Lead guitar players choose scales and play solos over chord changes a few different ways. Options include using pentatonic scale patterns, major scale patterns, or a combination of both. Also, you can follow just the root chord in a progression, the entire progression as a whole, or each chord individually.
Pentatonic Scale Patterns
Using pentatonic scales requires that you identify the root chord in a progression. The root is the tonal center of a song that everything revolves around and where everything ultimately resolves. After you identify the root chord you can play a corresponding pentatonic scale over the whole progression.
For example, the lead guitar solo to "Stairway to Heaven" by Led Zeppelin is played over the chords, Am, G and F. The Am is functioning as the root and so you can play A minor pentatonic scale patterns over the whole progression.
The lead guitar solo to "Sweet Home Alabama" by Lynyrd Skynyrd is played over the chords, D, C and G. The G is functioning as the root and so you can play G major pentatonic scale patterns over the whole progression.
An exception to this rule occurs in music styles with a blues flavor. Blues songs can break the rules a bit by using minor pentatonic scales over major chords (or dominant seven chords).
Major Scale Patterns
Using major scales requires knowledge of guitar chord progressions and playing by numbers. This is because you must identify the parent key that ALL chords in a progression fit into then play that corresponding major scale.
For example, the Am, G and F chords in the "Stairway to Heaven" solo only occur all together in the key of C. So you can use C major scale patterns over the whole progression (a.k.a. Am which is the relative minor). The D, C and G chords in "Sweet Home Alabama" only occur all together in the key of G. So you can use G major scale patterns over the whole progression.
Combining Pentatonic and Major Scale Patterns
The two song examples above use pentatonic and major scales that happen to correspond to each other but this isn't always the case. Sometimes the correct scales to use for soloing are one type of pentatonic and another type of major scale. For example, "Oye Como Va" by Santana uses Am pentatonic and G major scale (a.k.a. Dorian mode). "No Rain" by Blind Melon uses E major pentatonic and A major scale (a.k.a. Mixolydian mode). Once you figure out the correct scales to use for soloing you can play some of both or combine the patterns together.
Playing Over Key Changes
Sometimes the root of a song will change. If this occurs, then you must follow by changing the pentatonic scale to match. Also, sometimes the chords in a song won't all fit together into one key. When this occurs you have to break the progression up into chord groups that each fit into one key and then play the corresponding major scales over each key.
Outlining a Chord Progression
Pentatonic scales can also follow each chord change. So if you're playing a progression based on Am, G and F, then you can play Am pentatonic over Am, G major pentatonic over G, and F major pentatonic over F. This requires a lot of quick thinking because you must reorient yourself into new patterns each time the chord changes.
Music Theory for Guitar
As you can see, knowing your options when it comes to playing over changes requires you understand music theory for guitar. The more you know how things go together and what your options are the better you'll understand the music you play and create your own compositions and improvisations.
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