Business Mathematics and Statistics · Ch 2 — Matrices
Solving a System of Linear Equations by the Matrix Inversion Method
Solving a System of Linear Equations by the Matrix Inversion Method
A system of linear equations can be written compactly in matrix form and solved directly using the matrix inverse — a method that generalises cleanly regardless of how many equations are involved.
Writing a system in matrix form
A system such as
can be written as , where
is called the coefficient matrix, the variable matrix, and the constant matrix. The same idea extends directly to three equations in three unknowns, with a coefficient matrix.
Solving for X
If is non-singular (), multiplying both sides of on the left by gives
So the unique solution is simply — once is known, solving the whole system is a single matrix multiplication.
What if A is singular?
If , the matrix-inversion method cannot be used at all ( does not exist) — the system either has no solution or infinitely many, and must be examined by other means. This is a genuine limitation of the method, not a computational inconvenience to work around. …
The matrix A of coefficients in a linear system written …
A method of solving AX = B by computing X = A⁻¹B, valid only when A is …