Wednesday, May 11, 2011

The Geometry of Linear Equations


The first lecture starts with Gilbert Strang stating the fundamental problem of linear algebra, which is to solve systems of linear equations. He proceeds with an example.
The example is a system of two equations in two unknowns:




There are three ways to look at this system. The first is to look at it a row at a time, the second is to look a column at a time, and the third is use the matrix form.
If we look at this equation a row at a time, we have two independent equations 2x - y = 0 and -x + 2y = 3. These are both line equations. If we plot them we get the row picture


:










The row picture shows the two lines meeting at a single point (x=1, y=2). That's the solution of the system of equations. If the lines didn't intersect, there would have been no solution.
Now let's look at the columns. The column at the x's is (2, -1), the column at y's is (-1, 2) and the column at right hand side is (0, 3). We can write it down as following:




This is a linear combination of columns. What this tells us is that we have to combine the right amount of vector (2, -1) and vector (-1, 2) to produce the vector (0, 3). We can plot the vectors in the column picture:













If we take one green x vector and two blue y vectors (in gray), we get the red vector. Therefore the solution is again (x=1, y=2).
The third way to look at this system entirely through matrices and use the matrix form of the equations. The matrix form in general is the following: Ax = b where A is the coefficient matrix, x is the unknown vector and b is the right hand side vector.
How to solve the equations written in matrix form will be discussed in the next lectures. But I can tell you beforehand that the method is called Gauss elimination with back substitution.
For this two equations, two unknowns system, the matrix equation Ax=b looks like this:




The next example in the lecture is a system of three equations in three unknowns:






We can no longer plot it in two dimensions because there are three unknowns. This is going to be a 3D plot. Since the equations are linear in unknowns x, y, z, we are going to get three planes intersecting at a single point (if there is a solution).
Here is the row picture of 3 equations in 3 unknowns












The red is the 2x - y = 0 plane. The green is the -x + 2y - z = -1 plane, and the blue is the -3y + 4z = 4 plane.
Notice how difficult it is to spot the point of intersection? Almost impossible! And all this of going one dimension higher. Imagine what happens if we go 4 or higher dimensions. (The intersection is at (x=0, y=0, z=1) and I marked it with a small white dot.)
The column picture is almost as difficult to understand as the row picture. Here it is for this system of 3 equations in 3 unknowns:












The first column (2, -1, 0) is red, the second column (-1, 2, -3) is green, the fourth column (0, -1, 4) is blue, and the result (0, -1, 4) is gray.
Again, it's pretty hard to visualize how to manipulate these vectors to produce the solution vector (0, -1, 4). But we are lucky in this particular example. Notice that if we take none of red vector, none of green vector and one of blue vector, we get the gray vector! That is, we didn't even need red and green vectors!
This is all still tricky, and gets much more complicated if we go to more equations with more unknowns. Therefore we need better methods for solving systems of equations than drawing plane or column pictures.

Posted by: Selim khalil
Retrieved from: http://www.catonmat.net/blog/mit-linear-algebra-part-one

5 comments:

  1. intersting post salim it's a important information to have it and to know more about it

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  2. Very nice explanation. However, in the column view, how are the two components of the x vector (the coefficients of the x's in the two equations) plotted one along the x-axis and the other along the y-axis? Should they not represent two dimensions that are different from x and y?

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  3. Very informative information shared about the linear equations.Linear equation ca be solved by matrices and graphical method in a quite easy manner.

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