Page 66 - Matrix Analysis & Applied Linear Algebra
P. 66

2.4 Homogeneous Systems                                                             59

                                    with the understanding that x 2 and x 4 are free variables that can range over
                                    all possible numbers. This representation will be called the general solution
                                    of the homogeneous system. This expression for the general solution emphasizes
                                    that every solution is some combination of the two particular solutions

                                                             −2                  −1
                                                                                 
                                                                     and             .
                                                            1                 0 
                                                              0                  −1
                                                      h 1 =             h 2 = 
                                                              0                    1
                                    The fact that h 1 and h 2 are each solutions is clear because h 1 is produced
                                    when the free variables assume the values x 2 = 1 and x 4 =0, whereas the
                                    solution h 2 is generated when x 2 = 0 and x 4 =1.
                                        Now consider a general homogeneous system [A|0]of m linear equations
                                    in n unknowns. If the coefficient matrix is such that rank (A)= r, then it
                                    should be apparent from the preceding discussion that there will be exactly r
                                    basic variables—corresponding to the positions of the basic columns in A —and
                                    exactly n − r free variables—corresponding to the positions of the nonbasic
                                    columns in A . Reducing A to a row echelon form using Gaussian elimination
                                    and then using back substitution to solve for the basic variables in terms of the
                                    free variables produces the general solution, which has the form


                                                                                  h n−r ,          (2.4.5)
                                                      x = x f 1  h 1 + x f 2  h 2 + ··· + x f n−r
                                                           are the free variables and where h 1 , h 2 ,..., h n−r are
                                    where x f 1  ,x f 2  ,...,x f n−r
                                    n × 1 columns that represent particular solutions of the system. As the free
                                                range over all possible values, the general solution generates all
                                    variables x f i
                                    possible solutions.
                                        The general solution does not depend on which row echelon form is used
                                    in the sense that using back substitution to solve for the basic variables in
                                    terms of the nonbasic variables generates a unique set of particular solutions
                                    {h 1 , h 2 ,..., h n−r }, regardless of which row echelon form is used. Without going
                                    into great detail, one can argue that this is true because using back substitution
                                    in any row echelon form to solve for the basic variables must produce exactly
                                    the same result as that obtained by completely reducing A to E A and then
                                    solving the reduced homogeneous system for the basic variables. Uniqueness of
                                    E A guarantees the uniqueness of the h i ’s.
                                        For example, if the coefficient matrix A associated with the system (2.4.1)
                                    is completely reduced by the Gauss–Jordan procedure to E A

                                                                                 
                                                       1223               1201
                                                 A =    2413       −→    0011      = E A ,
                                                       3614               0000
   61   62   63   64   65   66   67   68   69   70   71