[Math] Finding a solution to system of bilinear equations

bilinear-formnonlinear systemsystems of equations

I've got a system of equations

$$\begin{array}{rl}
x_1 y_1 &= p_1\\
x_1 y_2 &= 1-p_1\\
x_2 y_2 &= p_2\\
x_2 y_3 &= 1-p_2\\
x_3 y_3 &= p_3\\
x_3 y_1 &= 1-p_3
\end{array}$$

where $p_i$ are constants. Is there any way to determine the number of solutions to this system without solving for the variables explicitly? Specifically, I want to know the solutions residing in the open interval $x_i, y_i \in (0,1)$.

Best Answer

$$\begin{bmatrix} x_1\\ x_2\\ x_3\end{bmatrix} \begin{bmatrix} y_1\\ y_2\\ y_3\end{bmatrix}^T = \begin{bmatrix} p_1 & 1-p_1 & *\\ * & p_2 & 1-p_2\\ 1-p_3 & * & p_3\end{bmatrix}$$

Hence, we have the following matrix completion problem

Find $t := (t_1, t_2, t_3)$ such that $$\begin{bmatrix} p_1 & 1-p_1 & t_1\\ t_2 & p_2 & 1-p_2\\ 1-p_3 & t_3 & p_3\end{bmatrix}$$ is a rank-$1$ matrix.

If the matrix is rank-$1$, then the 2nd and 3rd columns are multiples of the 1st column

$$\begin{array}{rl} 1-p_1 &= \alpha \, p_1\\ p_2 &= \alpha \, t_2\\ t_3 &= \alpha (1 - p_3)\\\\ t_1 &= \beta \, p_1\\ 1-p_2 &= \beta \, t_2\\ p_3 &= \beta (1-p_3)\end{array}$$

Hence,

$$\alpha = \dfrac{1-p_1}{p_1}\qquad \qquad t_2 = \dfrac{p_1 p_2}{1-p_1}\qquad \qquad t_3 = \dfrac{(1-p_1) (1 - p_3)}{p_1}$$

$$t_1 = \dfrac{p_1 p_3}{1-p_3}\qquad \qquad t_2 = \dfrac{(1-p_2) (1 - p_3)}{p_3}\qquad \qquad \beta = \frac{p_3}{1 - p_3}$$

In order to have a solution, we must have

$$\dfrac{p_1 p_2}{1-p_1} = \dfrac{(1-p_2) (1 - p_3)}{p_3}$$

or, in a much nicer form,

$$p_1 p_2 p_3 = (1 - p_1) (1-p_2) (1 - p_3)$$

Completing and factoring the matrix, we find one solution

$$\begin{bmatrix} p_1 & 1-p_1 & \dfrac{p_1 p_3}{1-p_3}\\ \dfrac{p_1 p_2}{1-p_1} & p_2 & 1-p_2\\ 1-p_3 & \dfrac{p_2 p_3}{1 - p_2} & p_3\end{bmatrix} = \begin{bmatrix} p_1\\ \dfrac{p_1 p_2}{1-p_1}\\ \dfrac{p_1 p_3}{1-p_3}\end{bmatrix} \begin{bmatrix} 1\\ \alpha\\ \beta\end{bmatrix}^T$$

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