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Business Mathematics and Statistics · Ch 2 — Matrices

Solving a System of Linear Equations by the Matrix Inversion Method

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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

a1x+b1y=c1a2x+b2y=c2a_1x+b_1y=c_1 \qquad a_2x+b_2y=c_2

can be written as AX=BAX=B, where

A=(a1b1a2b2),X=(xy),B=(c1c2)A=\begin{pmatrix}a_1&b_1\\a_2&b_2\end{pmatrix},\qquad X=\begin{pmatrix}x\\y\end{pmatrix},\qquad B=\begin{pmatrix}c_1\\c_2\end{pmatrix}

AA is called the coefficient matrix, XX the variable matrix, and BB the constant matrix. The same idea extends directly to three equations in three unknowns, with AA a 3×33\times3 coefficient matrix.

Solving for X

If AA is non-singular (∣A∣≠0|A|\neq0), multiplying both sides of AX=BAX=B on the left by A−1A^{-1} gives

A−1(AX)=A−1B⇒(A−1A)X=A−1B⇒IX=A−1B⇒X=A−1BA^{-1}(AX)=A^{-1}B \quad\Rightarrow\quad (A^{-1}A)X=A^{-1}B \quad\Rightarrow\quad IX=A^{-1}B \quad\Rightarrow\quad X=A^{-1}B

So the unique solution is simply X=A−1BX=A^{-1}B — once A−1A^{-1} is known, solving the whole system is a single matrix multiplication.

What if A is singular?

If ∣A∣=0|A|=0, the matrix-inversion method cannot be used at all (A−1A^{-1} 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. …

Definition 1Coefficient Matrix

The matrix A of coefficients in a linear system written …

Definition 2Matrix Inversion Method

A method of solving AX = B by computing X = A⁻¹B, valid only when A is …