Just try it:
Let x be a solution and c a constant, then
A (c x) = c A x = c b != b
Let x1 and x2 be solutions, then
A (x1+x2) = A x1 + A x2 = b + b = 2b != 0
So no, the solutions do not define a linear subspace.
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That said, they do define a nice plane within the original vector space.
This plane is actually an affine space (
http://en.wikipedia.org/wiki/Affine_space)
In the words of the French mathematician Marcel Berger,
"An affine space is nothing more than a vector space whose origin we try to forget about, by adding translations to the linear maps"
By choosing a fixed vector in the affine space you can recover the linear structure.
Let x0 be any fixed vector in the solution space of A x0 = b.
Then define for any x st A x = b, define y = x - x0, which satisfies
A y = A x - A x0 = b - b = 0.
The set of all { y = x - x0 | A x = b } forms a nice linear space.
The y are in 1:1 correspondence with the x,
so we can redefine addition and multiplication on the original x and recover a linear space:
c1
* x1
+ c2
* x2 = c1 x1 + c2 x2 - (c1 + c2 - 1) x0
The solution space of A x = b is linear with respect to the new,
underlined multiplication and addition.
Note that x0 is the zero vector wrt the
underlined operations
x
+ c
* x0 = x + c x0 - (1 + c - 1) x0 = x
This is basically what's said in
http://en.wikipedia.org/wiki/Affine_space#Affine_subspaces