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Section3.1Solution Sets

Objectives
  1. Understand the relationship between the solution set of Ax=0 and the solution set of Ax=b.
  2. Understand the difference between the solution set and the column span.
  3. Recipes: parametric vector form, write the solution set of a homogeneous system as a span.
  4. Pictures: solution set of a homogeneous system, solution set of an inhomogeneous system, the relationship between the two.
  5. Vocabulary: homogeneous/inhomogeneous, trivial solution.

In this section we will study the geometry of the solution set of any matrix equation Ax=b.

Subsection3.1.1Homogeneous Systems

The equation Ax=b is easier to solve when b=0, so we start with this case.

Definition

A system of linear equations of the form Ax=0 is called homogeneous.

A system of linear equations of the form Ax=b for bB=0 is called inhomogeneous.

A homogeneous system is just a system of linear equations where all constants on the right side of the equals sign are zero.

A homogeneous system always has the solution x=0. This is called the trivial solution. Any nonzero solution is called nontrivial.

Observation

The equation Ax=0 has a nontrivial solution ⇐⇒ there is a free variable ⇐⇒ A has a column without a pivot position.

Observation

When we row reduce the augmented matrix for a homogeneous system of linear equations, the last column will be zero throughout the row reduction process. We saw this in the last example:

C134021201010D

So it is not really necessary to write augmented matrices when solving homogeneous systems.

When the homogeneous equation Ax=0 does have nontrivial solutions, it turns out that the solution set can be conveniently expressed as a span.

Parametric Vector Form (homogeneous case)

Consider the following matrix in reduced row echelon form:

A=C108701430000D.

The matrix equation Ax=0 corresponds to the system of equations

Tx18x37x4=0x2+4x3+3x4=0.

We can write the parametric form as follows:

GMKMIx1=8x3+7x4x2=4x33x4x3=x3x4=x4.

We wrote the redundant equations x3=x3 and x4=x4 in order to turn the above system into a vector equation:

x=EPNx1x2x3x4FQO=x3EPN8410FQO+x4EPN7301FQO.

This vector equation is called the parametric vector form of the solution set. Since x3 and x4 are allowed to be anything, this says that the solution set is the set of all linear combinations of EPN8410FQO and EPN7301FQO. In other words, the solution set is

SpanGMKMIEPN8410FQO,EPN7301FQOHMLMJ.

Here is the general procedure.

Recipe: Parametric vector form (homogeneous case)

Let A be an m×n matrix. Suppose that the free variables in the homogeneous equation Ax=0 are, for example, x3, x6, and x8.

  1. Find the reduced row echelon form of A.
  2. Write the parametric form of the solution set, including the redundant equations x3=x3, x6=x6, x8=x8. Put equations for all of the xi in order.
  3. Make a single vector equation from these equations by making the coefficients of x3,x6, and x8 into vectors v3,v6, and v8, respectively.

The solutions to Ax=0 will then be expressed in the form

x=x3v3+x6v6+x8v8

for some vectors v3,v6,v8 in Rn, and any scalars x3,x6,x8. This is called the parametric vector form of the solution.

In this case, the solution set can be written as Span{v3,v6,v8}.

We emphasize the following fact in particular.

The set of solutions to a homogeneous equation Ax=0 is a span.

Since there were two variables in the above example, the solution set is a subset of R2. Since one of the variables was free, the solution set is a line:

Ax=0

In order to actually find a nontrivial solution to Ax=0 in the above example, it suffices to substitute any nonzero value for the free variable x2. For instance, taking x2=1 gives the nontrivial solution x=1·A31B=A31B. Compare to this important note in Section 2.3.

Since there were three variables in the above example, the solution set is a subset of R3. Since two of the variables were free, the solution set is a plane.

There is a natural question to ask here: is it possible to write the solution to a homogeneous matrix equation using fewer vectors than the one given in the above recipe? We will see in example in Section 3.2 that the answer is no: the vectors from the recipe are always linearly independent, which means that there is no way to write the solution with fewer vectors.

Another natural question is: are the solution sets for inhomogeneuous equations also spans? As we will see shortly, they are never spans, but they are closely related to spans.

There is a natural relationship between the number of free variables and the “size” of the solution set, as follows.

Dimension of the solution set

The above examples show us the following pattern: when there is one free variable in a consistent matrix equation, the solution set is a line, and when there are two free variables, the solution set is a plane, etc. The number of free variables is called the dimension of the solution set.

We will develop a rigorous definition of dimension in Section 3.4, but for now the dimension will simply mean the number of free variables. Compare with this important note in Section 3.2.

Intuitively, the dimension of a solution set is the number of parameters you need to describe a point in the solution set. For a line only one parameter is needed, and for a plane two parameters are needed. This is similar to how the location of a building on Peachtree Street—which is like a line—is determined by one number and how a street corner in Manhattan—which is like a plane—is specified by two numbers.

Subsection3.1.2Inhomogeneous Systems

Recall that a matrix equation Ax=b is called inhomogeneous when bB=0.

In the above example, the solution set was all vectors of the form

x=Rx1x2S=x2R31S+R30S

where x2 is any scalar. The vector p=A30B is also a solution of Ax=b: take x2=0. We call p a particular solution.

In the solution set, x2 is allowed to be anything, and so the solution set is obtained as follows: we take all scalar multiples of A31B and then add the particular solution p=A30B to each of these scalar multiples. Geometrically, this is accomplished by first drawing the span of A31B, which is a line through the origin (and, not coincidentally, the solution to Ax=0 ), and we translate, or push, this line along p=A30B. The translated line contains p and is parallel to Span{A31B}: it is a translate of a line.

Ax=0Ax=bp

In the above example, the solution set was all vectors of the form

x=Cx1x2x3D=x2C110D+x3C201D+C100D.

where x2 and x3 are any scalars. In this case, a particular solution is p=C100D.

In the previous example and the example before it, the parametric vector form of the solution set of Ax=b was exactly the same as the parametric vector form of the solution set of Ax=0 (from this example and this example, respectively), plus a particular solution.

Key Observation

If Ax=b is consistent, the set of solutions to is obtained by taking one particular solution p of Ax=b, and adding all solutions of Ax=0.

In particular, if Ax=b is consistent, the solution set is a translate of a span.

The parametric vector form of the solutions of Ax=b is just the parametric vector form of the solutions of Ax=0, plus a particular solution p.

It is not hard to see why the key observation is true. If p is a particular solution, then Ap=b, and if x is a solution to the homogeneous equation Ax=0, then

A(x+p)=Ax+Ap=0+b=b,

so x+p is another solution of Ax=b. On the other hand, if we start with any solution x to Ax=b then xp is a solution to Ax=0 since

A(xp)=AxAp=bb=0.

See the interactive figures in the next subsection for visualizations of the key observation.

Dimension of the solution set

As in this important note, when there is one free variable in a consistent matrix equation, the solution set is a line—this line does not pass through the origin when the system is inhomogeneous—when there are two free variables, the solution set is a plane (again not through the origin when the system is inhomogeneous), etc.

Again compare with this important note in Section 3.2.

Subsection3.1.3Solution Sets and Column Spans

To every m×n matrix A, we have now associated two completely different geometric objects, both described using spans.

  • The solution set: for fixed b, this is the set of all x such that Ax=b.

    • This is a span if b=0, and it is a translate of a span if bB=0 (and Ax=b is consistent).
    • It is a subset of Rn.
    • It is computed by solving a system of equations: usually by row reducing and finding the parametric vector form.
  • The span of the columns of A : this is the set of all b such that Ax=b is consistent.

    • This is always a span.
    • It is a subset of Rm.
    • It is not computed by solving a system of equations: row reduction plays no role.

Do not confuse these two geometric constructions! In the first the question is which x ’s work for a given b and in the second the question is which b ’s work for some x.