MIT 18.06SC Lecture 7: Solving Ax=0 - Pivot Variables and Special Solutions
Context
This lecture develops a systematic algorithm to find all solutions to \(Ax = 0\) using pivot variables, free variables, and special solutions. The null space structure is revealed through reduced row echelon form.
Homogeneous Linear System
We consider the homogeneous linear system: \[ Ax = 0 \]
where \(A\) is an \(m \times n\) matrix with rank \(r\).
Pivot Variables and Free Variables
After performing row reduction on \(A\), we identify:
- Pivot variables: Variables corresponding to columns with pivot positions (leading entries in row echelon form)
- Free variables: Variables corresponding to columns without pivot positions
- Number of free variables: \(n - r\) (total variables minus rank)
Relationship to Solutions
- If rank \(r = n\): No free variables
- Only the trivial solution \(x = \vec{0}\) exists
- The null space contains only the zero vector
- If rank \(r < n\): There are \(n - r\) free variables
- Infinitely many non-trivial solutions exist
- The null space is a \((n-r)\)-dimensional subspace
Key insight: Free variables are necessary for non-trivial solutions. Each free variable adds one dimension to the null space.
Special Solutions
Special solutions form a basis for the null space \(N(A)\). To find them:
Algorithm
- Identify the free variables (there are \(n - r\) of them)
- For each free variable:
- Set that free variable to 1
- Set all other free variables to 0
- Solve for the pivot variables
- This gives one special solution
The null space is the span of all special solutions.
Example
Consider the row echelon form matrix: \[ R = \begin{bmatrix} 1 & 2 & 3 & 4 \\ 0 & 0 & 2 & 1 \\ 0 & 0 & 0 & 0 \end{bmatrix} \]
From this, we have: - Pivot columns: 1 and 3 (variables \(x_1\) and \(x_3\)) - Free columns: 2 and 4 (variables \(x_2\) and \(x_4\)) - Equations: \(x_1 + 2x_2 + 3x_3 + 4x_4 = 0\) and \(2x_3 + x_4 = 0\)
Special solution 1: Set \(x_2 = 1\), \(x_4 = 0\) - From equation 2: \(2x_3 = 0 \Rightarrow x_3 = 0\) - From equation 1: \(x_1 + 2(1) + 3(0) + 4(0) = 0 \Rightarrow x_1 = -2\) - Special solution: \(\begin{bmatrix} -2 \\ 1 \\ 0 \\ 0 \end{bmatrix}\)
Special solution 2: Set \(x_2 = 0\), \(x_4 = 1\) - From equation 2: \(2x_3 + 1 = 0 \Rightarrow x_3 = -\frac{1}{2}\) - From equation 1: \(x_1 + 2(0) + 3(-\frac{1}{2}) + 4(1) = 0 \Rightarrow x_1 = -\frac{5}{2}\) - Special solution: \(\begin{bmatrix} -\frac{5}{2} \\ 0 \\ -\frac{1}{2} \\ 1 \end{bmatrix}\)
Complete null space: \[ N(A) = c_1 \begin{bmatrix} -2 \\ 1 \\ 0 \\ 0 \end{bmatrix} + c_2 \begin{bmatrix} -\frac{5}{2} \\ 0 \\ -\frac{1}{2} \\ 1 \end{bmatrix} \]
for any scalars \(c_1, c_2 \in \mathbb{R}\).
RREF (Reduced Row Echelon Form)
The reduced row echelon form provides the clearest view of the null space structure.
Properties of RREF
- Each pivot column contains exactly one 1 (the pivot) and all other entries are 0
- The pivot is the only non-zero entry in its row among pivot columns
- Makes it easy to read off special solutions directly
Block Structure
For a matrix with \(r\) pivot columns and \(n-r\) free columns, the RREF has the form: \[ R_{\text{rref}} = \begin{bmatrix} I_r & F \end{bmatrix} \]
where: - \(I_r\) is the \(r \times r\) identity matrix (pivot columns) - \(F\) is an \(r \times (n-r)\) matrix (free variable coefficients)
Example
For our example, RREF would be: \[ R_{\text{rref}} = \begin{bmatrix} 1 & 2 & 0 & \frac{5}{2} \\ 0 & 0 & 1 & \frac{1}{2} \\ 0 & 0 & 0 & 0 \end{bmatrix} = \begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix} \begin{bmatrix} 2 & \frac{5}{2} \\ 0 & \frac{1}{2} \end{bmatrix} \]
Here \(I_r = I_2\) and \(F = \begin{bmatrix} 2 & \frac{5}{2} \\ 0 & \frac{1}{2} \end{bmatrix}\).
Direct Formula for Null Space
From the RREF block structure \([I_r \mid F]\), the null space matrix (whose columns are special solutions) is: \[ N(A) = \begin{bmatrix} -F \\ I_{n-r} \end{bmatrix} \]
This \(n \times (n-r)\) matrix contains all special solutions as its columns.
Dimensions Summary
| Matrix | Shape | Description |
|---|---|---|
| \(A\) | \(m \times n\) | Original matrix |
| \(I_r\) | \(r \times r\) | Identity block in RREF |
| \(F\) | \(r \times (n-r)\) | Free variable coefficients |
| \(N(A)\) | \(n \times (n-r)\) | Null space basis matrix |
The null space \(N(A)\) is an \((n-r)\)-dimensional subspace of \(\mathbb{R}^n\).
Source: MIT 18.06SC Linear Algebra, Lecture 7