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Mathematics · Ch 1 — Applications of Matrices and Determinants

Homogeneous System of Linear Equations

1.5.2

Homogeneous System of Linear Equations

A system AX=BAX=B is homogeneous when B=OB=O (every constant is 00): AX=OAX=O. Since x1=x2=⋯=xn=0x_1=x_2=\cdots=x_n=0 (the trivial solution) satisfies AX=OAX=O automatically, ρ(A)=ρ([A∣O])\rho(A)=\rho([A|O]) always holds -- a homogeneous system is always consistent; the only real question is whether a non-trivial (some xi≠0x_i\ne0) solution also exists.

Let AA be n×nn\times n (square coefficient matrix, nn unknowns).

Case ρ(A)=n\rho(A)=n. The system has the unique solution, which must be the trivial one: since ρ(A)=n⇔∣A∣≠0\rho(A)=n\Leftrightarrow|A|\ne0, only X=OX=O satisfies AX=OAX=O.

Case ρ(A)<n\rho(A)<n. The system has a non-trivial solution too, forming an (n−ρ(A))(n-\rho(A))-parameter family; since ρ(A)<n⇔∣A∣=0\rho(A)<n\Leftrightarrow|A|=0.

Governing rule (square case). A homogeneous system with a square coefficient matrix has a non-trivial solution exactly when ∣A∣=0|A|=0.

If there are more unknowns than equations (m<nm<n), then automatically ρ(A)≤m<n\rho(A)\le m<n, so a non-trivial solution is guaranteed without even computing a determinant.

Worked illustration. For x+2y+3z=0, 2x+3y+z=0, 3x+y+2z=0x+2y+3z=0,\ 2x+3y+z=0,\ 3x+y+2z=0: ∣A∣=∣123231312∣=1(6−1)−2(4−3)+3(2−9)=5−2−21=−18≠0|A|=\begin{vmatrix}1&2&3\\2&3&1\\3&1&2\end{vmatrix}=1(6-1)-2(4-3)+3(2-9)=5-2-21=-18\ne0, so only the trivial solution exists.

A parametrised homogeneous system. "Find λ\lambda so that the system has a non-trivial solution" reduces to solving the polynomial equation ∣A(λ)∣=0|A(\lambda)|=0 for λ\lambda -- often factored cleanly using row/column operations (adding all rows/columns together, or exploiting a common factor) before expanding. …