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Lesson 12 (Sections 14.2–3)
           Rank and Solutions to Systems

                         Math 20


                     October 19, 2007


Announcements
   Midterm not graded yet.
   Problem Set 5 is on the WS. Due October 24
   OH: Mondays 1–2, Tuesdays 3–4, Wednesdays 1–3 (SC 323)
   Prob. Sess.: Sundays 6–7 (SC B-10), Tuesdays 1–2 (SC 116)
Summary of Last time




   The linear independence of a set measures its redundancy.
Deciding linear dependence


   We showed
   a1 , . . . , an LD ⇐⇒ c1 a1 + · · · + cn an = 0 has a nonzero sol’n
                                           
                                             c1
                                           .
                      ⇐⇒ a1 . . . an  .  = 0 has a nonzero sol’n
                                              .
                                             cn
                                A
                                         c
                  ⇐⇒ system has some free variables
                  ⇐⇒ rref(A) has a column with no leading entry to it
Deciding linear independence




   So
   a1 , . . . , an LI ⇐⇒ every column of rref(A) has a leading entry to it
                              In
                 ⇐⇒ A ∼
                              O
Relation to invertibility



   Let A be an n × n matrix. If A has an inverse A−1 , the only
   solution to Ac = 0 is the zero solution.
Relation to invertibility



   Let A be an n × n matrix. If A has an inverse A−1 , the only
   solution to Ac = 0 is the zero solution.
   This means that there is no linear dependence relation among the
   columns.
Relation to invertibility



   Let A be an n × n matrix. If A has an inverse A−1 , the only
   solution to Ac = 0 is the zero solution.
   This means that there is no linear dependence relation among the
   columns.
   Fact
   A is invertible if and only if the columns of A are linearly
   independent,
Relation to invertibility



   Let A be an n × n matrix. If A has an inverse A−1 , the only
   solution to Ac = 0 is the zero solution.
   This means that there is no linear dependence relation among the
   columns.
   Fact
   A is invertible if and only if the columns of A are linearly
   independent, if and only if rref(A) = I.
Worksheet
Example
Solve

          x+2y +z =1
          2x+2y   =1
          x+3y +z =1
Example
Solve

                           x+2y +z =1
                          2x+2y        =1
                           x+3y +z =1



Solution
Since                                          
              1211                  100     1/2
             1 1 0 0             0 1 0     0
              1311                  001     1/2

we have x = 1/2, y = 0, z = 1/2.
Example
Solve

          x+2y − z =1
          2x+2y   =1
          x+3y −2z =1
Example
Solve

                       x+2y − z =1
                       2x+2y       =1
                       x+3y −2z =1



Solution
Since                                  
            1 2 −1 1             10   10
                                0 1 −1 0 
           1 2  0 0
            1 3 −2 1             00   01
we have no solution.
Example
Solve

          x+2y − z =3
          2x+2y   =4
          x+3y −2z =4
Example
Solve

                           x+2y − z =3
                         2x+2y         =4
                           x+3y −2z =4



Solution
Since                                      
             1 2 −1 3                10   11
                                    0 1 −1 1 
            1 2  0 4
             1 3 −2 4                00   00
The system is equivalent to x = 1 − z, y = 1 + z, where z is free.
Example
Solve

          x+2y −3z =1
          2x+4y −6z =1
           3+6y −9z =1
Example
Solve

                        x+2y −3z =1
                        2x+4y −6z =1
                         3+6y −9z =1



Solution
Since                                 
              1 2 −3 1          1 2 −3 0
             2 4 −6 1        0 0  0 1
              3 6 −9 1          00   00
there is no solution.
The rank




  Definition
  The rank of a matrix A, written r (A) is the maximum number of
  linearly independent column vectors in A.
The rank




  Definition
  The rank of a matrix A, written r (A) is the maximum number of
  linearly independent column vectors in A. If A is a zero matrix, we
  say r (A) = 0.
Computing the rank by Gaussian Elimination




   Fact
   If A and B are row equivalent (we can get from one to another by
   row operations), then r (A) = r (B).
Computing the rank by Gaussian Elimination




   Fact
   If A and B are row equivalent (we can get from one to another by
   row operations), then r (A) = r (B).
   So the rank of a matrix is equal to the rank of its RREF, which is
   easy to calculate.
Example
Compute the   ranks of the matrices
                                           
                            1 2 −1       1 2 −3
         1    21
                                        2 4 −6
      2      2 1        2 2 0 
                            1 3 −2       3 6 −9
         1    31
Example
Compute the    ranks of the matrices
                                            
                             1 2 −1       1 2 −3
         1     21
                                         2 4 −6
      2       2 1        2 2 0 
                             1 3 −2       3 6 −9
         1     31


Answer.
3, 2, and 1.
Computing the rank by minors




   Fact
   The rank r (A) of a matrix is equal to the order of the largest
   minor of A which has nonzero determinant.
Computing the rank by minors




   Fact
   The rank r (A) of a matrix is equal to the order of the largest
   minor of A which has nonzero determinant.
   This is not an obvious fact, nor is it easy to prove.
Rank and consistency




   Fact
   Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A
   augmented by b.
Rank and consistency




   Fact
   Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A
   augmented by b.
   Then the system of linear equations Ax = b has a solution (is
   consistent) if and only if r (A) = r (Ab ).
Rank and redundancy




  Fact
  Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A
  augmented by b. Suppose that r (A) = r (Ab ) = k < m (m is the
  number of equations in the system Ax = b).
Rank and redundancy




  Fact
  Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A
  augmented by b. Suppose that r (A) = r (Ab ) = k < m (m is the
  number of equations in the system Ax = b).
  Then m − k of the equations are redundant; they can be removed
  and the system has the same solutions.
Rank and redundancy




  Fact
  Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A
  augmented by b. Suppose that r (A) = r (Ab ) = k < n (n is the
  number of variables in the system Ax = b).
Rank and redundancy




  Fact
  Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A
  augmented by b. Suppose that r (A) = r (Ab ) = k < n (n is the
  number of variables in the system Ax = b).
  Then n − k of the variables are free; they can be chosen at will and
  the rest of the variables depend on them, getting infinitely many
  solutions.

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Lesson 13: Rank and Solutions to Systems of Linear Equations

  • 1. Lesson 12 (Sections 14.2–3) Rank and Solutions to Systems Math 20 October 19, 2007 Announcements Midterm not graded yet. Problem Set 5 is on the WS. Due October 24 OH: Mondays 1–2, Tuesdays 3–4, Wednesdays 1–3 (SC 323) Prob. Sess.: Sundays 6–7 (SC B-10), Tuesdays 1–2 (SC 116)
  • 2. Summary of Last time The linear independence of a set measures its redundancy.
  • 3. Deciding linear dependence We showed a1 , . . . , an LD ⇐⇒ c1 a1 + · · · + cn an = 0 has a nonzero sol’n  c1 . ⇐⇒ a1 . . . an  .  = 0 has a nonzero sol’n . cn A c ⇐⇒ system has some free variables ⇐⇒ rref(A) has a column with no leading entry to it
  • 4. Deciding linear independence So a1 , . . . , an LI ⇐⇒ every column of rref(A) has a leading entry to it In ⇐⇒ A ∼ O
  • 5. Relation to invertibility Let A be an n × n matrix. If A has an inverse A−1 , the only solution to Ac = 0 is the zero solution.
  • 6. Relation to invertibility Let A be an n × n matrix. If A has an inverse A−1 , the only solution to Ac = 0 is the zero solution. This means that there is no linear dependence relation among the columns.
  • 7. Relation to invertibility Let A be an n × n matrix. If A has an inverse A−1 , the only solution to Ac = 0 is the zero solution. This means that there is no linear dependence relation among the columns. Fact A is invertible if and only if the columns of A are linearly independent,
  • 8. Relation to invertibility Let A be an n × n matrix. If A has an inverse A−1 , the only solution to Ac = 0 is the zero solution. This means that there is no linear dependence relation among the columns. Fact A is invertible if and only if the columns of A are linearly independent, if and only if rref(A) = I.
  • 10. Example Solve x+2y +z =1 2x+2y =1 x+3y +z =1
  • 11. Example Solve x+2y +z =1 2x+2y =1 x+3y +z =1 Solution Since     1211 100 1/2 1 1 0 0 0 1 0 0 1311 001 1/2 we have x = 1/2, y = 0, z = 1/2.
  • 12. Example Solve x+2y − z =1 2x+2y =1 x+3y −2z =1
  • 13. Example Solve x+2y − z =1 2x+2y =1 x+3y −2z =1 Solution Since     1 2 −1 1 10 10  0 1 −1 0  1 2 0 0 1 3 −2 1 00 01 we have no solution.
  • 14. Example Solve x+2y − z =3 2x+2y =4 x+3y −2z =4
  • 15. Example Solve x+2y − z =3 2x+2y =4 x+3y −2z =4 Solution Since     1 2 −1 3 10 11  0 1 −1 1  1 2 0 4 1 3 −2 4 00 00 The system is equivalent to x = 1 − z, y = 1 + z, where z is free.
  • 16. Example Solve x+2y −3z =1 2x+4y −6z =1 3+6y −9z =1
  • 17. Example Solve x+2y −3z =1 2x+4y −6z =1 3+6y −9z =1 Solution Since     1 2 −3 1 1 2 −3 0  2 4 −6 1  0 0 0 1 3 6 −9 1 00 00 there is no solution.
  • 18. The rank Definition The rank of a matrix A, written r (A) is the maximum number of linearly independent column vectors in A.
  • 19. The rank Definition The rank of a matrix A, written r (A) is the maximum number of linearly independent column vectors in A. If A is a zero matrix, we say r (A) = 0.
  • 20. Computing the rank by Gaussian Elimination Fact If A and B are row equivalent (we can get from one to another by row operations), then r (A) = r (B).
  • 21. Computing the rank by Gaussian Elimination Fact If A and B are row equivalent (we can get from one to another by row operations), then r (A) = r (B). So the rank of a matrix is equal to the rank of its RREF, which is easy to calculate.
  • 22. Example Compute the ranks of the matrices       1 2 −1 1 2 −3 1 21 2 4 −6 2 2 1 2 2 0  1 3 −2 3 6 −9 1 31
  • 23. Example Compute the ranks of the matrices       1 2 −1 1 2 −3 1 21 2 4 −6 2 2 1 2 2 0  1 3 −2 3 6 −9 1 31 Answer. 3, 2, and 1.
  • 24. Computing the rank by minors Fact The rank r (A) of a matrix is equal to the order of the largest minor of A which has nonzero determinant.
  • 25. Computing the rank by minors Fact The rank r (A) of a matrix is equal to the order of the largest minor of A which has nonzero determinant. This is not an obvious fact, nor is it easy to prove.
  • 26. Rank and consistency Fact Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A augmented by b.
  • 27. Rank and consistency Fact Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A augmented by b. Then the system of linear equations Ax = b has a solution (is consistent) if and only if r (A) = r (Ab ).
  • 28. Rank and redundancy Fact Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A augmented by b. Suppose that r (A) = r (Ab ) = k < m (m is the number of equations in the system Ax = b).
  • 29. Rank and redundancy Fact Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A augmented by b. Suppose that r (A) = r (Ab ) = k < m (m is the number of equations in the system Ax = b). Then m − k of the equations are redundant; they can be removed and the system has the same solutions.
  • 30. Rank and redundancy Fact Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A augmented by b. Suppose that r (A) = r (Ab ) = k < n (n is the number of variables in the system Ax = b).
  • 31. Rank and redundancy Fact Let A be an m × n matrix, b an n × 1 vector, and Ab the matrix A augmented by b. Suppose that r (A) = r (Ab ) = k < n (n is the number of variables in the system Ax = b). Then n − k of the variables are free; they can be chosen at will and the rest of the variables depend on them, getting infinitely many solutions.