3.6 Existence of solutions to linear equations So far most of the systems of equations that we have encountered have had solutions. Now we want to look at situations where the system of equations does not have a solution. In particular, we want to give a systematic algorithm for determining if a system of equations does or does not have a solution. A related question is the following. Given a set of linear equations where the coefficients are fixed, but the numbers on the right hand side of the equations might change from time to time, does the set of linear equations have a solution for every set of numbers on the right hand side, i.e. is there always a solution? Here is set of linear equations that does not have a solution. Example 1. x + 2y = 3 (1) 2x + 4y = 1 The reason this does not have a solution is because if we multiply the first equation by 2 we get 2x + 4y = 6 which contradicts the second equation which says 2x + 4y = 1. The fact that this system does not have a solution has a nice interpretation in terms of superpositions. If we write the system in vector form we have x + 2y 3 = 2x + 4y 1 or x 2y 3 + = 2x 4y 1 or 1 2 3 x2 + y4 = 1 or xv1 + yv2 = b where 1 v1 = 2 , 2 v2 = 4 , 3 b = 1 So we want to write b as a superposition of v1 and v2. Note that v2 = 2v1, so if xv1 + yv2 = b, then xv1 + y2v1 = b or (x+2y)v1 = b or tv1 = b where t = x+2y. So, if there were a solution, then b would be a scalar multiple of v1, but this is not the case since the only vectors that are scalar mulitiples of v1 are those whose second components are twice their first. 3.6 - 1 How do we tell if a set of equations has a solution in terms of the elimination procedure we have been using. Let’s look at the above system from the point of view of the elimination procedure, both in terms of the equations and also in terms of the augmented matrix. Equations Augmented matrix 1 2 | 3 2 4 | 1 x + 2y = 3 2x + 4y = 1 In the equations, subtract 2E1 from E2. In the augmented matrix, subtract 2R1 from R2. 1 2 | 3 0 0 | -5 x + 2y = 3 0 = -5 In the equations, we have an equation (the last) that has the form 0 = (some non-zero number). In the augmented matrix, we have a row which is all zeros to the left of the vertical bar, and which is non-zero to the right of the vertical bar. In general, this is how we tell that a set of equations does not have a solution. Such a set of equations is often called inconsistent. Example 2. If we change the right hand side of the second equation in (1) to 6, so that the set is x + 2y = 3 (2) 2x + 4y = 6 then the second equation is twice the first, so that any solution to the first is a solution to the second. So, if x = 3 – 2y, then this will be a solution. For example, x = 3, y = 0 is a solution. In fact, there are infinitely many solutions and we can describe all the solutions as follows. x 3 - 2y 3 -2 y = y = 0 + y 1 x Thus the solutions can be viewed as those vectors y that can be written as the vector 3 -2 plus any multiple of the vector 0 1 . If we look at the system (2) in terms of superpositions we want 1 2 3 x2 + y4 = 6 3 1 Since 6 = 3 2 , one solution is x = 3, y = 0, as we have already noted. What does this look like in terms of the elimination procedure. 3.6 - 2 Equations Augmented matrix 1 2 | 3 2 4 | 6 x + 2y = 3 2x + 4y = 6 Subtract 2E1 from E2 or subtract 2R1 from R2. 1 2 | 3 0 0 | 0 x + 2y = 3 0 = 0 In the equations, we have an equation (the last) that has the form 0 = 0. In the augmented matrix, we have a row which is all zeros both to the left and to the right of the vertical bar. Such an equation or row does not affect the solutions and can be ignored. Example 3. To generalize Examples 1 and 2, consider the system x + 2y = b1 2x + 4y = b2 b1 3 where b = b can have different sets of values. In the first example (1), where b = 1 2 3 there was no solution, but in the second example (2) where b = 6 there was a solution. To summarize, there is a solution for some, but not all b. In fact there is a solution precisely if b2 = 2b1. Here is an example with three equations and three unknowns. Example 4. (3) x + 2y + 3z = 6 2x + 4y + 8z = 14 3x + 6y + 12z = 22 We go through the solution algorithm with the augmented matrix. 1 2 3 | 6 R2 - 2R1 R2 2 4 8 | 14 R - 3R R 1 3 3 3 6 12 | 22 1 2 0 0 0 0 3 | 6 R1 - 3R2 R1 1 | 1 R3 - 3R2 R3 3 | 4 1 2 0 0 0 0 1 2 0 0 0 0 3 | 6 2 | 2 -R2/2 R2 3 | 4 0 | 3 1 | 1 0 | 1 The final matrix is in reduced row echelon form. Interpreting it as equations we have 3.6 - 3 x + 2y = 3 z = 1 0 = 1 Since the final equation is 0 = 1, there is no solution. Let's generalize the above examples. We have a system of linear equations. a11 x1 + a12 x2 + + a1n xn = b1 a21 x1 + a22 x2 + + a2n xn = b2 am1 x1 + am2 x2 + + amm xn = bm (4) The number of equations may be different from the number of unknowns. When written in vector-matrix form it would be a11 a21 … am1 a12 a1n a22 a2n am2 x1 x2 … amn xm bb12 … bm = which has the form Au = b. The augmented matrix is M = a11 a21 … am1 a12 a1n a22 a2n am2 | b1 | b2 amn | bm Using the row operations we transform M to reduced row echelon form. Some possible reduced row echelon form matrices one might get are the following M1 = 1 0 0 1 … 0 0 0 | c1 0 | c2 1 | cm M2 = 3.6 - 4 1 0 0 1 … 0 0 0 d1 | c1 0 d2 | c2 1 dm | cm M3 = 1 0 0 1 … 0 0 0 0 0 | c1 0 | c2 1 | cm-1 0 | 0 M4 = 1 0 0 1 … 0 0 0 0 0 | c1 0 | c2 1 | cm-1 0 | cm In the first three case the original equations have a solution. In the first case n = m and the solution is x1 = c1 x2 = c2 xn = cn In the second case n = m + 1 and the solution is x1 = c1 – d1 x2 = c2 – d2 xn = cn – dn In the third case n = m – 1 and the solution is the same as in the first case. In the last case n = m – 1. The final equation is 0 = cm. If cm 0 there is no solution. In general, we have the following rule to tell if the system (4) has a solution? We transfrom the augmented matrix to reduced row echelon form. Suppose the leading 1 in some row is in the column to the right of the vertical line, i.e. it is all zero's to the left of the vertical line and a 1 to the right of the vertical line. Then the corresponding equation is 0 = 1 and there is no solution. If such a row is not present in an augmented matrix in reduced row echelon form then there is a solution. To summarize Theorem 1. Consider a system of equations and suppose we transform the original augmented matrix M to reduced row echelon form using elementary row operations. Call the reduced row echelon form matrix M'. If no row of M' has a leading 1 in the column to the right of the vertical line, then there is a solution. If some row of M' has a leading 1 in the column to the right of the vertical line, then there is no solution. Now we look at a more general question. Consider a system of equations of the form (4). Suppose the coefficients aij are fixed and we consider the system for different choices of the numbers bi on the right side. How can we tell if the system has a solution for every choice of numbers bi on the right side? Let's look at an example. Example 5. Does the following system of equations have a solution for every choice of b1, b2 and b3? 3.6 - 5 (5) -x 3x + + 2z - w = b1 y - z + 4w = b2 6y + 5z + w = b3 We go through the solution algorithm with the augmented matrix. 1 2 3 | 6 R2 - 2R1 R2 2 4 8 | 14 R - 3R R 1 3 3 3 6 12 | 21 1 2 0 0 0 0 3 | 6 R1 - 3R2 R1 1 | 1 R3 - 3R2 R3 3 | 4 1 2 0 0 0 0 1 2 0 0 0 0 3 | 6 2 | 2 -R2/2 R2 3 | 4 0 | 3 1 | 1 0 | 1 Problem 1. Show that the following system of equations has a solution for every choice of b1 and b2. 3x + y = b1 x + 2y = b2 Example 6. Does the following system of equations have a solution? Equations Augmented matrix 0 1 -4 | -2 M = 1 - 1 3 | 4 3 1 -7 | 9 y - 4z = - 2 x - y + 3z = 4 3x + y - 7z = 9 0 1 -4x -2 Remark. These equations are equivalent to 1 - 1 3 y = 4 or Au = b where 3 1 -7z 9 0 1 -4 x -2 A = 1 - 1 3 , u = y and b = 4 . They are also equivalent to 3 1 -7 z 9 0 1 -4 -2 0 1 1 1 3 4 x +y +z = or xv1 + yv2 + zv3 = b where v1 = , 3 1 -7 9 3 1 4 v2 = - 1 and v3 = 3 . To solve, we interchange the first and second equations. 1 -7 Equations (9) Augmented matrix 1 -1 3 | 4 M1 = 0 1 - 4 | - 2 3 1 -7 | 9 x - y + 3z = 4 y - 4z = - 2 3x + y - 7z = 9 3.6 - 6 Subtract 3 times the first equation from the third giving Equations Augmented matrix x - y + 3z = 4 y - 4z = - 2 4y - 16z = - 3 M2 1 -1 3 | 4 = 0 1 -4 | - 2 0 4 -16 | - 3 Subtract 4 times the second equation from the third giving Equations x - y + 3z = 4 y - 4z = - 2 0 = 5 Augmented matrix M3 1 -1 3 | 4 = 0 1 -4 | - 2 0 0 0 | 5 Since the last equation is 0 = 5, there is no solution. 3.6 - 7