Solution NM.T90 Robert Beezer
We assume $A$ is nonsingular, and try to solve the system $\linearsystem{A}{\vect{b}}$ without making any assumptions about $\vect{b}$. To do this we will begin by constructing a new homogeneous linear system of equations that looks very much like the original. Suppose $A$ has size $n$ (why must it be square?) and write the original system as, \begin{align*} a_{11}x_1+a_{12}x_2+a_{13}x_3+\dots+a_{1n}x_n&=b_1\\ a_{21}x_1+a_{22}x_2+a_{23}x_3+\dots+a_{2n}x_n&=b_2\\ a_{31}x_1+a_{32}x_2+a_{33}x_3+\dots+a_{3n}x_n&=b_3\\ \vdots&\tag{$*$}\\ a_{n1}x_1+a_{n2}x_2+a_{n3}x_3+\dots+a_{nn}x_n&=b_n \end{align*} Form the new, homogeneous system in $n$ equations with $n+1$ variables, by adding a new variable $y$, whose coefficients are the negatives of the constant terms, \begin{align*} a_{11}x_1+a_{12}x_2+a_{13}x_3+\dots+a_{1n}x_n-b_1y&=0\\ a_{21}x_1+a_{22}x_2+a_{23}x_3+\dots+a_{2n}x_n-b_2y&=0\\ a_{31}x_1+a_{32}x_2+a_{33}x_3+\dots+a_{3n}x_n-b_3y&=0\\ \vdots&\tag{$**$}\\ a_{n1}x_1+a_{n2}x_2+a_{n3}x_3+\dots+a_{nn}x_n-b_ny&=0 \end{align*} Since this is a homogeneous system with more variables than equations ($m=n+1>n$), Theorem HMVEI says that the system has infinitely many solutions. We will choose one of these solutions, any one of these solutions, so long as it is not the trivial solution. Write this solution as \begin{align*} x_1=c_1&&x_2=c_2&&x_3=c_3&&\ldots&&x_n=c_n&&y=c_{n+1} \end{align*} We know that at least one value of the $c_i$ is nonzero, but we will now show that in particular $c_{n+1}\neq 0$. We do this using a proof by contradiction (Proof Technique CD). So suppose the $c_i$ form a solution as described, and in addition that $c_{n+1}=0$. Then we can write the $i$-th equation of system $(**)$ as, \begin{align*} a_{i1}c_1+a_{i2}c_2+a_{i3}c_3+\dots+a_{in}c_n-b_i(0)&=0\\ \end{align*} which becomes \begin{align*} a_{i1}c_1+a_{i2}c_2+a_{i3}c_3+\dots+a_{in}c_n&=0\\ \end{align*} Since this is true for each $i$, we have that $x_1=c_1,\,x_2=c_2,\,x_3=c_3,\ldots,\,x_n=c_n$ is a solution to the homogeneous system $\homosystem{A}$ formed with a nonsingular coefficient matrix. This means that the only possible solution is the trivial solution, so $c_1=0,\,c_2=0,\,c_3=0,\,\ldots,\,c_n=0$. So, assuming simply that $c_{n+1}=0$, we conclude that all of the $c_i$ are zero. But this contradicts our choice of the $c_i$ as not being the trivial solution to the system $(**)$. So $c_{n+1}\neq 0$.

We now propose and verify a solution to the original system $(*)$. Set \begin{align*} x_1=\frac{c_1}{c_{n+1}}&&x_2=\frac{c_2}{c_{n+1}}&&x_3=\frac{c_3}{c_{n+1}}&&\ldots&&x_n=\frac{c_n}{c_{n+1}} \end{align*} Notice how it was necessary that we know that $c_{n+1}\neq 0$ for this step to succeed. Now, evaluate the $i$-th equation of system $(*)$ with this proposed solution, and recognize in the third line that $c_1$ through $c_{n+1}$ appear as if they were substituted into the left-hand side of the $i$-th equation of system $(**)$, \begin{align*} &a_{i1}\frac{c_1}{c_{n+1}}+a_{i2}\frac{c_2}{c_{n+1}}+a_{i3}\frac{c_3}{c_{n+1}}+\dots+a_{in}\frac{c_n}{c_{n+1}}\\ &=\frac{1}{c_{n+1}}\left(a_{i1}c_1+a_{i2}c_2+a_{i3}c_3+\dots+a_{in}c_n\right)\\ &=\frac{1}{c_{n+1}}\left(a_{i1}c_1+a_{i2}c_2+a_{i3}c_3+\dots+a_{in}c_n-b_ic_{n+1}\right)+b_i\\ &=\frac{1}{c_{n+1}}\left(0\right)+b_i\\ &=b_i \end{align*} Since this equation is true for every $i$, we have found a solution to system $(*)$. To finish, we still need to establish that this solution is unique.

With one solution in hand, we will entertain the possibility of a second solution. So assume system $(*)$ has two solutions, \begin{align*} x_1=d_1&&x_2=d_2&&x_3=d_3&&\ldots&&x_n=d_n\\ x_1=e_1&&x_2=e_2&&x_3=e_3&&\ldots&&x_n=e_n \end{align*} Then, \begin{align*} &\left(a_{i1}(d_1-e_1)+a_{i2}(d_2-e_2)+a_{i3}(d_3-e_3)+\dots+a_{in}(d_n-e_n)\right)\\ &=\left(a_{i1}d_1+a_{i2}d_2+a_{i3}d_3+\dots+a_{in}d_n\right)-\left(a_{i1}e_1+a_{i2}e_2+a_{i3}e_3+\dots+a_{in}e_n\right)\\ &=b_i-b_i\\ &=0 \end{align*} This is the $i$-th equation of the homogeneous system $\homosystem{A}$ evaluated with $x_j=d_j-e_j$, $1\leq j\leq n$. Since $A$ is nonsingular, we must conclude that this solution is the trivial solution, and so $0=d_j-e_j$, $1\leq j\leq n$. That is, $d_j=e_j$ for all $j$ and the two solutions are identical, meaning any solution to $(*)$ is unique.

\medskip Notice that the proposed solution ($x_i=\frac{c_i}{c_{n+1}}$) appeared in this proof with no motivation whatsoever. This is just fine in a proof. A proof should convince you that a theorem is true. It is your job to read the proof and be convinced of every assertion. Questions like “Where did that come from?” or “How would I think of that?” have no bearing on the validity of the proof.