1

Simultaneous Linear Equations

1.1 Introduction

Systems of simultaneous linear equations are commonplace in optimisation

problems, statistics, economics and process control. The following example il-
lustrates a simple application of linear equations.
A small business has £7200 available to update its personal computers.
New machines are available at £1500 each or second-haJ.ld machines could be
bought for £700 each. How many of each should be 1;>ought if the business needs
8 machines and spends all the available money?
This problem can be represented as a pair of linear equations by letting
N denote the number of new machines to be bought and 8 the number of
second-hand machines.

1500N + 7008 = 7200

N+8 = 8
This example and its solution appears as one of the exercises in this chapter.
In this chapter various methods of solving simultaneous linear equations
are introduced, each method having advantages and limitations. First of all the
method of determinants is considered for small systems of equations (this work
is useful for introducing ideas that are met again in the sections on matrices and
in the chapters on vector algebra and multiple integrals), followed by Gaussian
elimination and finally the use of matrices.
G. S. Marshall, Introductory Mathematics: Applications and Methods
© Springer-Verlag London Limited 1998
2 Simultaneous Linear Equations

1.2 The method of determinants

Suppose that we wish to solve the following pair of equations for x and y

ax+by = c
Ix+my = n
where a, b, c, I, m and n are constants.
Multiplying the first equation by m, the second equation by b and subtract-
ing eliminates y leaving us with the linear equation in x

(am -Ib)x = em - nb.

Similarly, multiplying the first equation by I, the second by a and subtracting
would eliminate x and give us a linear equation in y only

(bl - am)y = cl - na .

The solution to the pair of equations is then

em-nb an-Ie
x= , y = am -Ib
am-Ib
pr~ided am-lb :I: o. The denominator in these expressions for x and y is called
the determinant of the coefficients of x and y and is defined by the notation

I~ ; I= am -lb.
This is called a second order d~terminant because it has 2 rows and 2 columns
b01lllded by two vertical lines, not brackets. A third order determinant would
have 3 rows and 3 columns. A determinant has a single value, for example

I~ : 1=2X3-4Xl=S.

Notice now that x and y can be written as fractions involving two determinants

The determinants in the numerators are very similar to the denominator. We

write the solution in the form x = 1r, y = ~ where