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Linear Algebra

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Section I. Solving <strong>Linear</strong> Systems 23<br />

3.7 Lemma For any homogeneous linear system there exist vectors � β1, ... ,<br />

�βk such that the solution set of the system is<br />

{c1 � β1 + ···+ ck � �<br />

βk � c1,... ,ck ∈ R}<br />

where k is the number of free variables in an echelon form version of the system.<br />

Before the proof, we will recall the back substitution calculations that were<br />

done in the prior subsection. Imagine that we have brought a system to this<br />

echelon form.<br />

x + 2y − z +2w =0<br />

−3y + z =0<br />

−w =0<br />

We next perform back-substitution to express each variable in terms of the<br />

free variable z. Working from the bottom up, we get first that w is 0 · z,<br />

next that y is (1/3) · z, and then substituting those two into the top equation<br />

x + 2((1/3)z) − z + 2(0) = 0 gives x =(1/3) · z. So, back substitution gives<br />

a paramatrization of the solution set by starting at the bottom equation and<br />

using the free variables as the parameters to work row-by-row to the top. The<br />

proof below follows this pattern.<br />

Comment: That is, this proof just does a verification of the bookkeeping in<br />

back substitution to show that we haven’t overlooked any obscure cases where<br />

this procedure fails, say, by leading to a division by zero. So this argument,<br />

while quite detailed, doesn’t give us any new insights. Nevertheless, we have<br />

written it out for two reasons. The first reason is that we need the result — the<br />

computational procedure that we employ must be verified to work as promised.<br />

The second reason is that the row-by-row nature of back substitution leads to a<br />

proof that uses the technique of mathematical induction. ∗ This is an important,<br />

and non-obvious, proof technique that we shall use a number of times in this<br />

book. Doing an induction argument here gives us a chance to see one in a setting<br />

where the proof material is easy to follow, and so the technique can be studied.<br />

Readers who are unfamiliar with induction arguments should be sure to master<br />

this one and the ones later in this chapter before going on to the second chapter.<br />

Proof. First use Gauss’ method to reduce the homogeneous system to echelon<br />

form. We will show that each leading variable can be expressed in terms of free<br />

variables. That will finish the argument because then we can use those free<br />

variables as the parameters. That is, the � β’s are the vectors of coefficients of<br />

the free variables (as in Example 3.6, where the solution is x =(1/3)w, y = w,<br />

z =(1/3)w, andw = w).<br />

We will proceed by mathematical induction, which has two steps. The base<br />

step of the argument will be to focus on the bottom-most non-‘0 = 0’ equation<br />

and write its leading variable in terms of the free variables. The inductive step<br />

of the argument will be to argue that if we can express the leading variables from<br />

∗ More information on mathematical induction is in the appendix.

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