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Solving GLSP Using RREF

The best way to find general solutions to linear-systems problems is to use row reduction into 18.4 Solution to HSLP using RREF.

To find the solution set for a linear system of equations, we

  1. Begin with our original equation
Ax=b
  1. Reduce the coefficient matrix A into 17.3 Reduced Row Echelon Form U=RREF(A) by multiplying A on the left by matrix E yielding
EA=U

where E=EtEt1E2E1 is a product of elementary matrices E1,E2,,Et and each elementary matrix EJ is either a 9.8 Shear Matrix, 9.10 Transposition Matrix, or a 9.9 Dilation Matrix for j=1,2,,t.
3. Simultaneously multiply the same sequence of elementary matrices to the right-hand side to produce the new updated system

Ux=y
  1. Decide if ySpan{U(:,k)}k=1n. In other words, verify if y can be written as a linear combination of the columns of U.
x=x+z

where x is a particular solution to Ux=y and z is a general solution to the 18.3 Homogenous Linear System Ux=0.

This algorithm produces every possible solution to 17.1 The General Linear-Systems Problem.