In
linear algebra
Linear algebra is the branch of mathematics concerning linear equations such as
:a_1x_1+\cdots +a_nx_n=b,
linear maps such as
:(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n,
and their representations in vector spaces and through matrix (mathemat ...
, a coefficient matrix is a
matrix consisting of the
coefficient
In mathematics, a coefficient is a Factor (arithmetic), multiplicative factor involved in some Summand, term of a polynomial, a series (mathematics), series, or any other type of expression (mathematics), expression. It may be a Dimensionless qu ...
s of the variables in a set of
linear equations. The matrix is used in solving
systems of linear equations.
Coefficient matrix
In general, a system with
linear equations and unknowns can be written as
:
where
are the unknowns and the numbers
are the coefficients of the system. The coefficient matrix is the matrix with the coefficient as the th entry:
:
Then the above set of equations can be expressed more succinctly as
:
where is the coefficient matrix and is the column vector of constant terms.
Relation of its properties to properties of the equation system
By the
Rouché–Capelli theorem
Rouché–Capelli theorem is a theorem in linear algebra that determines the number of solutions of a system of linear equations, given the ranks of its augmented matrix and coefficient matrix. The theorem is variously known as the:
* Rouché� ...
, the system of equations is
inconsistent, meaning it has no solutions, if the
rank of the
augmented matrix
In linear algebra, an augmented matrix (A \vert B) is a k \times (n+1) matrix obtained by appending a k-dimensional column vector B, on the right, as a further column to a k \times n-dimensional matrix A. This is usually done for the purpose of p ...
(the coefficient matrix augmented with an additional column consisting of the vector ) is greater than the rank of the coefficient matrix. If, on the other hand, the ranks of these two matrices are equal, the system must have at least one solution. The solution is unique if and only if the rank equals the number of variables. Otherwise the general solution has free parameters; hence in such a case there are an infinitude of solutions, which can be found by imposing arbitrary values on of the variables and solving the resulting system for its unique solution; different choices of which variables to fix, and different fixed values of them, give different system solutions.
Dynamic equations
A first-order
matrix difference equation with constant term can be written as
:
where is and and are . This system converges to its steady-state level of
if and only if
In logic and related fields such as mathematics and philosophy, "if and only if" (often shortened as "iff") is paraphrased by the biconditional, a logical connective between statements. The biconditional is true in two cases, where either bo ...
the
absolute value
In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if x is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), ...
s of all
eigenvalues of are less than 1.
A first-order
matrix differential equation with constant term can be written as
:
This system is stable if and only if all eigenvalues of have negative
real parts.
References
{{DEFAULTSORT:Coefficient Matrix
Linear algebra