Systems of Linear Equations

Systems of Linear Equations #

A system of linear equations can be written compactly as:

\[ A\mathbf{x}=\mathbf{b} \]

This represents:

  • a linear transformation applied to an unknown vector (\mathbf{x})
  • producing an output vector (\mathbf{b})

Key components #

Coefficient matrix (A) #

(A) contains the coefficients of the variables.

\[ A \in \mathbb{R}^{m\times n} \]

Variable vector (\mathbf{x}) #

(\mathbf{x}) contains the unknowns.

\[ \mathbf{x}= \begin{bmatrix} x_1\\ x_2\\ \vdots\\ x_n \end{bmatrix} \in \mathbb{R}^{n} \]

Constant vector (\mathbf{b}) #

(\mathbf{b}) contains constants on the right-hand side.

\[ \mathbf{b}= \begin{bmatrix} b_1\\ b_2\\ \vdots\\ b_m \end{bmatrix} \in \mathbb{R}^{m} \]

When does a solution exist? #

The type of solution depends on (A).

Unique solution #

If (A) is square and invertible, then the solution is unique.

\[ \det(A)\neq 0 \] \[ \mathbf{x}=A^{-1}\mathbf{b} \]

No solution or infinitely many solutions #

\[ \det(A)=0 \]

Homogeneous systems #

\[ A\mathbf{x}=\mathbf{0} \] \[ A\mathbf{x}=\mathbf{0}\iff \det(A)=0 \]

Linear combination view #

\[ x_1\mathbf{a}_1+x_2\mathbf{a}_2+\cdots+x_n\mathbf{a}_n=\mathbf{b} \]

Methods #

\[ [A|\mathbf{b}] \] \[ A=LU \]

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