Structure of Solutions of Linear Equations

Basis
Last updated: Tags: Linear Algebra

Gauss-Jordan elimination classifies the solutions of Ax=bAx = b through pivots and free columns. Rank — a single number — encodes the same information more compactly: comparing rank(A)\text{rank}(A) to rank([Ab])\text{rank}([A \mid b]) tells you whether solutions exist, and comparing rank(A)\text{rank}(A) to nn tells you whether there is exactly one. When solutions do exist, they form an affine subspace — a translate of ker(A)\ker(A) — whose dimension the rank-nullity theorem pins down exactly.

Rank of the augmented matrix

The augmented matrix [Ab][A \mid b] has the same mm rows as AA but one extra column. When you row-reduce it, the RREF of [Ab][A \mid b] can have at most one more pivot than the RREF of AA, and only if that extra pivot lands in the final (appended) column. So:

rank([Ab])={rank(A)if bcol(A),rank(A)+1if bcol(A).\text{rank}([A \mid b]) = \begin{cases} \text{rank}(A) & \text{if } b \in \text{col}(A), \\ \text{rank}(A) + 1 & \text{if } b \notin \text{col}(A). \end{cases}

The condition bcol(A)b \in \text{col}(A) is exactly the condition that Ax=bAx = b has a solution, which makes the observation above more than an accident.

Consistency criterion

Theorem: The system Ax=bAx = b is consistent (has at least one solution) if and only if

rank(A)=rank([Ab]).\text{rank}(A) = \text{rank}([A \mid b]).

Proof: Reduce [Ab][A \mid b] to RREF, obtaining [Rc][R \mid c]. The system is inconsistent if and only if some row of [Rc][R \mid c] has the form (0  0    01)(0\; 0\; \cdots\; 0 \mid 1) — a pivot appearing in the last column. Such a row adds a pivot to [Ab][A \mid b] that does not come from AA, so rank([Ab])=rank(A)+1\text{rank}([A \mid b]) = \text{rank}(A) + 1. Conversely, if no such row appears, the RREF of [Ab][A \mid b] has exactly the same pivots as the RREF of AA, so rank([Ab])=rank(A)\text{rank}([A \mid b]) = \text{rank}(A) and the system is consistent. \square

Uniqueness criterion

Now assume the system is consistent: rank(A)=rank([Ab])=r\text{rank}(A) = \text{rank}([A \mid b]) = r. The RREF of AA has rr pivot columns and nrn - r free columns. Each free column produces a free variable, and each free variable contributes one dimension of freedom to the solution set. Therefore:

  • If rank(A)=n\text{rank}(A) = n: there are no free variables, so the solution is unique.
  • If rank(A)<n\text{rank}(A) < n: there are nrank(A)>0n - \text{rank}(A) > 0 free variables, so there are infinitely many solutions.

The complete classification

ConditionOutcome
rank(A)<rank([Ab])\text{rank}(A) < \text{rank}([A \mid b])No solution
rank(A)=rank([Ab])=n\text{rank}(A) = \text{rank}([A \mid b]) = nUnique solution
rank(A)=rank([Ab])<n\text{rank}(A) = \text{rank}([A \mid b]) < nInfinitely many solutions

These three cases are exhaustive. Every system falls into exactly one of them.

The affine subspace structure

When Ax=bAx = b is consistent, the full solution set has a clean geometric form.

Theorem: Let xpx_p be any particular solution to Ax=bAx = b. The complete solution set is

{xFn:Ax=b}=xp+ker(A){xp+h:hker(A)}.\{x \in F^n : Ax = b\} = x_p + \ker(A) \coloneqq \{x_p + h : h \in \ker(A)\}.

Proof:

  • (\supseteq) For any hker(A)h \in \ker(A): A(xp+h)=Axp+Ah=b+0=bA(x_p + h) = Ax_p + Ah = b + \mathbf{0} = b, so xp+hx_p + h is a solution.
  • (\subseteq) For any solution xx: A(xxp)=AxAxp=bb=0A(x - x_p) = Ax - Ax_p = b - b = \mathbf{0}, so xxpker(A)x - x_p \in \ker(A), meaning x=xp+(xxp)xp+ker(A)x = x_p + (x - x_p) \in x_p + \ker(A). \square

The set xp+ker(A)x_p + \ker(A) is called an affine subspace of FnF^n — a translate of the linear subspace ker(A)\ker(A), shifted by the particular solution xpx_p. It is itself a linear subspace only when xp=0x_p = \mathbf{0}, i.e., when b=0b = \mathbf{0}.

Dimension of the solution set

By the rank-nullity theorem, nullity(A)=nrank(A)\text{nullity}(A) = n - \text{rank}(A). Since xp+ker(A)x_p + \ker(A) is a translate of ker(A)\ker(A), it has the same dimension as ker(A)\ker(A): namely nrank(A)n - \text{rank}(A).

rank(A)\text{rank}(A)nullity(A)\text{nullity}(A)Shape of solution set
nn00A single point
n1n - 111A line through xpx_p
nkn - kkkA kk-dimensional affine flat through xpx_p

Worked example

Solve Ax=bAx = b where

A=(121242),b=(36).A = \begin{pmatrix} 1 & 2 & -1 \\ 2 & 4 & -2 \end{pmatrix}, \qquad b = \begin{pmatrix} 3 \\ 6 \end{pmatrix}.

Step 1: Check consistency. Row-reduce the augmented matrix:

(12132426)R2R22R1(12130000).\begin{pmatrix} 1 & 2 & -1 & 3 \\ 2 & 4 & -2 & 6 \end{pmatrix} \xrightarrow{R_2 \leftarrow R_2 - 2R_1} \begin{pmatrix} 1 & 2 & -1 & 3 \\ 0 & 0 & 0 & 0 \end{pmatrix}.

This is RREF. The single pivot is in column 1, so rank(A)=1\text{rank}(A) = 1 and rank([Ab])=1\text{rank}([A \mid b]) = 1. They agree: the system is consistent.

Step 2: Count free variables. With n=3n = 3 and rank(A)=1\text{rank}(A) = 1, there are 31=23 - 1 = 2 free variables (x2x_2 and x3x_3). The solution set is a 2-dimensional affine subspace.

Step 3: Find a particular solution. Set the free variables to zero: x2=0x_2 = 0, x3=0x_3 = 0. Then x1=3x_1 = 3, giving

xp=(300).x_p = \begin{pmatrix} 3 \\ 0 \\ 0 \end{pmatrix}.

Step 4: Find a basis for ker(A)\ker(A). From the RREF, x1=2x2+x3x_1 = -2x_2 + x_3. Assigning parameters x2=sx_2 = s and x3=tx_3 = t:

ker(A)=span ⁣{(210),  (101)}.\ker(A) = \text{span}\!\left\{ \begin{pmatrix} -2 \\ 1 \\ 0 \end{pmatrix},\; \begin{pmatrix} 1 \\ 0 \\ 1 \end{pmatrix} \right\}.

Step 5: Write the complete solution set. By the affine subspace theorem:

x=(300)+s(210)+t(101),s,tF.x = \begin{pmatrix} 3 \\ 0 \\ 0 \end{pmatrix} + s\begin{pmatrix} -2 \\ 1 \\ 0 \end{pmatrix} + t\begin{pmatrix} 1 \\ 0 \\ 1 \end{pmatrix}, \qquad s, t \in F.

This is a 2-dimensional affine plane inside F3F^3 passing through xpx_p.

What if instead b=(3,7)b = (3, 7)^\top? Applying R2R22R1R_2 \leftarrow R_2 - 2R_1 yields (0,0,01)(0, 0, 0 \mid 1) — a pivot in the last column. Now rank([Ab])=21=rank(A)\text{rank}([A \mid b]) = 2 \ne 1 = \text{rank}(A), so the system has no solution.

Summary

  • Consistency criterion: Ax=bAx = b is consistent if and only if rank(A)=rank([Ab])\text{rank}(A) = \text{rank}([A \mid b]).
  • Uniqueness criterion: A consistent system has a unique solution if and only if rank(A)=n\text{rank}(A) = n.
  • Three cases: rank(A)<rank([Ab])\text{rank}(A) < \text{rank}([A \mid b]) means no solution; rank(A)=n\text{rank}(A) = n means a unique solution; rank(A)<n\text{rank}(A) < n (with consistency) means infinitely many.
  • Affine subspace theorem: The full solution set of a consistent system is xp+ker(A)x_p + \ker(A) for any particular solution xpx_p — a translate of the kernel.
  • Dimension: The solution set has dimension nullity(A)=nrank(A)\text{nullity}(A) = n - \text{rank}(A), by the rank-nullity theorem.