Intermediate Topic 26 of 51 Math for Computing
Linear Systems
Sets of linear equations solved together.
How it works
A linear system is a set of linear equations in several unknowns, written in matrix form as Ax equals b. It can have a unique solution, infinitely many solutions or none, depending on the rank of A and consistency with b. Geometrically, in two variables each equation is a line and the solution is their intersection; in three variables, planes. Methods include substitution, Gaussian elimination, LU decomposition, matrix inverses for small cases, iterative solvers such as Jacobi, Gauss-Seidel and conjugate gradient for large sparse systems and least squares when overdetermined.
Where it is used
Circuit analysis, structural engineering, computer graphics, economics, machine-learning regression, network flows and numerical simulations all solve linear systems.
Common pitfall
Nearly singular or ill-conditioned systems amplify rounding errors, giving unreliable solutions. Forming explicit inverses is wasteful and less accurate than solving directly. Overdetermined inconsistent systems need least squares. Check the condition number, use pivoting and exploit sparsity and structure with specialized libraries.
Where it fits in the course
Linear Systems is topic 26 of 51 in Math for Computing, rated Intermediate. It follows Confidence Intervals. The next topic is Gaussian Elimination.
Practice and explore
- Open the interactive lesson, with a mini quiz.
- Take the Math for Computing quiz.
How to study this topic
- Read the explanation above and restate the definition in your own words.
- Open the interactive lesson and answer its mini quiz.
- Read the common pitfall, then write a short example that avoids it.
- Check your understanding in the Math for Computing quiz, and revisit the topic if you miss a question.
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Related topics
- Confidence Intervals (Math for Computing)
- Gaussian Elimination (Math for Computing)
- Hypothesis Testing (Math for Computing)
- Eigenvalues and Eigenvectors (Math for Computing)
- Peer-to-Peer Systems (Distributed Systems & Cloud)
- Linear Search (Algorithms)
- Linear Regression (AI & Machine Learning)