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Applied Mathematics

Section 1.5 General \(=\) Homogeneous \(+\) Nonhomogeneous

If we return to the solution set in ExampleΒ 1.4.5 in the previous section:
\begin{equation*} \left\{ \begin{bmatrix} 0 \\ 1 \\ 0 \\ 0 \\0 \end{bmatrix} x_2 + \begin{bmatrix} 9 \\ 0 \\ 0 \\ 1 \\ 0 \end{bmatrix} x_4 + \begin{bmatrix} -46 \\ 0 \\ -13 \\ 0 \\ 9 \end{bmatrix} \; | \; x_2, x_4 \in \mathbb{R} \right\}. \end{equation*}
where the third vector is a particular solution and the other two vectors are multiplied by free variables (parameters). This form will give us a lot of information about the solution set.

Definition 1.5.2.

A linear equation is homogeneous if the constant term (on the right hand side) is 0. A linear system is homogeneous if all constant terms are 0.
The next two examples show the possible results of a homogeneous system.

Example 1.5.3.

Find the solution to the linear system:
\begin{align*} 2x - 3y \amp = 0, \\ 5x + 2y \amp =0, \end{align*}
Solution.
Using the row operation, \(-5R_1 + 2R_2 \rightarrow R_2\text{,}\) we get
\begin{align*} 2x - 3y \amp = 0, \\ 0x + 19y \amp = 0, \end{align*}
and from back substitution, we get the solution \((0,0)\) and note that this is a unique solution.

Example 1.5.4.

Find the solution to the homogeneous linear system from ExampleΒ 1.1.4.
\begin{align*} k_1 \amp = 2k_3, \\ 3k_1 + 2k_2 \amp = 4k_3 + 2k_4, \\ 2k_2 \amp = k_4. \end{align*}
Solution.
In ExampleΒ 1.3.14, we wrote down the solution
\begin{equation*} \{ (k_4, \frac{1}{2} k_4, \frac{1}{2} k_4, k_4) \; | \; k_4 \in \mathbb{R} \}, \end{equation*}
In vector form the solution is
\begin{equation*} \left\{ \begin{bmatrix} 1 \\ 1/2 \\ 1/2 \\ 1 \end{bmatrix} k_4 \; | \; k_4 \in \mathbb{R} \right\}. \end{equation*}
In this case, the solution set has an infinite number of points.

Proof.

First, use Gauss’ method to reduce the linear system to echelon form.
Let row \(m\) be the bottom-most row that is not in the form \(0=0\text{,}\) it will have the form:
\begin{equation*} a_{m,\ell_m} x_{\ell_m} + a_{m,\ell_m+1} x_{\ell_m+1} + \cdots + a_{m,n} x_n = 0 \end{equation*}
and since \(x_{\ell_m}\) is a leading variable \(a_{m,\ell_m} \neq 0\text{.}\) (Note: \(\ell\) means leading, so \(\ell_m\) means the column (variable \#) of the leading variable in the \(m\)th row.) Solving for \(x_{\ell_m}\text{:}\)
\begin{equation*} x_{\ell_m} = -\frac{a_{m,\ell_m+1}}{a_{m,\ell_m}} x_{\ell_m+1} - \cdots -\frac{a_{m,n}}{a_{m,\ell_m}} x_n \end{equation*}
This equation shows how to write \(x_{\ell_m}\) in terms of the free variables to the right of column \(\ell_m\text{.}\) There may or may not be free variables. If there are not then it says that \(x_{\ell_m}=0\text{.}\)
Next, in the induction proof, assume that some row \(t\leq m\text{,}\) can be written
\begin{equation*} x_{\ell_t} = \text{linear combination of free variables}.\text{,} \end{equation*}
then row \(t-1\) of the linear system in echelon form is:
\begin{equation*} a_{t-1,\ell_{t-1}} x_{\ell_{t-1}} + a_{t-1,\ell_{t-1}+1} x_{\ell_{t-1}+1} + \cdots + a_{t-1,n} x_n = 0 \end{equation*}
with \(a_{t-1,\ell_{t-1}} \neq 0\) and thus solve for \(x_{\ell_{t-1}}\) by subtracting all other terms and dividing through by \(a_{t-1,\ell_{t-1}}\text{.}\) Thus \(x_{\ell_{t-1}}\) is written as a linear combination of all variables to the right. For each leading variable on the right, replace it with its solution from back-substitution. Thus \(x_{\ell_{t-1}}\) can be written as
\begin{equation*} x_{\ell_{t-1}} = \text{linear combination of free variables} \end{equation*}
Inductively, each leading variable can be written in this form. The \(c_i\) in the statement of the lemma are the free variables and the vectors \(\vec{\beta}_i\) are coefficients of the free variable corresponding to \(c_i\) in each \(x_{\ell_i}\text{.}\)

Subsection 1.5.1 Non-homogeneous Systems

Definition 1.5.6. Homogeneous and Nonhomogeneous Systems.

If a system is not homogeneous, it is called non-homogeneous. For a non-homogeneous system, there is an associated homogeneous system found by replacing the right hand side with zeros.

Example 1.5.7. Solving a nonhomogeneous systems.

Solve
\begin{align*} x + 3y -z \amp = 9,\\ + y + 3z \amp = 6,\\ x+4y +2z \amp = 15, \end{align*}
and it’s associated homogenous system.
Solution.
First, we write the augmented coefficient matrix
\begin{equation*} \left[\begin{array}{rrr|r} 1 \amp 3 \amp -1 \amp 9 \\ 0 \amp 1 \amp 3 \amp 6 \\ 1 \amp 4 \amp 2 \amp 16 \end{array}\right] \end{equation*}
and then we put this matrix in row-reduced echelon form.
\begin{align*} -R_1+R_3 \rightarrow R_3, \qquad \left[\begin{array}{rrr|r} 1 \amp 3 \amp -1 \amp 9 \\ 0 \amp 1 \amp 3 \amp 6 \\ 0 \amp 1 \amp 3 \amp 6 \end{array}\right] \\ -R_2 + R_3 \rightarrow R_3, \qquad \left[\begin{array}{rrr|r} 1 \amp 3 \amp -1 \amp 9 \\ 0 \amp 1 \amp 3 \amp 6 \\ 0 \amp 0 \amp 0 \amp 0 \end{array}\right] \\ -3R_2 + R_1 \rightarrow R_1, \qquad \left[\begin{array}{rrr|r} 1 \amp 0 \amp -10 \amp -9 \\ 0 \amp 1 \amp 3 \amp 6 \\ 0 \amp 0 \amp 0 \amp 0 \end{array}\right] \end{align*}
Let \(z=t\) since it is a free variable and thus the solution can be written:
\begin{align*} x \amp = 10 t -9\\ y \amp = -3t+6\\ z \amp = t \end{align*}
so the solution can be written in vector form as
\begin{equation*} \left\{ \begin{bmatrix} 10 \\ -3 \\ 1 \end{bmatrix} t + \begin{bmatrix} -9 \\ 6 \\ 0 \end{bmatrix} \; | \; t \in \mathbb{R} \right\} \end{equation*}
and recall that \((-9,6,0)\) is a particular solution.
The associated homogeneous system is
\begin{align*} x + 3y -z \amp = 0, \\ + y + 3z \amp = 0, \\ x+4y +2z \amp = 0, \end{align*}
and the solution can be found by first writing the augmented coefficient matrix
\begin{equation*} \left[\begin{array}{rrr|r} 1 \amp 3 \amp -1 \amp 0 \\ 0 \amp 1 \amp 3 \amp 0 \\ 1 \amp 4 \amp 2 \amp 0 \end{array}\right] \end{equation*}
and then we put this matrix in row-reduced echelon form.
\begin{align*} -R_1+R_3 \rightarrow R_3, \qquad \left[\begin{array}{rrr|r} 1 \amp 3 \amp -1 \amp 0 \\ 0 \amp 1 \amp 3 \amp 0 \\ 0 \amp 1 \amp 3 \amp 0 \end{array}\right] \\ -R_2 + R_3 \rightarrow R_3, \qquad \left[\begin{array}{rrr|r} 1 \amp 3 \amp -1 \amp 0 \\ 0 \amp 1 \amp 3 \amp 0\\ 0 \amp 0 \amp 0 \amp 0 \end{array}\right] \\ -3R_2 + R_1 \rightarrow R_1, \qquad \left[\begin{array}{rrr|r} 1 \amp 0 \amp -10 \amp 0 \\ 0 \amp 1 \amp 3 \amp 0 \\ 0 \amp 0 \amp 0 \amp 0 \end{array}\right] \end{align*}
which has the solution, using \(z=t\)
\begin{align*} x \amp = 10 t \\ y \amp = -3t \\ z \amp = t \end{align*}
which can be written in vector form as
\begin{equation*} \left\{ \begin{bmatrix} 10 \\ -3 \\ 1 \end{bmatrix}z \; | \; z \in \mathbb{R} \right\} \end{equation*}
The above example indicates that a solution to non-homogeneous system consists of a particular solution and the solution to the associated homogeneous system.

Proof.

To prove this, we will first show that any solution \(\vec{s}\) of the non-homogeneous linear system,
\begin{equation} a_{i,1} x_1 + a_{i,2} x_2 + \cdots + a_{i,n} x_n = b_i \qquad \text{for}\; i=1,2,\ldots,m\tag{1.5.1} \end{equation}
then \(\vec{s}-\vec{p}\) satisfies the associated homogeneous system,
\begin{equation*} a_{i,1} x_1 + a_{i,2} x_2 + \cdots + a_{i,n} x_n = 0 \qquad \text{for}\; i=1,2,\ldots,m \end{equation*}
then show that if \(\vec{h}\) is a solution to the associated homogeneous system, then \(\vec{h}+\vec{p}\) satisfies the non-homogeneous system.
  1. Assume that \(\vec{s}=(s_1,s_2, \ldots,s_n)\) satisfies (1.5.1), that is
    \begin{equation*} a_{i,1} s_1 + a_{i,2} s_2 + \cdots + a_{i,n} s_n = b_i \qquad \text{for}\; i=1,2,\ldots,m, \end{equation*}
    then \(\vec{s}-\vec{p}\) satisfies
    \begin{align*} a_{i,1} (s_1-p_1)\amp + a_{i,2}(s_2-p_2) + \cdots + a_{i,n}(s_n-p_n)\\ \qquad \amp = a_{i,1} s_1 - a_{i,1} p_1 + a_{i,2} s_2 - a_{i,2} p_2 + \cdots + a_{i,n} s_n - a_{i,n} p_n \\ \amp = (a_{i,1} s_1 + a_{i,2} s_2 + \cdots + a_{i,n} s_n) - \\ \amp \qquad (a_{i,1} p_1 + a_{i,2} p_2 + \cdots + a_{i,n} p_n) \\ \amp = b_i - b_i = 0 \end{align*}
    the associated homogeneous system.
  2. Next assume that \(\vec{h}\) satisfies (1.5.1). Then we show that \(\vec{h}+\vec{p}\) satisfies:
    \begin{align*} a_{i,1} (h_1+p_1)\amp + a_{i,2} (h_2+p_2) + \cdots + a_{i,n} (h_n+p_n)\\ \amp = a_{i,1} h_1 + a_{i,2} h_2 + \cdots + a_{i,n} h_n + \\ \amp \qquad a_{i,1} p_1 + a_{i,2} p_2 + \cdots + a_{i,n} p_n \\ \amp = 0 + b_i = b_i \end{align*}
    satisfies (1.5.1).
As a summary of this section, the title
\begin{equation*} \text{Solution} = \text{Particular} + \text{Homogeneous} \end{equation*}
and if we can find any particular solution and add it to the homogeneous solution, then we have the full solution.
Table 1.5.9. Summary of Solutions
number of solutions of the
associated homogeneous system
particular one infinitely many
solution yes unique solution infinitely many solutions
exists? no no solutions no solutions

Subsection 1.5.2 Solving homogeneous Linear Systems

A homogeneous linear system can be solved in a reasonably efficient manner. Consider the system:
\begin{align*} x_1 -2x_2 + x_3 \amp = 0 \\ 3x_1 + 0x_2 -2x_3 \amp = 0 \\ 0x_1 + 6x_2 -5x_3 \amp = 0 \end{align*}
and if we write down the augmented coefficient matrix we get:
\begin{equation*} \left[\begin{array}{rrr|r} 1 \amp -2 \amp 1 \amp 0 \\ 3 \amp 0 \amp -2 \amp 0 \\ 0 \amp 6 \amp -5 \amp 0 \end{array}\right] \end{equation*}
If we perform row operations on this matrix, then the 4th column (right hand side of the linear system), will remain zero, so instead of including this vector, we’ll perform row operations only on the first three columns:
\begin{align*} \amp \begin{bmatrix} 1 \amp -2 \amp 1 \\ 3 \amp 0 \amp -2 \\ 0 \amp 6 \amp -5 \end{bmatrix}\\ -3 R_1 + R_2 \rightarrow R_2 \qquad \amp \begin{bmatrix} 1 \amp -2 \amp 1 \\ 0 \amp 6 \amp -5 \\ 0 \amp 6 \amp -5 \end{bmatrix} \\ -R_2 -R_3 \rightarrow R_3 \qquad \amp \begin{bmatrix} 1 \amp -2 \amp 1 \\ 0 \amp 6 \amp -5 \\ 0 \amp 0 \amp 0 \end{bmatrix} \end{align*}
which is now in echelon form. To find the solution, we will write down the top two equations, recalling that the right hand side is 0.
\begin{align*} x_1 -2x_2+x_3 \amp = 0 \\ 6x_2-5x_3 \amp = 0, \end{align*}
solving the second equation for \(x_2\) results in
\begin{equation*} x_2 = \frac{5}{6} x_3 \end{equation*}
and then substitute this into the first equation:
\begin{align*} x_1 - 2\biggl(\frac{5}{6} x_3 \biggr) + x_3 \amp = 0 \\ x_1 -\frac{2}{3} x_3 \\ x_1 \amp = \frac{2}{3} x_3 \end{align*}
and writing the solution in vector form is
\begin{equation*} \left\{ \begin{bmatrix} 2/3 \\ 5/6 \\ 1 \end{bmatrix} x_3 \; | \; x_3 \in \mathbb{R} \right\} \end{equation*}

Subsection 1.5.3 Singular and Nonsingular Matrices

In ChapterΒ 2, we will formally define a square matrix, but in short a matrix is square if the number of rows equals the number of columns.

Definition 1.5.10.

A square matrix \(A\) is nonsingular if it is a matrix of coefficients of a homogeneous linear system with the unique solution \(\vec{0}\text{.}\) Otherwise it is singular, that is the associated homogeneous system has a solution set with an infinite number of points.

Example 1.5.11.

The associated linear system in ExampleΒ 1.5.7 has an infinite number of solutions, therefore the matrix
\begin{equation*} \begin{bmatrix} 1 \amp 3 \amp -1 \\ 0 \amp 1 \amp 3 \\ 1 \amp 4 \amp 2 \end{bmatrix} \end{equation*}
is singular.
The linear system
\begin{align*} 4x_1 - x_3 \amp = 0, \\ x_1+3x_2 +2x_3 \amp = 3, \\ 3x_2 + 5x_3 \amp = 14. \end{align*}
was shown above to have a unique solution, thus the associated homogeneous system also has a unique solution which implies that the matrix
\begin{equation*} \begin{bmatrix} 4 \amp 0 \amp -1 \\ 1 \amp 3 \amp 2 \\ 0 \amp 3 \amp 5 \\ \end{bmatrix} \end{equation*}
is nonsingular.

Example 1.5.12.

Is the matrix
\begin{equation*} \begin{bmatrix} 3 \amp 12 \\ 1 \amp 4 \end{bmatrix} \end{equation*}
singular or nonsingular?
Solution.
We can consider the elements of the matrix to be the coefficients of a homogeneous linear system and find its solution. Thus we reduce
\begin{align*} \left[\begin{array}{rr|r} 3 \amp 12 \amp 0 \\ 1 \amp 4 \amp 0 \end{array}\right] \\ R_1 \leftrightarrow R_2 \qquad \left[\begin{array}{rr|r} 1 \amp 4 \amp 0 \\ 3 \amp 12 \amp 0 \end{array}\right] \\ -3R_1 + R_2 \to R_2 \qquad \left[\begin{array}{rr|r} 1 \amp 4 \amp 0 \\ 0 \amp 0 \amp 0 \end{array}\right] \end{align*}
which is now in echelon form. Note that there is a free variable, so this system would have an infinite number of solutions. Therefore, the original matrix is singular.