_{mn}$
are the coefficients of the system, and $\ b_1,\ b_2,\ \dots\ ,\ b_m $ are the constant terms.
According to [[01_matrices#m_multiplication|matrix multiplication]]
$$
\begin{pmatrix}
a_{11}x_1 +\, a_{12}x_2\, +\, \dots\, +\, a_{1n}x_n\\
a_{21}x_1 +\, a_{22}x_2\, +\, \dots\, +\, a_{2n}x_n\\
\vdots\\
a_{m1}x_1 + a_{m2}x_2 + \dots + a_{mn}x_n
\end{pmatrix}=
\begin{pmatrix}
a_{11}&a_{12}&\dots &a_{1n}\\
a_{21}&a_{22}&\dots &a_{2n}\\
\vdots & \vdots &\ddots&\vdots\\
a_{m1}&a_{m2}&\dots &a_{mn}
\end{pmatrix}
\begin{pmatrix}
x_1\\
x_2\\
\vdots\\
x_m
\end{pmatrix}.
$$
Since two matrices are equal if and only if all the corresponding elements of the two matrices
are equal, and we have
$$
a_{11}x_1 +\, a_{12}x_2\, +\, \dots\, +\, a_{1n}x_n=b_1,\\
a_{21}x_1 +\, a_{22}x_2\, +\, \dots\, +\, a_{2n}x_n=b_2,\\
\dots\\
a_{m1}x_1 + a_{m2}x_2 + \dots + a_{mn}x_n=b_m,
$$
we can write down the system [[02_equations_and_matrices#lin_system_1|$(\ast)$]] in matrix notation as follows
$(\ast\ast)$
$$
\begin{pmatrix}
a_{11}&a_{12}&\dots &a_{1n}\\
a_{21}&a_{22}&\dots &a_{2n}\\
\vdots & \vdots &\ddots&\vdots\\
a_{m1}&a_{m2}&\dots &a_{mn}
\end{pmatrix}
\begin{pmatrix}
x_1\\
x_2\\
\vdots\\
x_m
\end{pmatrix}=
\begin{pmatrix}
b_1\\
b_2\\
\vdots\\
b_m
\end{pmatrix}.
$$
:?: What is the matrix notation for
|$\begin{cases}2 x_1 - 3x_2 = 1\\-7 x_1 + 6 x_2 = 8\end{cases}$|$\begin{cases} -6x_1 +2x_3 = -1\\4x_1 -5x_2 +9 x_3 = 7\\-8x_2 -x_3 = -6 \end{cases}$|$\begin{cases}5x +7y-2x = 3\\-1x-4y+6x = 9\end{cases}$|
|++Answer | $\begin{pmatrix}2&-3\\-7&6\end{pmatrix}\begin{pmatrix}x_1\\x_2\end{pmatrix}=\begin{pmatrix}1\\8\end{pmatrix}$ ++ | ++Answer | $\begin{pmatrix}-6&0&2\\4&-5&9\\0&-8&-1\end{pmatrix}\begin{pmatrix}x_1\\x_2\\x_3\end{pmatrix}=\begin{pmatrix}-1\\7\\6\end{pmatrix}$ ++ |++Answer | $\begin{pmatrix}3&7\\5&-4\end{pmatrix}\begin{pmatrix}x\\y\end{pmatrix}=\begin{pmatrix}3\\9\end{pmatrix}$ ++|
Also, **the augmented matrix**
$$
\left(\begin{array}{rrrr|r}
a_{11}&a_{12}&\dots &a_{1n}&b_1\\
a_{21}&a_{22}&\dots &a_{2n}&b_2\\
\vdots & \vdots &\ddots&\vdots&\vdots\\
a_{m1}&a_{m2}&\dots &a_{mn}&b_m
\end{array}\right),
$$
where the firts row represence the first equation, the second row represence the second equation and so on,
has exactly the same information as the original system [[02_equations_and_matrices#lin_system_2|$(\ast\ast)$]].
The augmented matrix can be used for solving the system of linear equations.
For example, let us consider solving the system
;#;
$
\begin{align*}
\left\{
\begin{aligned}
1x - 2y &= 2\\
2x + 4y &= 12
\end{aligned}
\right.
\end{align*}
$
;#;
by using the facts that
* we can multiply an equation (that is, every term of an equation) with a nonzero constant without changing the solution, e.g.,
;#;
$5x+3=-2\quad \Longleftrightarrow \quad\color{blue}{\frac{1}{5}}\cdot5x+\color{blue}{\frac{1}{5}}\cdot3=\color{blue}{\frac{1}{5}}\cdot(-2)$;
;#;
* an equation which is obtained by adding some value to both sides of an initial equation, has the same solution as the initial equation, e.g.
;#;
$5x+3=-2\quad \Longleftrightarrow \quad 5x+3\color{blue}{-3}=-2\color{blue}{-3}$,
;#;
;#;
but also
$\quad 2x+y=7\quad \Longleftrightarrow \quad 2x+y\color{blue}{+4x-y}=7\color{blue}{-2}\text{,}\quad$ if $\quad 4x-y=-2$.
;#;
Thus, a step-by-step solution for the system is
$
\begin{align*}
\left\{
\begin{array}{rrrrr}
1x & - & 2y & = & 2\\
2x & + & 4y & = & 12
\end{array}
\right.
\overset{R_2-2\cdot R_1}\Longleftrightarrow
\left\{
\begin{array}{rrrrr}
1x & - & 2y & = & 2\\
& + & 8y & = & 8\\
\end{array}
\right.
\overset{\frac{1}{8}\cdot R_2}\Longleftrightarrow
\left\{
\begin{array}{rrrrr}
1x & - & 2y & = & 2\\
& & y & = & 1\\
\end{array}
\right.
\overset{R_1+2\cdot R_2}\Longleftrightarrow
\left\{
\begin{array}{rrrrr}
x & & & = & 4\\
& & y & = & 1\\
\end{array}
\right.
\end{align*},
$
where $R_1$ denotes the first equation and $R_2$ denotes the second equation. It can be written down also in terms of matrices:
$
\begin{align*}
\left(\begin{array}{rr|r}
1 &-2 &2\\
2 & 4 &12\\
\end{array}\right)
\quad\overset{R_2-2\cdot R_1}\longrightarrow\quad
\left(\begin{array}{rr|r}
1 &-2 &2\\
0 & 8 &8\\
\end{array}\right)
\quad\overset{\frac{1}{8}\cdot R_2}\longrightarrow\quad
\left(\begin{array}{rr|r}
1 &-2 &2\\
0 & 1 &1\\
\end{array}\right)
\quad\overset{R_1+2\cdot R_2}\longrightarrow\quad
\left(\begin{array}{rr|r}
1 & 0 &4\\
0 & 1 &1\\
\end{array}\right)\enspace,
\end{align*}
$
where the first row of the matrices re-presence the first equation and the second row of the matrices
re-presence the second equation.
Thus, solving a system of linear equation can be viewed as manipulating the corresponding
augmented matrix rows. It is something a computer can easily do and thus, it makes possible to solve
a system of linear equations by a computer.
The algorithm of making matrix row manipulations for solving the system of linear equations
is known as **Gaussian elimination
algorithm**.
[[linear_algebra:03_gaussian_elimination]]