This is exercise 10 Chapter 1 the book Introduction
to Analytic
Number Theory by Tom M. Apostol. All alphabets represent integers and by $(w,z)=g$ we mean the greatest common divisor of w and z is g. What I tried:
$m = ax + by$ and $n = cx + dy$. By solving for $x$ and $y$, and considering $ad-bc = \pm 1$ I just got that $(x,y) = (dm-bn, an-cm)$. I can't go further, please help!

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Hint: If $(x,y)\neq 1$, divide both equations by it. Hence you can assume without loss that $(x,y)=1$ and try to prove that $(m,n)=1$. – vadim123 May 13 '16 at 17:19
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@vadim Thanks. Now I can give a more useful Hint: Use the fact that $(p,q)$ is the largest divisor of $p$ and $q$; prove that $(x,y)\leq (m,n)$ and $(m,n)\leq (x,y)$ separately. – Luiz Cordeiro May 13 '16 at 17:26
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@vadim123 - I tried your hint but I failed. If (x,y)=1 then there exist a and b such that ax+by=1, it doesn't mean that if for given x and y there exist a and such that ax+by=1 implies (x,y)=1. – May 13 '16 at 17:49
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See also: Proof that $\gcd(ax+by,cx+dy)=\gcd(x,y)$ if $ad-bc= \pm 1$ – Martin Sleziak Dec 15 '17 at 00:18
3 Answers
The gcd of $x,y$ divides both $m$ and $n$ since they are both linear combinations of $x,y$. Hence it also divides the gcd of $m,n$.
We have $dm-bn=(ad-bc)x=\pm x$ and $-cm+an=(-bc+ad)y=\pm y$, so the gcd of $m,n$ divides both $x$ and $y$ and hence also their gcd.
Since they divide each other the two gcds must be equal.

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$m$ and $n$ are expressed as linear combinations of $x$ and $y$.
This means $(x,y) \mid m$ and $(x,y) \mid n$, which implies $(x,y) \mid (m,n)$
Treating $m = ax + by$ and $n = cx + dy$ as a system of linear equations, solving gives
$$x = \frac{dm-bn}{ad-bc} \:\: \text{and} \:\: y = \frac{an-cm}{ad-bc}$$
And, since $ad-bc = \pm 1$, then $x = \pm (dm-bn)$ and $y = \pm (an-cm)$
Applying the argument from above, we conclude $(m,n) \mid (x,y)$.
This can only happen when $|(x,y)| = |(m,n)|$,
and since gcd's are positive $(x,y) = (m,n)$

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Following my suggestion in the comments, suppose without loss that $(x,y)=1$ (divide both equations by this if necessary). We have $$ \begin{bmatrix} m \\ n \end{bmatrix} = \begin{bmatrix}a & b \\c & d \end{bmatrix} \begin{bmatrix}x \\ y\end{bmatrix} $$ By hypothesis the matrix $\begin{bmatrix}a & b \\c & d \end{bmatrix}$ has inverse $\begin{bmatrix}e & f \\g & h \end{bmatrix}$. Hence $$\begin{bmatrix}e & f \\g & h \end{bmatrix} \begin{bmatrix} m \\ n \end{bmatrix} = \begin{bmatrix}x \\ y\end{bmatrix}. $$
In other words, there are integers $e,f,g,h$ such that $x=em+fn$ and $y=gm+hn$. Now, $(m,n)$ divides both $x,y$ and so $(m,n)|(x,y)$. But $(x,y)=1$ so $(m,n)=1$.

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