Elementary Row Operation on Augmented Matrix leads to Equivalent System of Simultaneous Linear Equations

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Theorem

Let $S$ be a system of simultaneous linear equations:

$\ds \forall i \in \set {1, 2, \ldots, m}: \sum_{j \mathop = 1}^n \alpha_{i j} x_j = \beta_i$

Let $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ denote the augmented matrix of $S$.

Let $\begin {pmatrix} \mathbf A' & \mathbf b' \end {pmatrix}$ be obtained from $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ by means of an elementary row operation.

Let $S'$ be the system of simultaneous linear equations of which $\begin {pmatrix} \mathbf A' & \mathbf b' \end {pmatrix}$ is the augmented matrix.


Then $S$ and $S'$ are equivalent.


Corollary 1

Let $S$ be a system of simultaneous linear equations:

$\ds \forall i \in \set {1, 2, \ldots, m}: \sum_{j \mathop = 1}^n \alpha_{i j} x_j = \beta_i$

Let $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ denote the augmented matrix of $S$.

Let $\begin {pmatrix} \mathbf R & \mathbf s \end {pmatrix}$ be a reduced echelon matrix derived from $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$.

Let $S'$ be the system of simultaneous linear equations:

$\ds \forall i \in \set {1, 2, \ldots, m}: \sum_{j \mathop = 1}^n \rho_{i j} x_j = \sigma_i$

whose augmented matrix is $\begin {pmatrix} \mathbf R & \mathbf s \end {pmatrix}$.


Then $S$ and $S'$ are equivalent.


Corollary 2

Let $S$ be a system of simultaneous linear equations:

$\ds \forall i \in \set {1, 2, \ldots, m}: \sum_{j \mathop = 1}^n \alpha_{i j} x_j = \beta_i$

Let $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ denote the augmented matrix of $S$.

Let $\begin {pmatrix} \mathbf R & \mathbf s \end {pmatrix}$ be a reduced echelon matrix derived from $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$.


Then $S$ is consistent if and only if the rightmost column of $\begin {pmatrix} \mathbf R & \mathbf s \end {pmatrix}$ does not have a leading coefficient.


Corollary 3

Let $S$ be a system of homogeneous simultaneous linear equations:

$\ds \forall i \in \set {1, 2, \ldots, m}: \sum_{j \mathop = 1}^n \alpha_{i j} x_j = 0$

If $m < n$, then $S$ has at least one non-trivial solution.


Corollary 4

Let $S$ be a system of homogeneous simultaneous linear equations:

$\ds \forall i \in \set {1, 2, \ldots, m}: \sum_{j \mathop = 1}^n \alpha_{i j} x_j = 0$

Let $\begin {pmatrix} \mathbf R & \mathbf 0 \end {pmatrix}$ be a reduced echelon matrix derived from $\begin {pmatrix} \mathbf A & \mathbf 0 \end {pmatrix}$.

Let the number of non-zero rows of $\begin {pmatrix} \mathbf R & \mathbf 0 \end {pmatrix}$ be $l$.


If $l = n$, then the only solution to $S$ is the trivial solution.


Corollary 5

Let $S$ be a system of $n$ homogeneous simultaneous linear equations in $n$ variables:

$\ds \forall i \in \set {1, 2, \ldots, n}: \sum_{j \mathop = 1}^n \alpha_{i j} x_j = 0$


$S$ has a non-trivial solution if and only if its reduced echelon matrix $R$ is not equal to the unit matrix $\mathbf I_n$.


Proof

We have that an elementary row operation $e$ is used to transform $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ to $\begin {pmatrix} \mathbf A' & \mathbf b' \end {pmatrix}$.


Now, whatever $e$ is, $\begin {pmatrix} \mathbf A' & \mathbf b' \end {pmatrix}$ is the augmented matrix of a system of simultaneous linear equations $S'$.

We investigate each type of elementary row operation in turn.


In the below, let:

$r_k$ denote row $k$ of $\mathbf A$
$r'_k$ denote row $k$ of $\mathbf A'$

for arbitrary $k$ such that $1 \le k \le m$.


By definition of elementary row operation, only the row or rows directly operated on by $e$ is or are different between $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ and $\begin {pmatrix} \mathbf A' & \mathbf b' \end {pmatrix}$.

Hence it is understood that in the following, only those equations corresponding to those rows directly affected will be under consideration.


$\text {ERO} 1$: Scalar Product of Row

Let $e \begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ be the elementary row operation:

$e := r_k \to \lambda r_k$

where $\lambda \ne 0$.


Then the equation in $S$:

$(1 \text a): \ds \sum_{i \mathop = 1}^n \alpha_{k i} x_i = \beta_k$


is replaced in $S'$ by:

\(\ds \sum_{i \mathop = 1}^n \lambda \alpha_{k i} x_i\) \(=\) \(\ds \lambda \beta_k\)
\(\text {(2a)}: \quad\) \(\ds \leadsto \ \ \) \(\ds \lambda \sum_{i \mathop = 1}^n \alpha_{k i} x_i\) \(=\) \(\ds \lambda \beta_k\)

It is seen that $\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(1 \text a)$ if and only if $\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(2 \text a)$.

$\Box$


$\text {ERO} 2$: Add Scalar Product of Row to Another

Let $e \begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ be the elementary row operation:

$e := r_k \to r_k + \lambda r_l$

Then the equation in $S$:

$(1 \text b): \ds \sum_{i \mathop = 1}^n \alpha_{k i} x_i = \beta_k$


is replaced in $S'$ by:

\(\ds \sum_{i \mathop = 1}^n \paren {\alpha_{k i} + \lambda \alpha_{l i} } x_i\) \(=\) \(\ds \beta_k + \lambda \beta_l\)
\(\text {(2b)}: \quad\) \(\ds \leadsto \ \ \) \(\ds \sum_{i \mathop = 1}^n \alpha_{k i} x_i + \lambda \sum_{i \mathop = 1}^n \alpha_{l i} x_i\) \(=\) \(\ds \lambda \beta_k + \lambda \beta_l\)

It is seen that $\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(1 \text b)$ if and only if $\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(2 \text b)$.

$\Box$


$\text {ERO} 3$: Exchange Rows

Let $e \begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ be the elementary row operation:

$e := r_k \leftrightarrow r_l$

Then the equations in $S$:

\(\text {(1c)}: \quad\) \(\ds \sum_{i \mathop = 1}^n \alpha_{k i} x_i\) \(=\) \(\ds \beta_k\)
\(\text {(2c)}: \quad\) \(\ds \sum_{i \mathop = 1}^n \alpha_{l i} x_i\) \(=\) \(\ds \beta_l\)

exist unchanged in $S'$, but are in different positions.


It follows trivially that:

$\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(1 \text c)$ in $S$

if and only if:

$\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(1 \text c)$ in $S'$

and:

$\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(2 \text c)$ in $S$

if and only if:

$\tuple {x_1, x_2, \ldots x_n}$ is a solution to $(2 \text c)$ in $S'$.

$\Box$


Thus in all cases, for each elementary row operation which transforms $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$ to $\begin {pmatrix} \mathbf A' & \mathbf b' \end {pmatrix}$, $S$ is equivalent to $S'$.


Finally we note that from Existence of Inverse Elementary Row Operation, there exists an elementary row operation $e'$ which transforms $\begin {pmatrix} \mathbf A' & \mathbf b' \end {pmatrix}$ to $\begin {pmatrix} \mathbf A & \mathbf b \end {pmatrix}$.

Hence, mutatis mutandis, the above argument can be used to demonstrate that $S'$ is equivalent to $S$.

Hence the result.

$\blacksquare$


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