Elementary Row Operation on Augmented Matrix leads to Equivalent System of Simultaneous Linear Equations
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:
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 $S$
- $\tuple {x_1, x_2, \ldots x_n}$ 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 $S$
- $\tuple {x_1, x_2, \ldots x_n}$ 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.
$\blacksquare$
Sources
- 1982: A.O. Morris: Linear Algebra: An Introduction (2nd ed.) ... (previous) ... (next): Chapter $1$: Linear Equations and Matrices: $1.3$ Applications to Linear Equations: Theorem $1.7$