Chapter 7 of 7

Summary - Very Important

1. Types of Linear Systems

Linear Systems
  • Homogeneous: $AX=0$

    • Always consistent

    • Trivial solution: $X=0$

    • Non-trivial solution if $\text{rank}(A)<n$

    • Nullity = $n - \text{rank}(A)$ → number of free variables

  • Non-homogeneous: $AX=b$

    • Consistent if $\text{rank}(A) = \text{rank}([A|b])$

    • No solution if $\text{rank}(A) \neq \text{rank}([A|b])$

Space to write examples:

2. Rank and Nullity

Rank and Nullity
  • Rank: Number of linearly independent rows/columns

  • Nullity: $n - \text{rank}(A)$

  • Dimension of null space → solutions to $AX=0$

  • Number of free variables = nullity

3. Rouché–Capelli Theorem (Consistency)

Consistency

System $AX=b$ is consistent iff: \[ \text{rank}(A) = \text{rank}([A|b]) \]

  • Unique solution: rank = n (full rank)

  • Infinite solutions: rank < n and consistent

  • No solution: rank([A|b]) > rank(A)

4. Homogeneous Systems

Homogeneous Systems
  • Always consistent

  • Trivial solution: $X=0$

  • Non-trivial solution exists if $\text{rank}(A)<n$

  • All solutions are linear combinations of basis vectors of null space

5. Determinants and Invertibility

Determinants
  • $\det(A)\neq 0 \Rightarrow$ Full rank, invertible

  • $\det(A)=0 \Rightarrow$ Singular, rank $<$ n

  • Non-homogeneous system unique solution only if $\det(A)\neq0$

6. LU Decomposition

LU Decomposition

\[ A = LU, \quad L=\text{lower triangular}, \quad U=\text{upper triangular} \]

  • Solve $AX=b$ via:

    1. $LY=b$ (forward substitution)

    2. $UX=Y$ (backward substitution)

  • $A$ invertible $\Rightarrow$ L and U invertible

  • Singular $A \Rightarrow$ at least one zero on U diagonal

7. Eigenvalues and Eigenvectors

Eigenvalues
  • $Av = \lambda v$

  • Trace = sum of eigenvalues

  • Determinant = product of eigenvalues

  • Rank = number of non-zero eigenvalues

  • Symmetric matrices → real eigenvalues, orthogonal eigenvectors

8. Underdetermined and Overdetermined Systems

Under/Overdetermined
  • $m<n$: fewer equations → infinite solutions (if consistent)

  • $m>n$: more equations → may be inconsistent

  • $m=n$: full rank → unique solution possible

9. Free Variables and Infinite Solutions

Free Variables
  • Free variables = $n - \text{rank}(A)$

  • Infinite solutions = linear combination of null space basis

  • Homogeneous: all solutions = linear combinations of null space vectors

10. Parameter-Dependent Systems

Parameters
  • Compute determinant/rank symbolically

  • Solve for parameters:

    • Infinitely many solutions → rank drops

    • Unique solution → full rank

    • No solution → augmented rank $>$ rank

11. Linear Dependence of Columns

Linear Dependence
  • Columns $a_1,\dots,a_n$ linearly dependent if $\sum c_i a_i = 0, c_i \neq 0$

  • Implication: solution may be infinite or none depending on augmented rank

12. Key Tricks and Observations

Tricks
  • Sum of singular matrices → may be non-singular

  • Sum of non-singular matrices → may be singular

  • Zero determinant → each row/column = linear combination of others

  • Eigenvalues of symmetric → real

  • LU decomposition: forward/backward substitution

Summary

1. Types of Systems

Homogeneous, Non-homogeneous; Trivial/non-trivial solutions

2. Rank and Nullity

Rank = independent rows/columns; Nullity = n - rank

3. Consistency (Rouché–Capelli)

System consistent if rank(A) = rank([A|b])

4. Homogeneous Systems

Always consistent; non-trivial if rank < n

5. Determinants and Invertibility

det(A) ≠ 0 → invertible; det(A) = 0 → singular

6. LU Decomposition

Solve AX=b via LY=b, UX=Y; L,U invertible if A invertible

7. Eigenvalues and Eigenvectors

$Av = \lambda v$; Symmetric → real eigenvalues, orthogonal eigenvectors

8. Under/Overdetermined Systems

m$<$n → infinite solutions; m>n → may be inconsistent

9. Free Variables and Infinite Solutions

Free variables = n - rank(A); infinite solutions = linear combinations

10. Parameter-Dependent Systems

Use determinant/rank symbolically to find parameter values for solution type

11. Linear Dependence of Columns

Columns dependent → solution may be infinite or none depending on augmented rank