Solvability and Consistency for Linear Equations and Inequalities Author(s): H. W.

Kuhn Reviewed work(s): Source: The American Mathematical Monthly, Vol. 63, No. 4 (Apr., 1956), pp. 217-232 Published by: Mathematical Association of America Stable URL: http://www.jstor.org/stable/2310345 . Accessed: 02/11/2011 06:37
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SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS AND INEQUALITIES*

H. W. KUHN, Byrn MawrCollege 1. Introduction. The term consistent in common use in two contexts that is at appear to be quite different first sight. It is oftenapplied to systemsof linear equations as a synonymforsolvable.Thus, Dickson says in [3]: "We shall call if two or more equations consistent there exist values of the unknownswhich satisfyall of the equations." Again, B6cher writesin [1]: "The equations may have no solution, in which case they are said to be inconsistent." Elsewhere, it is applied by logicians to deductive systemsas a synonymfornon-contradictory. Thus, Tarski definesthe term in [8]: 'A deductive theoryis called consistent if or non-contradictory no two asserted statements of this theory contradict each other." Our preliminary purpose is to reconcilethese two usages, agreeinginformally that "solvable" means "satisfiable"and that "consistent" means "non-contradictory." The reconciliationis brought about by setting forthexplicitly the definition consistencythat has been employed implicitlyin ordinarytreatof ments of linear equations. This definition based on a non-effective is characterization of the logical consequences of the system,and is almost triviallyequivalent to solvability under much more general conditions than are considered here. Therefore,this equivalence adds littleor nothingto our knowledgeof the special subject of linearequations. These considerationsare in sharp contrastwith another use of consistency, whichconsidersonly those consequencesthat can be derivedby applyinga finite numberof algebraic operationsto the system.We shall show that the ordinary criteria for the solvability of systems of linear equations followdirectlyfrom the latter notion when the only algebraic operation that is allowed is that of linear combinations.Whatever novelty there is in this approach conforming sists in viewingthe systemof equations as a set of postulates added to an underlying logic that includes the laws of real numbers,and then investigatingthe "methods of proof?" appropriateto it. The main object of this paper is to extend this formulation systems of to linear inequalities. It is somewhat remarkable that the same theoremspersist with only minor modifications, namely, with reasonable care in the type of linear combinationsthat are allowed, and with the use of a process of elimination designed forlinear inequalities. The criteriaforsolvabilitythat are proved in this manner forma basis for the modern disciplinesof linear programming and game theory.They also admit importantgeometricinterpretations. These and otherapplications will be treated in a sequel.
* A preliminary of version thispaperwas prepared whiletheauthorwas a consultant the to NationalBureauofStandards. The preparation thepresent of version supported, part,by was in theSocialScience Research Council of and,in part, theOffice Naval Research by Logistics Project, Princeton University. 217

218

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

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of 2. Systems linearequations.The system linearequations of 3x-6y+4z-= x-2y+ 1 -x + 2y-2z = 3 z= O let does not have a solution.Despite its triviality, us examinean argument thatmight advancedas a proof thisstatement. be of are u, Supposetheequations multiplied newunknowns, v,and w,respecby this by listing multipliers the leftof the the to tively,and added. Represent equationsand thesum below,thus: u: v:
(3u
-

3x -x x

-6y +2y -2y

-

+4z=1 -2z=3 +z = O 2v + w)z = u + 3v

v + w)x + (-6u + 2v -2w)y + (4u

tionswouldyield

If the originalsystemweresatisfiedby numbersx, y,and z, then the same opera-

(3u-v + w)x + (-6u + 2v- 2w)y + (4u- 2v+ w)

=X

+ 3v

if for and thiswouldbe a truestatement all values of u, v, and w. However, u the multipliers=1, v 1, w = -2 are chosen, thissays
O0 + Oy+ O0 = 4,

about numbers. a falsestatement We shallsee laterhowsuchmultipliers be found successively can eliminatby that theywere For it to ing the unknowns. the moment is important remark chosento satisfy 3u-6

v+

w=O w=O 0

+ 2v- 2w = 0 u+3v

4u-2v+

This is, of course,the original and thus establishthe contradiction. system in transposed a specialway. condiis the So muchformotivation; objectof thissection to stateprecise of S tionsforthe solvability general systems of linearequations.The systems in r to willbe assumed contain inhomogeneous equations n unknowns, xi, x", and hencewillhave the form

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SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

Cl1Xx + *** + CinXn = Ci

219

(S)
CriXi + * + CrnXn = Cr. , n) and , r and I = 1, * The cki and Ckare given real numbers (fork = 1, definethe systemS. The adjective "inhomogeneous"means that no assumption is made about the righthand membersCk. An indexed set X of real numbers(xl , xn) is called a solution forS if all of the equations (k = 1, ... * r) CklXl + + CknXn = Ch

are true statements. The set of solutions for S is denoted by S (S) and S is called solvableif S (S) is not empty. An equation

= d1x1 *l l + dnxn d +
, xn is called a (logical) consequence S if dl1 l+ in the unknownsxi, of * +dnfn= d is a true equation whenever X = (x1, * * , xn) is a memberof S (S), in symbols,if X S(S). A curioussituationoccurs if S is not solvable, Then the of definition a consequenceplaces no restriction an equation dixi+ * * * +dnXn on - d because there are no solutions xi, * * *, xn to check for equality. Hence we are forcedto conclude that, if S is not solvable, then every equation in the unknownsx1, * , xn is a consequence of S. Our firstdefinition consistencywill be based on the idea of consequence of and the form the patentlyfalseequation, Oc+0+0+ =4, derivedin the examof if ple above. Namely, a systemS is said to be inconsistent some equation

Oxi + * * * + Oxn= d,

withd $ O,

(Thus, the contradictory is a consequence of S; otherwiseit is called consistent. are assertionsused in this definition 0 = d and d $0.) The firsttheoremwill establish the logical connectionbetween solvability and this notion of consistency.Its statement explains immediatelywhy these terms have oftenbeen confused (or used interchangeably)in textbook discus-revealsthat it is a theorem sions of linear equations. The trivialityof its proof withoutspecial content forlinear equations.
THEOREM

1. A system is solvable and onlyif it is consistent. S if

Proof. If S is solvable, choose an X=(fx, * * *, xn)ES(S). Then Ox1+ +0Xn is equal to zero by the rules of operating with real numbersand hence no d is not a trueequation forany d 0. Therefore, Ox,+ * 0x1i+ . . . +On= + xn= d, withd $0, is a consequence of S, and S is consistent. x, On the other hand, if S is not solvable, then every equation in xi, is a consequence of S. In particular, 0x1+ * +Oxn =1 is a consequence of S, and S is inconsistent.

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SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

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of of content the theory linearequationscomes not from The significant whenS is notsolvcan thefactthatan absurdconsequence alwaysbe exhibited howit can be obtained.To the able, but from formof thisequationand from withmultipliers a to analogous thatusedin theexample, thisend,form scheme below: and appearing theleftofthesystem thesumappearing at
W1: ClX + + CinXn = Cl

W2:c2lxl+
Wr: C?iXl +

= + C2Xn C2
+ Crnx.= C?

dixi+*

+ dnx.=d.

they are: The coefficientsthesumareeasilyreadoff; of

di WiCil + +WrCri

d=

wicl +** + +

+ WrCrn

d =wc1

wrc,.

An equation, dixi+
-'+dnxn=di

is of thatis formed thismanner, called a linearcombination theequationsof in , wrare called the coefficients of the linearcombinaS. The multipliers wi, tion. of on theorem thesolvability systems Withthissetofdefinitions, central the of inhomogeneous linearequationsis:
THEOREM 2. (a) Every linear combination the of of equations S is a consequence of of then of S. (b) If S is solvable, every consequence S is a linearcombination the

then equations S. If S is notsolvable, an equation of

is a linear combination theequationsof S. of

0X1+ * * * + 0x, = d,

withd F O,

and intentof this Several informal remarks may help to explainthe content S solvable of the systems as being theorem. First,it characterizes consequences and "liis a logicalnotion Since "consequence" the exactly linearcombinations. we Often may obtain thisis quite remarkable. is nearcombination" algebraic, are statements true; other holdswhenever theinformation somestatement that connection. and explicit such a narrow however, is seldomthat thisforces it the to this saysthatit is alwayspossible demonstrate inconSecondly, theorem an combination equaas of by system exhibiting a linear sistency an unsolvable ofthetheorem Thus bothparts all tionthatis falsefor valuesoftheunknowns.

1956]

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

221

combinations. the of yieldinformation through medium linear to of The statements Theorem2 (b) can be strengthened constructive procedure thatwillfindthe computational assertions, that is, thereis a finite to (and combinations hencethesolution the multipliers * * *, w,in thelinear wi, techis for case. This procedure based on thefamiliar transposed system) every an from system. the niqueforeliminating unknown an equation
THEOREM

yields solution S orexhibits a for of either 3. Theprocess elimination

Ox1 + * + Ox =

d,

withd y

O,

as a linear combination the of equations S. of the in to of is Although technique elimination known everyalgebrastudent withthegeneralizait herefor sake ofcomparison the practice, willbe described for tionsto follow. "elimination" something a misnomer; formal is of (Actually, we an but reasons, willnoteliminate unknown, willmakeall of its coefficients ckz S equal to zero.) It is appliedonlyto systems in whichsome coefficient is from different zero.Fornotational assumethatcil#0,renumbering convenience, and if S' Thendefine newsystem ofr equations a unknowns equations necessary.
in the unknownsxi, Ox1
(St)
*,

xn by:

X2 + +

*
C2n

+ Oxn =
21CIn
-C

C21C12 a\A / X2 + Ox1 + (C22 X2 Cii Ci/i

/C

Ca = Xn

C21 -

+(C7{Xn Ox,+yCr-

(/

Cr1C2) Cii

Cl1\

2 +

XThCln\

Cri Ci.

Ci.

follows obviousrule;it is obtained subtractan The formation thissystem of by equation fromthe kth equation fork=1, * - - , r. ing CkI/Cll timesthe first of Thus the coefficient xi in the kth sum equation is Ckl - CklCll/Cll =0 fork void to involved considering systems. in retained avoidthelogicalcomplications 3 of The proof Theorem is thenbasedon thefollowing assertions: three 10 Every of of of equation S' is a linearcombination theequations S. then 2? If S' is solvable, S is solvable. in have zerocoefficients than S. all in S' 30 Moreunknowns 2 are The detailsof the proof straight-forward willnotbe given.Theorem and from the immediately Theorem however, detailsofthisderivation 3; (b) follows for becausewe shallprove more arealso omitted general statement inequalities a in Section3. At thisstage,presenting proofs might obscurethe simplicity the of the ofthelogicalstructure theresults. emphasize structure, theorems this To
=1*,
* *

~~~~~~~CiiCi

, r. The seeminglyredundant firstequation, Ox,+ * * * +Ox.

0, is

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SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

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will be reproducedin a condensed formto arm the reader forthe section that follows.

in is The coreof thissection contained thediagram: solution contradiction xi

Wi W2 Cii C21

x2
C12

...

Xn
C. C,ln C2n = = C1 C2

C22 ...

Wr

Cr1

C2r *

Cn

C,

= 0

= *0*

= O %0

one thatexactly ofthetwo of a expression thestatement It presents schematic systems

CliXi + * + Clnxn = Cl

(S)
CrX +** + CrnX. = Cr

and
W1C11 +

WrCri =

(T)

WiCin +
WiC1

WrCrn =

+ WrCr

3' 0

for to of The relation solvability consistency linearequationsshouldnow uses is be clear.Anyconfusion causedby twodifferent ofthewordconsistency. be might called 'consistency The first (whichwe have called "consistency") thatis Church[2]) and is the notion to (following withrespect consequences" I becauseTheorem is valid.The second with usedinterchangeably "solvability" and to with be might called "consistency respect linearcombinations" leads to is a Forming linearcombination a rule of formulation theresults: thefollowing
of inference(i.e., never leads fromtrue statements to a false statement) for

Successive elimination is solvable. A solution to T means that S is inconsistent. of xi, * - *, x. leads eitherto a solution forS or to a solution for T.

effectiveprocedure for deciding whether a system is solvable or inconsistent (in eithersense).

S of systems linearequations.If a system is solvabletheneveryconsequence to with If in can be derived thismanner. S is inconsistent respect consequences, is Elimination an withrespectto linearcombinations. thenit is inconsistent

1956]

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

223

3. Systemsof linearinequalities. The object of thissectionis to establish for conditions thesolvability general of S We systems oflinear inequalities. shall pattern definitions our the upon thosegivenforequationsand, happily, same theorems be found holdwithonlyslight obviousmodifications. will to and The systems under S consideration assumed contain are to p+q > 0 inequalitiesin theunknowns x,; ofthesep _0 are assumedto be strict. Thus, xi, theycan be written
,

(S)

ai1xi

***+

ajnx,

>

ai

(i

...fp)

~~bi,x+*

+ bjnxn 2bj

(j

l ... Iq)

... wherethe ai, ai, bj, and b; (i=1, .. ., pI j=, * , q; k=1, . . , n) are givenreal numbers is that define systemS. Again,no assumption made the the concerning righthand members and b,, and the inequalities called are ai inhomogeneous.

all of the inequalities

An indexed set X of real numbers (

aix,a: + ***+

* *,

x") is called a solutionforS if

> aingtt

a}

(i1
J-1

+ >_ bi1lc- ***+ bijnxnbi

,p) q)

are truestatements. setofsolutions S is denoted 3 (S), and is possibly The for by An empty. inequality,
d1x1 + x
..

+ d.x4n.d,

whereR is one of the relations or 2,in the unknowns , x, is called > xi, a consequenceof S if dig,+ * * * +d.X5Rd is a true inequality wherever x= of inequality in C.) is a member E;(S). If S is notsolvablethenevery the unknowns - *. , x, is a consequence S. A system is said to be inof S xi, consistent the inequality if
Ox, + ***+ Ox. > ?

is a consequence S; otherwise, is calledconsistent. choiceofthis"standof it The ard" contradiction be explained will below. The logicalconnection between and consistency solvability holds without the change;to emphasize strict this and parallel, theorem thosefollowing will it be givenromannumerals to corresponding their for counterparts equations.
THEOREM

I. A system is solvable and only it is consistent. S if if

of consequence S and S is consistent.

0x + * - - +0"

Proof. If S is solvable, choose any X = (xl, * * , Xn)ES (S). Then O + * * withreal numbers hence and +0x, is equal to zeroby the rulesforoperating >0 is not a true inequality. Hence Ox,+ ** +0x. >0 is not a ^ ,x On the other hand, if S is not solvable, then every inequality in xi,

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SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

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directed (>) holdsforthe sum of two similarly RULE 2. Strictinequality if inequality holdsin at leastoneofthesummands. inequalities and onlyifstrict for inequality (2) can alwaysbe asserted thesum. Ordinary (2). ordinary inequality RULE 3. Strict inequality (>) alwaysimplies of These threerulesmake possiblea precisedescription the natureof the should thatthemultipliers linear that combinations willbe used.Rule 1 suggests to meansthatthatinequality is be restricted be non-negative zeromultiplier (a combination for holding thelinear notbeingused). Rule 2 saysthattherelation Rules 2 and has coefficient. can be > onlyifsomestrict inequality a positive 3 say that the relation2 can alwaysbe assertedforthe linearcombination. on a schemepatterned the scheme form multiplier Following theseprecepts, at withnon-negative multipliers theleftand thesumbelow: used forequations,
uo 0: x1+ **+ Ox, > -1

plied by a positivenumber throughout.

is a consequence S. In particular, + of of + Ox.> 0 is a consequence S Ox, and S is inconsistent. again in is of content thetheory linearinequalities found of The significant of that can be derivedfrom and the manner S of the form the consequences some care We theirderivation, namely, linearcombinations. mustexercise as by rulesformaniin forming but these, no morethanis indicated thefollowing pulating inequalities. (_)) stillholdsifit is multi(>) or ordinary RULE 1. Anyinequality (strict

ui

0: axi +*** + axnn > a

u > O0: a.,lxl + *** +anXn > a v1 0: blix +* + b1nxn _ b1 vu> 0: bqjxi+ dix1+ * + bqnxn bq 2 + dnxnvPd

line of inconsistent The insertion thefirst is relatedto thechoiceofa standard of The coefficients thesumare easilycalculatedto be: inequality.
di=
dn =

ulail + *** + upap1+ vibil + *** +v,b.l

+ uialn + * * * + uvavn+ vibin * * * + v,b, + vb,. vibi+ o +ula + * * *

d An inequality,

=--

dix1+ *

+ dnXncRd,

19561

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

225

combination in a S, from system is calleda legallinear thatis formed thismanner is that'. is >, or%R > and someui is positive ofthe inequalities S provided of 01, *. , p). The reader should notice that this definition been framed has (i-O, legal the to so as to conform Rules 1, 2, and 3 and thusto insure factthatevery fact Another important to be notedis that is linear combination a consequence. schemeabove can be provedto be a legal in everyinequality the multiplier its equal to one and all othermultiby linearcombination choosing multiplier makeOx,+ the pliersequal to zero. In particular, definitions +Ox.> -1 a legal linearcombination everysystem. of of of theorem thesolvability systems on Withthesedefinitions, central the is: linearinequalities inhomogeneous of of II. legallinearcombination theinequalities S is a THEOREM (a) Every of then consequence S is a legallinear consequence S. (b) If S is solvable every of then of of combination therelations S. If S is notsolvable, theinequality
Ox1 + '* * + OX. > ?

is a legallinearcombination therelations S. of of and the immediately from definitions Rules 1, Proof. Theorem (a) follows II to of the 2, and 3. As before, statements TheoremII (b) willbe strengthened for procedure finding constructive thatis, elimination an effective is assertions; for the multipliers ul, * *, up,, v. , V in thelegal linearcombinations vl, uo, of II the every case. Precisely, proof Theorem (b) willbe based on for THEOREM Theprocess elimination yields solution S orexhia of either III. of bitstheinequality Ox,+ * +Ox,>O as a legal linearcombination theinequalities S. of some S The process elimination appliedonlyto systems in which of is Proof. unfrom coefficient or bjl is different zero.Assumethat 1=1, renumbering ail if the system.Separate and set about eliminating from knowns necessary, xi to of intothree classes(Classes 1, II, 111) according theinequalities thesystem or of whether coefficient xi is positive, the negative, zero.These classeswillbe of on notationally the number primes the indices.Definea by distinguished , xnby: newsystem ofinequalities theunknowns S' in xi,
Ox, + (5')
?X2 + (i2 * + OXn >-

Ox, +

Xail

aX12 ai,/1ai,

ailln
. av,/

X. > --

ai,

ai,

all for pairsi' and i" with > 0 andai,,,< O, aj,j

/ai'2

faioba"w

O X,

bj8#2 \
laaid
) X2 +***

ailn
+I

b lnX
_

ai,
>

bill

b<0l' l

act

X.

o bn

on forall pairs i' and j" withai,, >O0and bj,,,<O0,(S' continues nextpage.)

226

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

[April

(S' cont.)

OX1,+ bl2

\bit, ail, /
|

_ai--IX2

b-

ilsl

aj,.

- xn >

bit,. ail
b, bl

forall pairsj' and i" with bj,l>0 and ai,,,<O,

Ox, +
b_l

i1

b_ X2 + +

bill

Xn >

bit,

bi,,l

bit,

bi,,l,

bi,l

bi,,l

forall pairsj' andj" with bj,l>O and bj,,l<O,

Ox1 +
aj,,2X2

ai`"nXn >

aits

forall i"' with as,.. =O1 Ox1+

+ bjk112x2

X bjitxn

bil

forall j"' with bj, =. of at glance, the formation the system Althoughit may seem formidable first of S' followsa simple rule. Namely, the coefficient xi in each inequality in Class while I is made +1 throughthe use of the positivemultipliers1/ail and 1/bj,1, the coefficient xi in each inequality of Class II is made -1 throughthe use of of the positivemultipliers- 1/a,,i and - 1/bj,,. By Rule 1, the inequalities are all preserved.Then, all pairs of inequalities,one fromClass I and one fromClass II are added and the inequality type of the sum is assigned by Rule 2. The in+ equalities of Class III are copied, unchanged; the firstinequality, Ox,+ * e +Oxn> -1, is inserted in S' to avoid the logical complications involved in if the considering emptysystemthat would aris"e all of the inequalitiesof S were in Class I or II. This characterization the formation S' proves: of of of 1? Everyinequalityof S' is a legal linear combination theinequalitiesof S, and henceis a consequence S. of of Anothermannerof viewingthe formation S' is revealed by isolatingxi on one side of all of the inequalities of Classes I and II, then pairingthe resultsas follows: airs ae, 1
-

ai a ai,,i

X2 -

"

a
..-

i">naia a,a2 ai<n ail,1

Xn >X>

ai,l

ajj

X2

a,

Xn

forall pairsi' and i" withai,1> 0 and ail,i< 0, bill,

b p, I
-

bj,,2 ~~~~X2
bil,,

bjwn
bjtl

. n

_>

ai,
Xl >

ai'2

ai,l

ail,

X2

. .

.-

~~Xn ail,

ai,,n

forall pairs i' andj" with ail >O and bj,,l<O, at,, ai_2
ai, i a4,,l

-x2

aj-

ai,, i

> xi ..._Xn

b,
bi,l

b1,2
bill

bjn -xn
bit,

19561

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

227

forall pairsj' and i " withb,1>0 and ail <0,

bijl
bj,,l

bj,,2
-

b1 X2 .bj,,l

. _ b

bjt,n
bil,,

X1 ~7-

bj,
bill
...-

bj,2
bill

bj,n
bill

Xn

forall pairsj' and j" withbj,i> 0 and bj,,1 <0. (Again, the reader should not ignore the possibilitythat either Class I or Class II mightbe empty,in whichcase therewould be no such pairs; he should check that each assertionholds in this case, too.) If xi is dropped fromeach of the pairs and the result arranged with unknownson the left and constants on the right, and if the inequalities of Class III and Ox,+ * * +x.> O -1 are adjoined to the system,the result is exactly S'. Suppose x2, * , xn solve S' (note that xi can be given any value in this system). Then, arrangingS' as in the previous paragraph,the inequalities that are not in S are:

(i', i"),
(

ai,
ai,,
-

a_,'2
__X2

a-n
-

ai,

av, i

n Xn >

a> ai-,
ail,
-X2

2 ai, i

ai n
* * -Xn

avil

.bil

(__

bj,,2
bj,,l

bj,,l

):

*-

bj,,n
ai,ln

X > n> a*,l bil,,

ab,

X2

aib2 ai, 1

** *
. . .

ai,n - - Xn ai, 1

., ., . .

ai, a,.

ai,12
__

ai,,,

- --

avit
-b p,1 bj,,q

sn

> ): x2

bjt

bill

bj2 bill

2 -

bj,n_ bill
Xn

b(, a b1,,1

bill

bj,,2 X2 b): b3,,q

** -

bjtn > bi, bij,2 n = bX2 b*' * b1,1 b1q

bj,n bil Xn. b,

The problem of completing x2, *.* , xn to a solution for S by a proper choice of xl is clearly that of fitting into these inequalities as requiredby the xl systemimmediatelyabove them. With an eye to pickingout those inequalities of S that restrict the choice of xl most severely,define
a'=

max

Lai, il ail,
{---x2-

--x2

ail 2

am,

ain ailn

Xn

'=max

X,

bj,1

bill

n bill
ail"n

a'

min

[~~~av ai,12 --x2-*

**

Xn,

3"=min

{bi,, bj,,2
tbitll

ill

- --

bp,,

*--Xn} bjtl

bjtln
J

(We shall adopt the convention that a maximum over an empty set is - o while a minimumover an empty set is + oo. Thus, if there are no inequalities

228

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

[April

to in Class I, a'= - -o, etc.)It is important realizethesemaximaand minima choiceof the indicesi', j', i ", andjI ifthe are actuallyachievedfora proper above immediately the and are setsconcerned non-empty, so among inequalities one can find.
at > a',

13"> a',

all > P', and 3" > 1',

and theconventrueifthe sets are empty are the (where inequalities trivially tion is applied).
for is 22, If X >a', xl2 ', xtv<a", and xl f3, thenX1, * c*, i a solution S. in Proof.Since the inequalities S of Class III are also in S', onlythoseof
- * * + ai,nfc > a,Dla + ai'2x2 + -* + ax

Classes I and II need be checked. For these,

ai,'xl + ai,2x2 +

2 (as,

a,22

ai

t) + (aj,2t2 +

+ ajs4,,) =ai

forall i' withail,>O,

ai,"igi +
aXi,2x2

+
-

ai,ni

>

ai,ia"

+ ai,,212

aw,x,
+ av.4x) =av

> (ai'

ai,,2x2

*-ai"

) + (ai,,222 +

for all i" with a,",<O, + bp'1x1 > + bj,2x2 *** + bjt,xn b'@j3'+
> (b, - bpj2x22bj'222 +

+ bpnfc
=b + bifn*n)

+ bi,,x.)+ (bpj222

forall j' withbj,l>O, + + > bi,,lxl+ bi"2x2+ *** + bi1"n, bit#,1" b?,1222 ** + btj"nXn > (bjl - bj,2*2 - b,an;) + (bi"292+ * + bilngn = bj
forallj" with bj,,,<0. This proves that S is solved by t1,x2, ... , in. considerthe fourexhaustive theseconditions, To choose an xi satisfying of the fourpossible orderings a' with,B'and a" with,B", to cases, corresponding separately: CASE 1. ' <?a' and at'<,". CASE 2. 3'<a' and 13"<a". Choose c, so that a'<*i<f3". CASE 3. a'<,B' and a"?f3". Choose xl so that fl'<x <a". CASE 4. a'< J' and #1"<a". This proves the crucial fact:
20

Choose c1so thata'<1<

a".

Choose xl so thatX '<xf_".

then If S' is solvable, S is solvable.

1956]

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

229

Suppose that the processof elimination appliedseveral,say h, timesto is yieldsuccessively systems 5', S", - - *, S(h) It is clear that 10 and 20 the S, stillhold,withS(h) replacing The onlydetailthatneedsverifying, S'. namely, thatlegallinearcombinations legallinearcombinations legallinearcomof are binations, obviousand tediousto writeout. The termination the process is of is insured a third by property S' relative S. of to
30

Moreunknowns all zerocoefficientsS' thanin S. have in

Thisis clear, all in sinceanyunknown with zerocoefficientsS stillhas all zero in in coefficients S' whilexi had a non-zero coefficient S (someaii or bjl was in assumednon-zero) has all zerocoefficientsS'. and Property insures 30 of that the process elimination mustend aftera finite number steps(no more of thann) with system inwhich oftheunknowns a S(h) all haveall zerocoefficients.all theright If of handmembers thestrict ordinary) (or are inequalities negative non-positive) anysetofnumbers = (x1,* - , (or then X and hence S is solvable by h applications 20. Otherwise, x") solves SW5) of 0X1+ * * * +Oxn>d with some d>O, or 0x1+ * * * +Oxn2d with some d>O is appearsin S(M). In thiscase, the proof completed writing downthe two by schemes: multiplier 1: Ox1+ d: Ox, +
Ox, +**

O +Ox">
+ Ox > + Ox, > +Ox

di

withanyd 0

+0Ox,,> - I

1: Ox,+ d: Ox,+
x1 +***

d, with d > 0 any

+ Oxn> -1
>O

thatthe resultis a legal linearcombination each in (The readershouldverify case.) Hence,Ox,+ * * * +Ox.>O is a legal linearcombination S(") and can of as of be exhibited a legallinearcombination theinequalities S (and possibly of
Ox1+

of III. proof Theorem of Before to willbe sumreturning the proof TheoremII (b), theseresults marizedin a multiplier scheme.This diagramexpresses factthat exactly the A one of the two systems listedthereadmitsa solution. solution T means to that S is inconsistent. of Successiveelimination xi, *, X, leads eitherto a for solution S or to a solution T. for

- +Ox.> -1) by at most h+1 applications of 10. This completes the

230

SOLVABILITY

AND CONSISTENCY

FOR LINEAR

EQUATIONS

[April

solution contradiction x1

Ut
all

x2
0 al2
a22

..

Xn
0

2 0 _

>

not ul
U2

all
a2l

...

ain
a2n

> >

a,
a2

20
> ?

zero
.8

a..,

ap2

...

ap.

>

a.

v1 _ 0

bi1

b12

bin

> bi

v2>?0
Vq> O

b2l bq1
0

b22...

b2n > b2

bq2 . .
O0..

.bgn
= 0

> bq
=0

The systemS is definedby

ai1xi +
* * *

ainxn >

ai

biixi+ * * * + bjXnx_ bi
The system T is definedby ulai + ***+ ua_ + vibil+ ***+ vqb = O + upap + vib1 + * + vqbq = 0 uia2 +

(ic1 j~1

,p)

q).
*,n)

(I=1,*

-Uo +

with all of the unknownsuo, ul, . . *, up, vi, . . *, v, non-negativeand not all of the uo, ul, * , up, equal to zero. Proof of Theorem II(b). The case for systems without solutions is stated directlyin Theorem III and so it is only necessary to show that, for solvable systems, every consequence is a legal linear combination. Assume that the strictinequality d1x1+ * * * +dnX >d is a consequence of S. Thus, if X = (xl} * * * , $n) is any solution for S, then d1xl+ * * * +dng, is a number that is of largerthan d. This means the insolvability the system U (to save rewriting have been included): the system,multipliers
u0?0: 0X1 + + OXn > -1

(U

0:

ai1x1 +

+ ainXn >

ai

(i=1,

* *,

p)

vj 2 0: b1x + *
t > 0: -d1x--

+ bjnxn b(jb=
dnXn_ -d.

1, ... , q) , apyvl, * *I*

By Theorem III, there exist non-negativemultipliersfio, i, * ito, vqt with not all of "i, u * * I, ip equal to zero, such that

19561

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

231

xt:
-1: -o

filalz * +
+ ila+ +

+ i7pa.,+ tiJbit ***+ vqbq - id = O (I = l, ..* *n) + + a + b + vqb -td = 0.

If t were knownto be positive,then all of these equations could be divided by it, establishingd1xi+ - * * +dnx.>d as a legal linear combinationof the inequalities of S. Recall that S is assumed to be solvable and let x1,. be a solution. , These have been writtenas multipliers the leftof the last system,using -1 at to multiplythe last equation. Multiplyingand adding, uo +

X i(aic1x +
i

ainn

-a)

E
i

+ #3i(biti

*+

nn- bj)

+ -t(dxlfc ***+ dnCn -d).

Since the left side of this equation is positive,the rightside is also, and hence t> 0. Hence dix1 * * * +dnXn d is a legal linearcombinationof the inequalities + > of S with multipliersgo/t,a,l t , ip/itv1, * , v/ti. If the consequence is an ordinaryinequality d1x1 * * * +dnX. > d, a fewchanges must be made in + the proof.The inequality -d1x- -dxn. ? -d in U should be replaced by - dixi dnsXn> d. Using the same notation for multipliers,the same transposedsystemof equations is obtained, with not all of uo, u, ... I, up,and t equal to zero. If t is assumed zero, we are in the previous case (with not all of uio, * * *, up equal to zero) and can conclude t>0 as before,a contradiction. fl, Hence i is positive and dix1 - * * +dnxn_ d is a legal linear combinationof the + inequalities S withmultipliers of Vi/i,* * * , v/t.This go/I, t/i, *.. ., I completes the proofof Theorem II (b). 4. An infinite example. Of course,the resultsof Section 3 can be paraphrased in logical termsexactly in the formof the conclusionto Section 2. At this point the reader may be led to the erroneousbelief that consistencywith respect to consequences is always equivalent to consistencywith respect to linear combinations forlinear systems.The following (infinite)systemshows that this is not so.
-

(S)

x>-1/n

(n=1,2,3,

..).

Clearly x _ 0 is a consequence of this system,yet is not a linear combinationof any numberof inequalities of S. We inferthat (Si) -x>0,
x>

-l/n

(n=1,2,3,.3.)

is inconsistentwith respect to consequences but is consistentwith respect to linear combinations.The natural way out of this dilemma is to add new rules of inference based on limiting operations. 5. Acknowledgmentsand historical remarks. The author is indebted to T. S. Motzkin, who first suggestedthat his "transpositiontheorem" [6] might be viewed as assertingthe disjoint alternatives of solvability or contradiction via linear combination.He also called attentionto a remarkof Fourier [5] that eliminationwas a natural method forsolving linear inequalities. However, the

232

SOLVABILITY AND CONSISTENCY FOR LINEAR EQUATIONS

[April

author takesfullresponsibility thelogicalconsequences theseideas. for of Elimination, a method solving as for linearinequalities, been used for has theoretical purposes a number authors, by of notably Dines [4]. However, by his treatment seemsto concealrather than emphasize parallelwithequathe tions. The distinction betweenlogical consequences and provableconsequences was first forlogistic made by Tarski [7]. Our definition the logical systems of of of is consequences a system linear equations inequalities in an obviousway or of parallelto Tarski'sdefinition logicalconsequence, the two are not the but same. They mightbe comparedin the following manner. The logicalconsequences,in thesenseofthispaper,of a system equationsor inequalities are of in the same as thelogicalconsequences, Tarski'ssense,of the system together with some categorical systemof postulatesforthe real numbers-provided in thattheunknowns theequationsor inequalities, before considering conthe whichplay the sequencesin Tarski'ssense,are first replacedby newsymbols, The authoris and roleof primitive constants, whichdo not appearelsewhere. indebted A. Church unraveling relation to for the between two ideas; the the generalmetatheorem parallelto Theorems1 and I, and valid forfunctional is in calculiof all orders statedby Church [2].
References 1915. New York,Macmillan, M. to [1] B6cher, Introduction Higher Algebra, Press,in press. University Logic, Princeton A. to [2] Church, Introduction Mathematical Wileyand New York,John of L. [3] Dickson, E. New FirstCoursein theTheory Equations, Sons, 1939. 2nd Annalsof Mathematics, Series,vol. of [4] Dines,Lloyd L. Systems linearinequalities, 20, 1918-19,pp. 191-199. J. II, [5] Fourier, J.-B.Oeuvres Paris,1890. Basel, Ungleichungen (Dissertation, T. zur [6] Motzkin, S. Beitrltge Theorieder linearen 1936. 1933) Jerusalem, International de Actesdu Congr?s Folgerung, den Begriff logischen der [7] Tarski,A. Yber VII, Paris, 1936. Philosophie Scientifique New of to [8] Tarski,A. Introduction Logic and to the Methodology DeductiveSciences, University Press,1941. York,Oxford