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System of linear equations

System of linear equations

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In mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

, a system of linear equations (or linear system) is a collection of linear equation
Linear equation
A linear equation is an algebraic equation in which each term is either a constant or the product of a constant and a single variable....

s involving the same set of variables. For example,
is a system of three equations in the three variables , , . A solution to a linear system is an assignment of numbers to the variables such that all the equations are simultaneously satisfied. A solution
Equation solving
In mathematics, to solve an equation is to find what values fulfill a condition stated in the form of an equation . These expressions contain one or more unknowns, which are free variables for which values are sought that cause the condition to be fulfilled...

 to the system above is given by
since it makes all three equations valid.

In mathematics, the theory of linear systems is a branch of linear algebra
Linear algebra
Linear algebra is a branch of mathematics that studies vector spaces, also called linear spaces, along with linear functions that input one vector and output another. Such functions are called linear maps and can be represented by matrices if a basis is given. Thus matrix theory is often...

, a subject which is fundamental to modern mathematics. Computational algorithm
Algorithm
In mathematics and computer science, an algorithm is an effective method expressed as a finite list of well-defined instructions for calculating a function. Algorithms are used for calculation, data processing, and automated reasoning...

s for finding the solutions are an important part of numerical linear algebra
Numerical linear algebra
Numerical linear algebra is the study of algorithms for performing linear algebra computations, most notably matrix operations, on computers. It is often a fundamental part of engineering and computational science problems, such as image and signal processing, Telecommunication, computational...

, and such methods play a prominent role in engineering
Engineering
Engineering is the discipline, art, skill and profession of acquiring and applying scientific, mathematical, economic, social, and practical knowledge, in order to design and build structures, machines, devices, systems, materials and processes that safely realize improvements to the lives of...

, physics
Physics
Physics is a natural science that involves the study of matter and its motion through spacetime, along with related concepts such as energy and force. More broadly, it is the general analysis of nature, conducted in order to understand how the universe behaves.Physics is one of the oldest academic...

, chemistry
Chemistry
Chemistry is the science of matter, especially its chemical reactions, but also its composition, structure and properties. Chemistry is concerned with atoms and their interactions with other atoms, and particularly with the properties of chemical bonds....

, computer science
Computer science
Computer science or computing science is the study of the theoretical foundations of information and computation and of practical techniques for their implementation and application in computer systems...

, and economics
Economics
Economics is the social science that analyzes the production, distribution, and consumption of goods and services. The term economics comes from the Ancient Greek from + , hence "rules of the house"...

. A system of non-linear equations can often be approximated
Approximation
An approximation is a representation of something that is not exact, but still close enough to be useful. Although approximation is most often applied to numbers, it is also frequently applied to such things as mathematical functions, shapes, and physical laws.Approximations may be used because...

 by a linear system (see linearization
Linearization
In mathematics and its applications, linearization refers to finding the linear approximation to a function at a given point. In the study of dynamical systems, linearization is a method for assessing the local stability of an equilibrium point of a system of nonlinear differential equations or...

), a helpful technique when making a mathematical model
Mathematical model
A mathematical model is a description of a system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modeling. Mathematical models are used not only in the natural sciences and engineering disciplines A mathematical model is a...

 or computer simulation
Computer simulation
A computer simulation, a computer model, or a computational model is a computer program, or network of computers, that attempts to simulate an abstract model of a particular system...

 of a relatively complex system.

Elementary example


The simplest kind of linear system involves two equations and two variables:
One method for solving such a system is as follows. First, solve the top equation for in terms of :
Now substitute this expression for x into the bottom equation:
This results in a single equation involving only the variable . Solving gives , and substituting this back into the equation for yields . This method generalizes to systems with additional variables (see "elimination of variables" below, or the article on elementary algebra
Elementary algebra
Elementary algebra is a fundamental and relatively basic form of algebra taught to students who are presumed to have little or no formal knowledge of mathematics beyond arithmetic. It is typically taught in secondary school under the term algebra. The major difference between algebra and...

.)
In mathematics, a linear function (or map) f(x) is one which satisfies both of the following properties:
additivity,
homogeneity,
(Additivity implies homogeneity for any rational α, and, for continuous functions, for any real α. For a complex α, homogeneity does not follow from additivity; for example, an antilinear map is additive but not homogeneous.) The conditions of additivity and homogeneity are often combined in the superposition principle

An equation written as

is called linear if f(x) is a linear map (as defined above) and nonlinear otherwise. The equation is called homogeneous if C = 0.
The definition f(x) = C is very general in that x can be any sensible mathematical object (number, vector, function, etc.), and the function f(x) can literally be any mapping, including integration or differentiation with associated constraints (such as boundary values). If f(x) contains differentiation of x, the result will be a differential equation.

General form


A general system of m linear equations with n unknowns can be written as
Here are the unknowns, are the coefficients of the system, and are the constant terms.

Often the coefficients and unknowns are real
Real number
In mathematics, a real number is a value that represents a quantity along a continuum, such as -5 , 4/3 , 8.6 , √2 and π...

 or complex number
Complex number
A complex number is a number consisting of a real part and an imaginary part. Complex numbers extend the idea of the one-dimensional number line to the two-dimensional complex plane by using the number line for the real part and adding a vertical axis to plot the imaginary part...

s, but integer
Integer
The integers are formed by the natural numbers together with the negatives of the non-zero natural numbers .They are known as Positive and Negative Integers respectively...

s and rational number
Rational number
In mathematics, a rational number is any number that can be expressed as the quotient or fraction a/b of two integers, with the denominator b not equal to zero. Since b may be equal to 1, every integer is a rational number...

s are also seen, as are polynomials and elements of an abstract algebraic structure
Algebraic structure
In abstract algebra, an algebraic structure consists of one or more sets, called underlying sets or carriers or sorts, closed under one or more operations, satisfying some axioms. Abstract algebra is primarily the study of algebraic structures and their properties...

.

Vector equation


One extremely helpful view is that each unknown is a weight for a column vector in a linear combination
Linear combination
In mathematics, a linear combination is an expression constructed from a set of terms by multiplying each term by a constant and adding the results...

.
This allows all the language and theory of vector space
Vector space
A vector space is a mathematical structure formed by a collection of vectors: objects that may be added together and multiplied by numbers, called scalars in this context. Scalars are often taken to be real numbers, but one may also consider vector spaces with scalar multiplication by complex...

s (or more generally, module
Module (mathematics)
In abstract algebra, the concept of a module over a ring is a generalization of the notion of vector space, wherein the corresponding scalars are allowed to lie in an arbitrary ring...

s) to be brought to bear. For example, the collection of all possible linear combinations of the vectors on the left-hand side is called their span, and the equations have a solution just when the right-hand vector is within that span. If every vector within that span has exactly one expression as a linear combination of the given left-hand vectors, then any solution is unique. In any event, the span has a basis
Basis (linear algebra)
In linear algebra, a basis is a set of linearly independent vectors that, in a linear combination, can represent every vector in a given vector space or free module, or, more simply put, which define a "coordinate system"...

 of linearly independent vectors that do guarantee exactly one expression; and the number of vectors in that basis (its dimension) cannot be larger than m or n, but it can be smaller. This is important because if we have m independent vectors a solution is guaranteed regardless of the right-hand side, and otherwise not guaranteed.

Matrix equation


The vector equation is equivalent to a matrix
Matrix (mathematics)
In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...

 equation of the form
where A is an m×n matrix, x is a column vector with n entries, and b is a column vector with m entries.

The number of vectors in a basis for the span is now expressed as the rank
Rank (linear algebra)
The column rank of a matrix A is the maximum number of linearly independent column vectors of A. The row rank of a matrix A is the maximum number of linearly independent row vectors of A...

 of the matrix.

Solution set



A solution of a linear system is an assignment of values to the variables such that each of the equations is satisfied. The set of all possible solutions is called the solution set.

A linear system may behave in any one of three possible ways:
  1. The system has infinitely many solutions.
  2. The system has a single unique solution.
  3. The system has no solution.

Geometric interpretation


For a system involving two variables (x and y), each linear equation determines a line
Line (mathematics)
The notion of line or straight line was introduced by the ancient mathematicians to represent straight objects with negligible width and depth. Lines are an idealization of such objects...

 on the xy-plane
Cartesian coordinate system
A Cartesian coordinate system specifies each point uniquely in a plane by a pair of numerical coordinates, which are the signed distances from the point to two fixed perpendicular directed lines, measured in the same unit of length...

. Because a solution to a linear system must satisfy all of the equations, the solution set is the intersection
Intersection (set theory)
In mathematics, the intersection of two sets A and B is the set that contains all elements of A that also belong to B , but no other elements....

 of these lines, and is hence either a line, a single point, or the empty set
Empty set
In mathematics, and more specifically set theory, the empty set is the unique set having no elements; its size or cardinality is zero. Some axiomatic set theories assure that the empty set exists by including an axiom of empty set; in other theories, its existence can be deduced...

.

For three variables, each linear equation determines a plane
Plane (mathematics)
In mathematics, a plane is a flat, two-dimensional surface. A plane is the two dimensional analogue of a point , a line and a space...

 in three-dimensional space
Three-dimensional space
Three-dimensional space is a geometric 3-parameters model of the physical universe in which we live. These three dimensions are commonly called length, width, and depth , although any three directions can be chosen, provided that they do not lie in the same plane.In physics and mathematics, a...

, and the solution set is the intersection of these planes. Thus the solution set may be a plane, a line, a single point, or the empty set.

For n variables, each linear equations determines a hyperplane
Hyperplane
A hyperplane is a concept in geometry. It is a generalization of the plane into a different number of dimensions.A hyperplane of an n-dimensional space is a flat subset with dimension n − 1...

 in n-dimensional space. The solution set is the intersection of these hyperplanes, which may be a flat
Flat (geometry)
In geometry, a flat is a subset of n-dimensional space that is congruent to a Euclidean space of lower dimension. The flats in two-dimensional space are points and lines, and the flats in three-dimensional space are points, lines, and planes....

 of any dimension.

General behavior



In general, the behavior of a linear system is determined by the relationship between the number of equations and the number of unknowns:
  1. Usually, a system with fewer equations than unknowns has infinitely many solutions or sometimes unique sparse solutions (Compressed Sensing
    Compressed sensing
    Compressed sensing, also known as compressive sensing, compressive sampling and sparse sampling, is a technique for finding sparse solutions to underdetermined linear systems...

    ). Such a system is also known as an underdetermined system
    Underdetermined system
    In mathematics, a system of linear equations is considered underdetermined if there are fewer equations than unknowns. The terminology can be described in terms of the concept of counting constraints. Each unknown can be seen as an available degree of freedom...

    .
  2. Usually, a system with the same number of equations and unknowns has a single unique solution.
  3. Usually, a system with more equations than unknowns has no solution. Such a system is also known as an overdetermined system
    Overdetermined system
    In mathematics, a system of linear equations is considered overdetermined if there are more equations than unknowns. The terminology can be described in terms of the concept of counting constraints. Each unknown can be seen as an available degree of freedom...

    .

In the first case, the dimension
Dimension
In physics and mathematics, the dimension of a space or object is informally defined as the minimum number of coordinates needed to specify any point within it. Thus a line has a dimension of one because only one coordinate is needed to specify a point on it...

 of the solution set is usually equal to , where n is the number of variables and m is the number of equations.

The following pictures illustrate this trichotomy in the case of two variables:
One Equation Two Equations Three Equations

The first system has infinitely many solutions, namely all of the points on the blue line. The second system has a single unique solution, namely the intersection of the two lines. The third system has no solutions, since the three lines share no common point.

Keep in mind that the pictures above show only the most common case. It is possible for a system of two equations and two unknowns to have no solution (if the two lines are parallel), or for a system of three equations and two unknowns to be solvable (if the three lines intersect at a single point). In general, a system of linear equations may behave differently than expected if the equations are linearly dependent
Linear independence
In linear algebra, a family of vectors is linearly independent if none of them can be written as a linear combination of finitely many other vectors in the collection. A family of vectors which is not linearly independent is called linearly dependent...

, or if two or more of the equations are inconsistent.

Independence


The equations of a linear system are independent if none of the equations can be derived algebraically from the others. When the equations are independent, each equation contains new information about the variables, and removing any of the equations increases the size of the solution set. For linear equations, logical independence is the same as linear independence
Linear independence
In linear algebra, a family of vectors is linearly independent if none of them can be written as a linear combination of finitely many other vectors in the collection. A family of vectors which is not linearly independent is called linearly dependent...

.


For example, the equations
are not independent — they are the same equation when scaled by a factor of two, and they would produce identical graphs. This is an example of equivalence in a system of linear equations.

For a more complicated example, the equations
are not independent, because the third equation is the sum of the other two. Indeed, any one of these equations can be derived from the other two, and any one of the equations can be removed without affecting the solution set. The graphs of these equations are three lines that intersect at a single point.

Consistency



The rows of a linear system are consistent if they possess a common solution, and inconsistent otherwise. When the equations are inconsistent, it is possible to derive a contradiction
Contradiction
In classical logic, a contradiction consists of a logical incompatibility between two or more propositions. It occurs when the propositions, taken together, yield two conclusions which form the logical, usually opposite inversions of each other...

 from the equations, such as the statement that .

For example, the equations
are inconsistent. In attempting to find a solution, we tacitly assume that there is a solution; that is, we assume that the value of x in the first equation must be the same as the value of x in the second equation (the same is assumed to simultaneously be true for the value of y in both equations). Applying the substitution property (for 3x+2y) yields the equation , which is a false statement. This therefore contradicts our assumption that the system had a solution and we conclude that our assumption was false; that is, the system in fact has no solution. The graphs of these equations on the xy-plane are a pair of parallel
Parallel (geometry)
Parallelism is a term in geometry and in everyday life that refers to a property in Euclidean space of two or more lines or planes, or a combination of these. The assumed existence and properties of parallel lines are the basis of Euclid's parallel postulate. Two lines in a plane that do not...

 lines.

It is possible for three linear equations to be inconsistent, even though any two of the equations are consistent together. For example, the equations
are inconsistent. Adding the first two equations together gives , which can be subtracted from the third equation to yield . Note that any two of these equations have a common solution. The same phenomenon can occur for any number of equations.

In general, inconsistencies occur if the left-hand sides of the equations in a system are linearly dependent, and the constant terms do not satisfy the dependence relation. A system of equations whose left-hand sides are linearly independent is always consistent.

Equivalence


Two linear systems using the same set of variables are equivalent if each of the equations in the second system can be derived algebraically from the equations in the first system, and vice-versa. Equivalent systems convey precisely the same information about the values of the variables. In particular, two linear systems are equivalent if and only if they have the same solution set.

Solving a linear system


There are several algorithm
Algorithm
In mathematics and computer science, an algorithm is an effective method expressed as a finite list of well-defined instructions for calculating a function. Algorithms are used for calculation, data processing, and automated reasoning...

s for solving
Equation solving
In mathematics, to solve an equation is to find what values fulfill a condition stated in the form of an equation . These expressions contain one or more unknowns, which are free variables for which values are sought that cause the condition to be fulfilled...

 a system of linear equations.

Describing the solution


When the solution set is finite, it is reduced to a single element. In this case, the unique solution is described by a sequence of equations whose left hand sides are the names of the unknowns and right hand sides are the corresponding values, for example . When an order on the unknowns has been fixed, for example the alphabetical order the solution may be described as a vector
Vector space
A vector space is a mathematical structure formed by a collection of vectors: objects that may be added together and multiplied by numbers, called scalars in this context. Scalars are often taken to be real numbers, but one may also consider vector spaces with scalar multiplication by complex...

 of values, like for the previous example.

It can be difficult to describe a set with infinite solutions. Typically, some of the variables are designated as free (or independent, or as parameters), meaning that they are allowed to take any value, while the remaining variables are dependent on the values of the free variables.

For example, consider the following system:
The solution set to this system can be described by the following equations:
Here z is the free variable, while x and y are dependent on z. Any point in the solution set can be obtained by first choosing a value for z, and then computing the corresponding values for x and y.

Each free variable gives the solution space one degree of freedom
Degrees of freedom (statistics)
In statistics, the number of degrees of freedom is the number of values in the final calculation of a statistic that are free to vary.Estimates of statistical parameters can be based upon different amounts of information or data. The number of independent pieces of information that go into the...

, the number of which is equal to the dimension
Dimension
In physics and mathematics, the dimension of a space or object is informally defined as the minimum number of coordinates needed to specify any point within it. Thus a line has a dimension of one because only one coordinate is needed to specify a point on it...

 of the solution set. For example, the solution set for the above equation is a line, since a point in the solution set can be chosen by specifying the value of the parameter z. An infinite solution of higher order may describe a plane, or higher dimensional set.

Different choices for the free variables may lead to different descriptions of the same solution set. For example, the solution to the above equations can alternatively be described as follows:
Here x is the free variable, and y and z are dependent.

Elimination of variables


The simplest method for solving a system of linear equations is to repeatedly eliminate variables. This method can be described as follows:
  1. In the first equation, solve for one of the variables in terms of the others.
  2. Plug this expression into the remaining equations. This yields a system of equations with one fewer equation and one fewer unknown.
  3. Continue until you have reduced the system to a single linear equation.
  4. Solve this equation, and then back-substitute until the entire solution is found.


For example, consider the following system:
Solving the first equation for x gives , and plugging this into the second and third equation yields
Solving the first of these equations for y yields , and plugging this into the second equation yields . We now have:
Substituting into the second equation gives , and substituting and into the first equation yields . Therefore, the solution set is the single point .

Row reduction



In row reduction, the linear system is represented as an augmented matrix
Augmented matrix
In linear algebra, an augmented matrix is a matrix obtained by appending the columns of two given matrices, usually for the purpose of performing the same elementary row operations on each of the given matrices.Given the matrices A and B, where:A =...

:
This matrix is then modified using elementary row operations
Elementary row operations
In mathematics, an elementary matrix is a simple matrix which differs from the identity matrix by one single elementary row operation. The elementary matrices generate the general linear group of invertible matrices...

 until it reaches reduced row echelon form. There are three types of elementary row operations:
Type 1: Swap the positions of two rows.
Type 2: Multiply a row by a nonzero scalar
Scalar (mathematics)
In linear algebra, real numbers are called scalars and relate to vectors in a vector space through the operation of scalar multiplication, in which a vector can be multiplied by a number to produce another vector....

.
Type 3: Add to one row a scalar multiple of another.

Because these operations are reversible, the augmented matrix produced always represents a linear system that is equivalent to the original.

There are several specific algorithms to row-reduce an augmented matrix, the simplest of which are Gaussian elimination
Gaussian elimination
In linear algebra, Gaussian elimination is an algorithm for solving systems of linear equations. It can also be used to find the rank of a matrix, to calculate the determinant of a matrix, and to calculate the inverse of an invertible square matrix...

 and Gauss-Jordan elimination. The following computation shows Gauss-Jordan elimination applied to the matrix above:
The last matrix is in reduced row echelon form, and represents the system , , . A comparison with the example in the previous section on the algebraic elimination of variables shows that these two methods are in fact the same; the difference lies in how the computations are written down.

Cramer's rule



Cramer's rule is an explicit formula for the solution of a system of linear equations, with each variable given by a quotient of two determinant
Determinant
In linear algebra, the determinant is a value associated with a square matrix. It can be computed from the entries of the matrix by a specific arithmetic expression, while other ways to determine its value exist as well...

s. For example, the solution to the system
is given by
For each variable, the denominator is the determinant of the matrix of coefficients, while the numerator is the determinant of a matrix in which one column has been replaced by the vector of constant terms.

Though Cramer's rule is important theoretically, it has little practical value for large matrices, since the computation of large determinants is somewhat cumbersome. (Indeed, large determinants are most easily computed using row reduction.)
Further, Cramer's rule has very poor numerical properties, making it unsuitable for solving even small systems reliably, unless the operations are performed in rational arithmetic with unbounded precision.

Other methods


While systems of three or four equations can be readily solved by hand, computers are often used for larger systems. The standard algorithm for solving a system of linear equations is based on Gaussian elimination with some modifications. Firstly, it is essential to avoid division by small numbers, which may lead to inaccurate results. This can be done by reordering the equations if necessary, a process known as pivoting. Secondly, the algorithm does not exactly do Gaussian elimination, but it computes the LU decomposition
LU decomposition
In linear algebra, LU decomposition is a matrix decomposition which writes a matrix as the product of a lower triangular matrix and an upper triangular matrix. The product sometimes includes a permutation matrix as well. This decomposition is used in numerical analysis to solve systems of linear...

 of the matrix A. This is mostly an organizational tool, but it is much quicker if one has to solve several systems with the same matrix A but different vectors b.

If the matrix A has some special structure, this can be exploited to obtain faster or more accurate algorithms. For instance, systems with a symmetric positive definite
Positive-definite matrix
In linear algebra, a positive-definite matrix is a matrix that in many ways is analogous to a positive real number. The notion is closely related to a positive-definite symmetric bilinear form ....

 matrix can be solved twice as fast with the Cholesky decomposition
Cholesky decomposition
In linear algebra, the Cholesky decomposition or Cholesky triangle is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose. It was discovered by André-Louis Cholesky for real matrices...

. Levinson recursion
Levinson recursion
Levinson recursion or Levinson-Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix...

 is a fast method for Toeplitz matrices
Toeplitz matrix
In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to right is constant...

. Special methods exist also for matrices with many zero elements (so-called sparse matrices
Sparse matrix
In the subfield of numerical analysis, a sparse matrix is a matrix populated primarily with zeros . The term itself was coined by Harry M. Markowitz....

), which appear often in applications.

A completely different approach is often taken for very large systems, which would otherwise take too much time or memory. The idea is to start with an initial approximation to the solution (which does not have to be accurate at all), and to change this approximation in several steps to bring it closer to the true solution. Once the approximation is sufficiently accurate, this is taken to be the solution to the system. This leads to the class of iterative method
Iterative method
In computational mathematics, an iterative method is a mathematical procedure that generates a sequence of improving approximate solutions for a class of problems. A specific implementation of an iterative method, including the termination criteria, is an algorithm of the iterative method...

s.

Homogeneous systems


A system of linear equations is homogeneous if all of the constant terms are zero:
A homogeneous system is equivalent to a matrix equation of the form
where A is an matrix, x is a column vector with n entries, and 0 is the zero vector with m entries.

Solution set


Every homogeneous system has at least one solution, known as the zero solution (or trivial solution), which is obtained by assigning the value of zero to each of the variables. The solution set has the following additional properties:
  1. If u and v are two vectors representing solutions to a homogeneous system, then the vector sum is also a solution to the system.
  2. If u is a vector representing a solution to a homogeneous system, and r is any scalar
    Scalar (mathematics)
    In linear algebra, real numbers are called scalars and relate to vectors in a vector space through the operation of scalar multiplication, in which a vector can be multiplied by a number to produce another vector....

    , then ru is also a solution to the system.

These are exactly the properties required for the solution set to be a linear subspace
Euclidean subspace
In linear algebra, a Euclidean subspace is a set of vectors that is closed under addition and scalar multiplication. Geometrically, a subspace is a flat in n-dimensional Euclidean space that passes through the origin...

 of Rn. In particular, the solution set to a homogeneous system is the same as the null space of the corresponding matrix A.

Relation to nonhomogeneous systems


There is a close relationship between the solutions to a linear system and the solutions to the corresponding homogeneous system:
Specifically, if p is any specific solution to the linear system , then the entire solution set can be described as
Geometrically, this says that the solution set for is a translation
Translation (geometry)
In Euclidean geometry, a translation moves every point a constant distance in a specified direction. A translation can be described as a rigid motion, other rigid motions include rotations and reflections. A translation can also be interpreted as the addition of a constant vector to every point, or...

 of the solution set for . Specifically, the flat
Flat (geometry)
In geometry, a flat is a subset of n-dimensional space that is congruent to a Euclidean space of lower dimension. The flats in two-dimensional space are points and lines, and the flats in three-dimensional space are points, lines, and planes....

 for the first system can be obtained by translating the linear subspace
Euclidean subspace
In linear algebra, a Euclidean subspace is a set of vectors that is closed under addition and scalar multiplication. Geometrically, a subspace is a flat in n-dimensional Euclidean space that passes through the origin...

 for the homogeneous system by the vector p.

This reasoning only applies if the system has at least one solution. This occurs if and only if the vector b lies in the image
Image (mathematics)
In mathematics, an image is the subset of a function's codomain which is the output of the function on a subset of its domain. Precisely, evaluating the function at each element of a subset X of the domain produces a set called the image of X under or through the function...

 of the linear transformation
Linear transformation
In mathematics, a linear map, linear mapping, linear transformation, or linear operator is a function between two vector spaces that preserves the operations of vector addition and scalar multiplication. As a result, it always maps straight lines to straight lines or 0...

 A.

See also

  • LAPACK
    LAPACK
    -External links:* : a modern replacement for PLAPACK and ScaLAPACK* on Netlib.org* * * : a modern replacement for LAPACK that is MultiGPU ready* on Sourceforge.net* * optimized LAPACK for Solaris OS on SPARC/x86/x64 and Linux* * *...

     (the free standard package to solve linear equations numerically; available in Fortran, C, C++)
  • Row reduction
  • Simultaneous equations
    Simultaneous equations
    In mathematics, simultaneous equations are a set of equations containing multiple variables. This set is often referred to as a system of equations. A solution to a system of equations is a particular specification of the values of all variables that simultaneously satisfies all of the equations...

  • Arrangement of hyperplanes
    Arrangement of hyperplanes
    In geometry and combinatorics, an arrangement of hyperplanes is a finite set A of hyperplanes in a linear, affine, or projective space S....

  • Linear least squares
    Linear least squares
    In statistics and mathematics, linear least squares is an approach to fitting a mathematical or statistical model to data in cases where the idealized value provided by the model for any data point is expressed linearly in terms of the unknown parameters of the model...

  • Matrix decomposition
    Matrix decomposition
    In the mathematical discipline of linear algebra, a matrix decomposition is a factorization of a matrix into some canonical form. There are many different matrix decompositions; each finds use among a particular class of problems.- Example :...

  • Iterative refinement
    Iterative refinement
    Iterative refinement is an iterative method proposed by James H. Wilkinson to improve the accuracy of numerical solutions to systems of linear equations....


External links