Representing Linear Algebraic Equations in Matrix Form

It should be clear that matrices provide a concise notation for representing simultaneous linear
equations. For example, a 3 × 3 set of linear equations,

can be expressed as [A]{x} = {b}

where [A] is the matrix of coefficients:

{b} is the column vector of constants:

and {x} is the column vector of unknowns:

A formal way to obtain a solution using matrix algebra is to multiply each side of the equation by the
inverse of [A] to yield [A] −1 [A]{x} = [A] −1 {b}

Because [A] −1 [A] equals the identity matrix, the equation becomes {x} = [A] −1 {b}

It should be noted that systems with more equations (rows) than unknowns (columns), m > n,
are said to be overdetermined. A typical example is least-squares regression where an equation with n
coefficients is fit to m data points (x, y). Conversely, systems with less equations than unknowns, m < n,
are said to be underdetermined. A typical example of underdetermined systems is numerical
optimization.
Determinants. The determinant can be illustrated for a set of three equations:

[A]{x} = {b}

where [A] is the coefficient matrix

The determinant of this system is formed from the coefficients of [A] and is represented as

Although the determinant D and the coefficient matrix [A] are composed of the same elements,
they are completely different mathematical concepts. That is why they are distinguished visually by using
brackets to enclose the matrix and straight lines to enclose the determinant. In contrast to a matrix, the
determinant is a single number. For example, the value of the determinant for two simultaneous
equations

is calculated by

D = a11a22 − a12a21

For the third-order case, the determinant can be computed as

where the 2 × 2 determinants are called minors.

Cramer’s Rule. This rule states that each unknown in a system of linear algebraic equations may
be expressed as a fraction of two determinants with denominator D and with the numerator obtained
from D by replacing the column of coefficients of the unknown in question by the constants b1, b2,..., bn
. For example, for three equations, x1 would be computed as
 Example:

Problem Statement. Use Cramer’s rule to solve

0.3x1 + 0.52x2 + x3 = −0.01

0.5x1 + x2 + 1.9x3 = 0.67

0.1x1 + 0.3 x2 + 0.5x3 = −0.44

Elimination of Unknowns

The elimination of unknowns by combining equations is an algebraic approach that can be

illustrated for a set of two equations:

a11x1 + a12x2 = b1

a21x1 + a22x2 = b2

The basic strategy is to multiply the equations by constants so that one of the unknowns will be
eliminated when the two equations are combined. The result is a single equation that can be solved for
the remaining unknown. This value can then be substituted into either of the original equations to
compute the other variable

a21a11x1 + a21a12x2 = a21b1

a11a21x1 + a11a22x2 = a11b2

Subtracting will, therefore, eliminate the x1 term from the equations to yield

a11a22x2 − a21a12x2 = a11b2 − a21b1

which can be solved for

Notice that equations follow directly from Cramer’s rule:

Example:

Given the system of equations

2x2 + 5x3 = 1

2x1 + x2 + x3 = 1

3x1 + x2 = 2

a. Compute the determinant.

b. Use Cramer’s rule to solve for the x’s
c. Use Gauss elimination with partial pivoting to solve for the x’s. As part of the computation,
calculate the determinant in order to verify the value computed in (a)