CHAPTER TWO

2.0 SYSTEMS OF LINEAR EQUATIONS

2.1 Introduction
Linear algebra is a study of systems of linear equations and attempts to find a
simultaneous solution for the announce of those equations if such a solution exists.
Matrix algebra permits the concise expression of a system of linear equations. Systems of
linear equations arise in two ways in economic theory. Some economics models have a
natural linear structure. On the other hand, when the relationships among the variables
under consideration are described by a system of nonlinear equations, one takes the
derivative of these equations to convert them to an approximating linear system.

Advantages of Matrix Algebra,

 It permits expressions of complicated systems of equations in a compact and

simplified way,
 It provides a means to check whether a solution exists before an attempt,
 It also permits a means of solving the equation system.

Linear Equations: Any straight line in the XY- plane can be represented algebraically
by an equation of the form
a1x + a2y = b,
Where a1, a2, and b are real constants,
a1 and a2 are not both zero.

An equation of this form is called a linear equation in the variables x and y. More
generally, we define a linear equation in the n variables x1, x2, …, xn to be one that can be
expressed in the form
a1x1 + a2x2 +…+ anxn = b,
Where a1, a2, …,an, and b are real constants.

The variables in a linear equation are sometimes called unknowns.

44
Examples of linear equations:

The equations 3x + y = 7, y = 1/2x +3z + 1 and x 1 + 2x2 – 3x3 + x4 = 90 are linear

equations.

Observe that a linear equation does not involve any products or roots of variables. All
variables occur only to the first power and do not appear as arguments for trigonometric,
logarithmic, or exponential functions.

The equations x + 3y1/2 = 10, x + 3y – z + xz = 14 and y = sinx are not linear.

A solution of a linear equation a1x1 + a2x2 +…+ anxn = b is a sequence of n numbers s1,
s2, …, sn such that the equation is satisfied when we substitute x1 = s1, x2 = s2, …, xn = sn.
The set of all solutions of the equation is called its solution set or sometimes the general
solution of the equation.

Example

Find the solution set of 4x – 2y = 1

Solution:

To find solution, we can assign an arbitrary value to x and solve for y, or choose an
arbitrary value for y and solve for x. If we follow the first approach and assign x an
arbitrary value t, we obtain x = t, y = 2t – ½

These formulas describe the solution set in terms of an arbitrary number t, called a
parameter. Particular numerical solutions can be obtained by substituting specific values
for t. For example, t = 3, yields the solution y = 11/2 and t = -½ yields the solution y = -3/2.
If we follow the second approach and assign y the arbitrary value t, we obtain x = ½t + ¼,
y=t

45
Although these formulas are different from those obtained above, they yield the same
solution set as t varies over all possible real numbers.

Exercise

Find the solution for: x1 – 4x2 + 7x3 =5.

Linear Systems:
A finite set of linear equations in the variables x1, x2, …, xn is called a system of linear
equations or a linear system. A sequence of numbers s1, s2, …, sn is called a solution of
the system if x1 = s1, x2 = s2, …, xn = sn is a solution of every equation in the system. For
example, the system
4x1 – x2 + 3x3 = -1
3x1 + x2 + 9x3 = -4 has the solution x1 = 1, x2 = 2 and x3 = -1 since
these values satisfy both equations.

However, x1 = 1, x2 = 8, x3 = 1 is not a solution since these values satisfy only the first
equation in the system. Not all systems of linear equations have solutions. For example, if
we multiply the second equation of the system
x+y=4
2x + 2y = 6 by ½, it becomes evident that there are no solutions since
the resulting equivalent system x+y=4
x+y=3 has contradictory equations.

A system of equations that has no solutions is said to be inconsistent; if there is at least

one solution of the system, it is called consistent. To illustrate the possibilities that can
occur in solving systems of linear equations, consider a general system of two linear
equations in the unknowns x and y:

a1x + b1y = c1 (a1, b1 not both zero)

a2x + b2y = c2 (a2, b2 not both zero)

46
The graphs of these equations are lines; call them l1 and l2. Since a point (x, y) lies on a
line if and only if the numbers x and y satisfy the equation of the line, the solutions of the
system of equations correspond to points of intersection of l1 and l2. There are three
possibilities, illustrated in Figure 2.1:

l2 y Y I1 l2
l1
x x

1) No solution b) has one solution

l1 and l2
y

c. has infinitely many solutions

 The lines l1 and l2 may be parallel, in which case there is no intersection and
consequently no solution to the system.
 The lines l1 and l2 may intersect at only one point, in which case the system has
exactly one solution.
 The lines l1 and l2 may coincide, in which case there are infinitely many points of
intersection and consequently infinitely many solutions to the system.

Every system of linear equations either has no solutions, or has exactly one solution, or
has infinitely many solutions.

47
An arbitrary system of m linear equations in n unknowns can be written as

Where x1, x2,…, xn are the unknowns and the subscripted a's and b's denote constants.
For example, a general system of three linear equations in four unknowns can be written
as

2.2. Methods of Solving Simultaneous Linear Equations

In this section we shall develop a systematic procedure for solving systems of linear
equations. A system of linear equations can be solved using any of the following three
methods.
i. Inverse method
ii. The Cramer‟s rule
iii. Gauss Jordan Elimination Method

2.2.1. Inverse Method

Systems of linear algebraic equations and their solutions constitute one of the major
topics studied in “linear algebra.” The solution of linear system of equations can be given
by the product of the inverse of the coefficient matrix A-1 and the column vector of
constants C, i.e., if AX = C and if A is invertible, following the law of conformability we
can write in the following form. AX = C and A-1AX = A-1C, then, X = A-1C, this is
inverse rule.
Considering two linear equations in x and y given by:
a11 x + a12y = b1 ………………..(1)
a21x + a22y = b2

48
Let A be the coefficient matrix. That is
a11 a12 x b1
A= a21 a22 , X= y and C = b2

Equations (1) above can be written in matrix notation form as follows

AX = C = a11x+a12y =b1
a21x+a22y=b2

The above system of equations is said to be consistent if it has at least one solution. If the
system has no solution, then it is said to be inconsistent (i.e, not consistent). The system
with exactly one solution is said to be consistent and independent.

Example

2x+3y = 8
x+2y =5 has exactly one solution and thus, consistent and independent.

We can see, A = 2 3 and A = 4 – 3 = 1 ≠ 0

1 2

and the system x+3y = 5 has no solution and the two equations are
2x+6y = 7 inconsistent. Determinant of A is exactly zero.

That is, A= 1 3
2 6 and A =0

Furthermore, the system x+3y = 5 has an infinite solutions, in

2x+6y =10 this case, the two equations are consistent
but dependent.

In general,
i. If the determinant of the coefficient matrix is different from zero, the system has
exactly one solution (has a unique solution). Therefore, the system of equations is
consistent and independent.

49
 ii. If the determinant of coefficient matrix is exactly zero, then the system of
equations is inconsistent. Let | | ≠ 0, then, A-1 exists. From AX=C we get
X = A-1C
IX = A-1 C, then,
X = A-1 C

Thus, to find the solution of a linear system of equations using the inverse method, first
obtain the inverse of the coefficient matrix and then, multiply it by the constant matrix,
which gives the required solution.

Example

The equilibrium condition for three related markets is given by the following systems of
equations.
11P1 – P2 – P3 = 31
-P1 + 6P2 – 2P3 = 26
-P1 - 2P2 + 7P3 = 24
Find the equilibrium prices by using the inverse method.

Solution:
11 -1 -1
Let A = Coefficient matrix = -1 6 -2
-1 -2 7
P1 31
P = variable matrix = P2 and C = Constant matrix = 26
P3 24

AP = C, then, P = A-1 C
A = 11(42 – 4) + 1( -7-2) – 1(2 + 6)
= 11(38) – 9 – 8 = 418 – 17 = 401, thus, determinant of the coefficient matrix A is
nonzero implying there is no linear dependence among rows and columns.
P = A-1 C;
A-1 = 1/( A )AdjointA

50
 ǀ
c11 c12 c13
ǀ
Adj.A = C = c21 c22 c23 ,
c31 c32 c33

But, c11 = M11 = c11(c22c33 - c23c32)

Likewise for, 11 -1 -1 P1 31
-1 6 -2 P2 = 26
-1 -2 7 P3 24

c11 = M11 = 42 – 4 = 38
c12 = -M12 = -(- 7– 2) = 9
c13 = M13 = 8
c21 = -M21 = -(-9) = 9 and c33 = M33 = 66 – 1 = 65
, 38 9 8 38 9 8
-1
C = 9 76 23 , A = 1/401 9 76 23
8 23 65 8 23 65

Therefore, P1 38 9 8
P = P2 = A-1C = 9 76 23
P3 8 23 65

P1 = 1/401[38(31) + 9(26) + 8(24)] = 1/401[1178 + 234 + 192] = 4

P2 = 1/401[9(31) + 76(26) + 23(24)] = 1/401[279 + 1976 + 552] = 7
P3 = 1/401[8(31) + 23(26) + 65(24)] = 1/401[248 + 598 + 1560] = 6
P1 4
Thus, P= P2 = 7 , these are the equilibrium prices.
P3 6

Exercises

i. Given a system of linear equations:

4x1 – 5x3 + x2 = 8
3x2 – x3 – 2x1 = 12
-x2 + 3x1 + 4x3 = 5 solve for unknowns using inverse method.

51
 ii. Given the following system
Q2 + 10K = 0
Q1 + 2K = 0
10Q1 + 2Q2 - 240 = 0
Find the values of Q1, Q2 and K using inverse method
iii. Using inverse method, solve the equations.
x+ y+ z = 6
x+2y+3z = 16
-x+ y- z = -2
iv. A manufacturer produces two types of products A and B. Each product is first
processed in machine M1 and then, sent to another machine M2 for finishing. Each
unit of A requires 20 minutes time in M1 and 10 minutes in M2 whereas each unit
of B requires 10 minutes time in M1 and 20 minutes in M2, The total time
available on each machine is 600 minutes. Calculate the number of units of two
types of products produced by constructing a matrix equation of the form AX = C
and then, solving it by the matrix inversion method.

2.2.2. The Cramer’s Rule

The rule provides a simplified method of solving a system of linear equations through the
use of determinants. The rule states that:

Let a1 x + b1y = C1
a2 x + b2y = C2

The solution of the system above according to Cramer‟s rule is obtained as follows:

Let a1 b1 X= x c1
A= a2 b2 , y and B = c2

Dx = c1 b1 Where coefficient of x is replaced by the

c2 b2 constant matrix

52
Dy = a1 c1 Where coefficients of y is replaced by the constant matrix.
a2 c2

c1 b1
Thus, x= c2 b2 = c1 b2 – b1 c2 Dx
A a1 b2 – b1 a1 A

Thus, x= a1 c1
a2 c2 = a1 c2 – c1 a2 = Dy
A a1 b2 – b1 a1 |A|

Example

Using the Cramer‟s rule, solve the following systems of equations

2x -3y = 1
X+5y = 7
Solution:
Let A = 2 -3 x= x & B= 1
1 5 y 7

Dx = 1 -3
7 5 = 5-(-21) =26

Dy = 2 1
1 7 = 14-1 = 13

A = 2 -3
1 5 = 10 – (-3) = 13

53
 Dx 26
X= = = 2
A 13

Dy 13
Y= =1
A 13

Hence, x = 2 and y = 1

Example

Solve with the help of determinants (Cramer‟s rule)

5x- 6y +4z = 15
7x +4y – 3z = 19
2x +y +6z = 46
Solution : Remember how to find a determinant of order three.
Let A = 5 -6 4 x 15
7 4 -3 ,x= y and B = 19
2 1 6 z 46

Dx = 15 -6 4
19 4 -3 = 1257
46 1 6

Dy = 5 15 4
7 19 -3 = 1676
2 46 6

5 -6 15
Dz = 7 4 19 = 2514
2 1 46

54
 5 -6 4
A = 2 4 -3 = 419
2 1 6
Dx 1257
Now x= = = 3
A 419

Dy 1676
y= = = 4
A 419

Dz 2514
and z= = = 6
A 419

Hence, x = 3, y = 4 and z = 6

2.2.3. Gauss Elimination Method

In this section, we will show how to use the Gauss – Jordan method to solve m by n
linear systems of equations where mxn. For ease of understanding, we present the case
where the number of rows (number of equations) m is greater than the number of
columns (number of variables), i.e., m >n.
Consider the following 3 by 2 system.
4x1 +5x2 = 30
3x1 + 2x2 = 19
2x1 + 5x2 = 20
Proceeding in the usual manner, we start with the augmented matrix
4 5 30
3 2 19
2 5 20
Convert the main diagonal entries (aij = aji ) to unity and the remaining entries of the
coefficient matrix to zero (0) using row operations. Then, we divide the first row by 4 to
obtain 1 in a 11
5 15
1 /4 /2 R1 = ¼ R1
3 2 19
2 5 20

55
Next we add – 3 times row 1 to row 2 and -2 times row 1 to row 3.

5 15
1 /4 /2
-7 -7
0 /4 /2 R2 = -3R1+R2
5
0 /2 5 R3 = -2R1+R3

Now we divide row 2 by -7/4

5 15
1 /4 /2 R2 = -7R2 1 0 5
0 1 2 0 1 2
5 -5
0 /2 5 0 /4 5

Then add -5/4 times row 2 to row 1 and -5/2 times row 2 to row 3. At this point, the method
terminates since this satisfies the condition. The first, second and third row tells us
x1 +0x2 = 5 then, x1 = 5
x1 +1x2 = 2 then, x2 = 2
0x1 +0x2 = 0 then, 0 = 0
Thus, our solution is given by x1= 5 and x2 =2

Exercises

Inverses and solutions of linear equations

1. Find the adjoint and inverse of the following matrices

A= 3 8 3 1 0 1 2
2 1 , B= 4 0 , C= 1 2 3
3 1 1
2. Solve the following systems using the four methods of finding a solution.
i. 4x – 3y = 5 ii. 3x+ 2y = 6 iii. x – y = 3
3x – 5y = 1 5x + 4y = 8 2x + 3y – 4z = 17
y+2z=7

56
 vi. x + 2y +3z = 6 v. x +y + z = 3
3x – 2y +3z = 2 2x – y +z = 2
4x +2y +z = 7 x – 2y +3z = 2

Applications Questions

1) A candy manufacturer regularly makes three kinds of candy, each of which requires
milk and butter as follows; candy 1 requires 3 gallons of milk and 1 pound of butter
per dozen, candy 2, requires 2 gallons of milk and 3 pounds of butter per dozen and
candy 3 requires 3 gallons of milk and 2 pounds of butter per dozen. The
purchasing department buys a variable amount of milk and butter each week,
depending upon the market prices; the production department must then determine
each week the amounts of each candy to be made in order to consume the quantities
of milk and butter bought. If in the current week 23 gallons of milk and 26 pounds
of butter are purchased, find the number of dozens of each candy to be made

2) A special food for athletes is to be developed from tow foods. Food X and Food y
the new food is to be designed so that it contains exactly 16 ounces of vitamin A,
exactly 44 ounces of vitamin B and exactly 12 ounces of vitamin C. Each pound of
food x contains 1 ounce of vitamin A, 5 ounces of vitamin B and 1 ounce of vitamin
C- On the other hand, each pound of food y contains 2 ounces of A, 1 ounce of B
and 1 ounce of C Find the number of pounds of each food to be used in the mixture
in order to meet the above requirements.