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An Introduction to Model Building

1.1 An Introduction to Modeling

Operations research (often referred to as management science) is simply a scientific
approach to decision making that seeks to best design and operate a system, usually un-
der conditions requiring the allocation of scarce resources.
By a system, we mean an organization of interdependent components that work together
to accomplish the goal of the system. For example, Ford Motor Company is a system whose
goal consists of maximizing the profit that can be earned by producing quality vehicles.
The term operations research was coined during World War II when British military
leaders asked scientists and engineers to analyze several military problems such as the de-
ployment of radar and the management of convoy, bombing, antisubmarine, and mining
operations.
The scientific approach to decision making usually involves the use of one or more
mathematical models. A mathematical model is a mathematical representation of an ac-
tual situation that may be used to make better decisions or simply to understand the ac-
tual situation better. The following example should clarify many of the key terms used to
describe mathematical models.

EXAMPLE 1 Maximizing Wozac Yield

Eli Daisy produces Wozac in huge batches by heating a chemical mixture in a pressur-
ized container. Each time a batch is processed, a different amount of Wozac is produced.
The amount produced is the process yield (measured in pounds). Daisy is interested in
understanding the factors that influence the yield of the Wozac production process. De-
scribe a model-building process for this situation.
Solution Daisy is first interested in determining the factors that influence the yield of the process.
This would be referred to as a descriptive model, because it describes the behavior of the
actual yield as a function of various factors. Daisy might determine (using regression
methods discussed in Chapter 24) that the following factors influence yield:
■ container volume in liters (V)
■ container pressure in milliliters (P)
■ container temperature in degrees Celsius (T)
■ chemical composition of the processed mixture
If we let A, B, and C be percentage of mixture made up of chemicals A, B, and C, then
Daisy might find, for example, that
(1) yield  300  .8V  .01P  .06T  .001T*P  .01T2  .001P2
 11.7A  9.4B  16.4C  19A*B  11.4A*C  9.6B*C
 To determine this relationship, the yield of the process would have to be measured for
many different combinations of the previously listed factors. Knowledge of this equation
would enable Daisy to describe the yield of the production process once volume, pres-
sure, temperature, and chemical composition were known.

Prescriptive or Optimization Models

Most of the models discussed in this book will be prescriptive or optimization models.
A prescriptive model “prescribes” behavior for an organization that will enable it to best
meet its goal(s). The components of a prescriptive model include
■ objective function(s)
■ decision variables
■ constraints
In short, an optimization model seeks to find values of the decision variables that opti-
mize (maximize or minimize) an objective function among the set of all values for the
decision variables that satisfy the given constraints.

The Objective Function

Naturally, Daisy would like to maximize the yield of the process. In most models, there
will be a function we wish to maximize or minimize. This function is called the model’s
objective function. Of course, to maximize the process yield we need to find the values
of V, P, T, A, B, and C that make (1) as large as possible.
In many situations, an organization may have more than one objective. For example, in
assigning students to the two high schools in Bloomington, Indiana, the Monroe County
School Board stated that the assignment of students involved the following objectives:
■ Equalize the number of students at the two high schools.
■ Minimize the average distance students travel to school.
■ Have a diverse student body at both high schools.
Multiple objective decision-making problems are discussed in Sections 4.14 and 11.13.

The Decision Variables

The variables whose values are under our control and influence the performance of the
system are called decision variables. In our example, V, P, T, A, B, and C are decision
variables. Most of this book will be devoted to a discussion of how to determine the value
of decision variables that maximize (sometimes minimize) an objective function.

Constraints

In most situations, only certain values of decision variables are possible. For example, cer-
tain volume, pressure, and temperature combinations might be unsafe. Also, A B, and C
must be nonnegative numbers that add to 1. Restrictions on the values of decision vari-
ables are called constraints. Suppose the following:

2 CHAPTER 1 An Introduction to Model Building

 ■ Volume must be between 1 and 5 liters.
■ Pressure must be between 200 and 400 milliliters.
■ Temperature must be between 100 and 200 degrees Celsius.
■ Mixture must be made up entirely of A, B, and C.
■ For the drug to properly perform, only half the mixture at most can be product A.
These constraints can be expressed mathematically by the following constraints:
V5
V1
P  400
P  200
T  200
T  100
A0
B0
ABC1
A5

The Complete Optimization Model

After letting z represent the value of the objective function, our entire optimization model
may be written as follows:
Maximize z  300  .8V  .01P  .06T  .001T*P  .01T2  .001P2
 11.7A  9.4B  16.4C  19A*B  11.4A*C  9.6B*C
Subject to (s.t.)
V5
V1
P  400
P  200
T  200
T  100
A0
B0
C0
ABC1
A5
Any specification of the decision variables that satisfies all of the model’s constraints is
said to be in the feasible region. For example, V  2, P  300, T  150, A  .4, B 
.3, and C  .1 is in the feasible region. An optimal solution to an optimization model is
any point in the feasible region that optimizes (in this case, maximizes) the objective func-
tion. Using the LINGO package that comes with this book, it can be determined that the
optimal solution to this model is V  5, P  200, T  100, A  .294, B  0, C  .706,
and z  183.38. Thus, a maximum yield of 183.38 pounds can be obtained with a 5-liter

1 . 1 An Introduction to Modeling 3
 container, pressure of 200 milliliters, temperature of 100 degrees Celsius, and 29% A and
71% C. This means no other feasible combination of decision variables can obtain a yield
exceeding 183.38 pounds.

Static and Dynamic Models

A static model is one in which the decision variables do not involve sequences of deci-
sions over multiple periods. A dynamic model is a model in which the decision variables
do involve sequences of decisions over multiple periods. Basically, in a static model we
solve a “one-shot” problem whose solutions prescribe optimal values of decision variables
at all points in time. Example 1 is an example of a static model; the optimal solution will
tell Daisy how to maximize yield at all points in time.
For an example of a dynamic model, consider a company (call it Sailco) that must de-
termine how to minimize the cost of meeting (on time) the demand for sailboats during
the next year. Clearly Sailco’s must determine how many sailboats it will produce during
each of the next four quarters. Sailco’s decisions involve decisions made over multiple pe-
riods, hence a model of Sailco’s problem (see Section 3.10) would be a dynamic model.

Linear and Nonlinear Models

Suppose that whenever decision variables appear in the objective function and in the con-
straints of an optimization model, the decision variables are always multiplied by constants
and added together. Such a model is a linear model. If an optimization model is not lin-
ear, then it is a nonlinear model. In the constraints of Example 1, the decision variables
are always multiplied by constants and added together. Thus, Example 1’s constraints pass
the test for a linear model. However, in the objective function for Example 1, the terms
.001T*P, .01T2, 19A*B, 11.4A*C, and 9.6B*C make the model nonlinear. In general,
nonlinear models are much harder to solve than linear models. We will discuss linear
models in Chapters 2 through 10. Nonlinear models will be discussed in Chapter 11.

Integer and Noninteger Models

If one or more decision variables must be integer, then we say that an optimization model
is an integer model. If all the decision variables are free to assume fractional values, then
the optimization model is a noninteger model. Clearly, volume, temperature, pressure,
and percentage composition of our inputs may all assume fractional values. Thus, Exam-
ple 1 is a noninteger model. If the decision variables in a model represent the number of
workers starting work during each shift at a fast-food restaurant, then clearly we have an
integer model. Integer models are much harder to solve than nonlinear models. They will
be discussed in detail in Chapter 9.

Deterministic and Stochastic Models

Suppose that for any value of the decision variables, the value of the objective function
and whether or not the constraints are satisfied is known with certainty. We then have a
deterministic model. If this is not the case, then we have a stochastic model. All mod-
els in the first 12 chapters will be deterministic models. Stochastic models are covered in
Chapters 13, 16, 17, and 19–24.

4 CHAPTER 1 An Introduction to Model Building

 If we view Example 1 as a deterministic model, then we are making the (unrealistic)
assumption that for given values of V, P, T, A, B, and C, the process yield will always be
the same. This is highly unlikely. We can view (1) as a representation of the average yield
of the process for given values of the decision variables. Then our objective is to find val-
ues of the decision variables that maximize the average yield of the process.
We can often gain useful insights into optimal decisions by using a deterministic model
in a situation where a stochastic model is more appropriate. Consider Sailco’s problem of
minimizing the cost of meeting the demand (on time) for sailboats. The uncertainty about
future demand for sailboats implies that for a given production schedule, we do not know
whether demand is met on time. This leads us to believe that a stochastic model is needed
to model Sailco’s situation. We will see in Section 3.10, however, that we can develop a
deterministic model for this situation that yields good decisions for Sailco.

1.2 The Seven-Step Model-Building Process

When operations research is used to solve an organization’s problem, the following seven-
step model-building procedure should be followed:
Step 1: Formulate the Problem The operations researcher first defines the organization’s
problem. Defining the problem includes specifying the organization’s objectives and the
parts of the organization that must be studied before the problem can be solved. In Ex-
ample 1, the problem was to determine how to maximize the yield from a batch of Wozac.
Step 2: Observe the System Next, the operations researcher collects data to estimate the
value of parameters that affect the organization’s problem. These estimates are used to de-
velop (in step 3) and evaluate (in step 4) a mathematical model of the organization’s prob-
lem. For example, in Example 1, data would be collected in an attempt to determine how
the values of T, P, V, A, B, and C influence process yield.
Step 3: Formulate a Mathematical Model of the Problem In this step, the operations re-
searcher develops a mathematical model of the problem. In this book, we will describe
many mathematical techniques that can be used to model systems. For Example 1, our
optimization model would be the result of step 3.
Step 4: Verify the Model and Use the Model for Prediction The operations researcher now
tries to determine if the mathematical model developed in step 3 is an accurate represen-
tation of reality. For example, to validate our model, we might check and see if (1) accu-
rately represents yield for values of the decision variables that were not used to estimate
(1). Even if a model is valid for the current situation, we must be aware of blindly ap-
plying it. For example, if the government placed new restrictions on Wozac, then we might
have to add new constraints to our model, and the yield of the process [and Equation (1)]
might change.
Step 5: Select a Suitable Alternative Given a model and a set of alternatives, the operations
researcher now chooses the alternative that best meets the organization’s objectives.
(There may be more than one!) For instance, our model enabled us to determine that yield
was maximized with V  5, P  200, T  100, A  .294, B  0, C  .706, and z 
183.38.
In this step, the
Step 6: Present the Results and Conclusion of the Study to the Organization
operations researcher presents the model and recommendation from step 5 to the decision-
making individual or group. In some situations, one might present several alternatives and
let the organization choose the one that best meets its needs. After presenting the results

1 . 2 The Seven-Step Model-Building Process 5

 of the operations research study, the analyst may find that the organization does not ap-
prove of the recommendation. This may result from incorrect definition of the organiza-
tion’s problems or from failure to involve the decision maker from the start of the project.
In this case, the operations researcher should return to step 1, 2, or 3.
Step 7: Implement and Evaluate Recommendations If the organization has accepted the
study, then the analyst aids in implementing the recommendations. The system must be
constantly monitored (and updated dynamically as the environment changes) to ensure
that the recommendations enable the organization to meet its objectives.
In what follows, we discuss three successful management science applications. We will
give a detailed (but nonquantitative) description of each application. We will tie our discus-
sion of each application to the seven-step model-building process described in Section 1.2.

1.3 CITGO Petroleum

Klingman et al. (1987) applied a variety of management-science techniques to CITGO Pe-
troleum. Their work saved the company an estimated $70 million per year. CITGO is an
oil-refining and -marketing company that was purchased by Southland Corporation (the
owners of the 7-Eleven stores). We will focus on two aspects of the CITGO team’s work:
1 a mathematical model to optimize operation of CITGO’s refineries, and
2 a mathematical model—supply distribution marketing (SDM) system—that was used
to develop an 11-week supply, distribution, and marketing plan for the entire business.

Optimizing Refinery Operations

Step 1 Klingman et al. wanted to minimize the cost of operating CITGO’s refineries.
Step 2 The Lake Charles, Louisiana, refinery was closely observed in an attempt to es-
timate key relationships such as:
1 How the cost of producing each of CITGO’s products (motor fuel, no. 2 fuel oil, tur-
bine fuel, naptha, and several blended motor fuels) depends on the inputs used to produce
each product.
2 The amount of energy needed to produce each product. This required the installation
of a new metering system.
3 The yield associated with each input–output combination. For example, if 1 gallon of
crude oil would yield .52 gallons of motor fuel, then the yield would equal 52%.
4 To reduce maintenance costs, data were collected on parts inventories and equipment
breakdowns. Obtaining accurate data required the installation of a new database-management
system and integrated maintenance-information system. A process control system was also
installed to accurately monitor the inputs and resources used to manufacture each product.
Step 3 Using linear programming (LP), a model was developed to optimize refinery op-
erations. The model determines the cost-minimizing method for mixing or blending to-
gether inputs to produce desired outputs. The model contains constraints that ensure that
inputs are blended so that each output is of the desired quality. Blending constraints are
discussed in Section 3.8. The model ensures that plant capacities are not exceeded and al-

6 CHAPTER 1 An Introduction to Model Building

 lows for the fact that each refinery may carry an inventory of each end product. Sections
3.10 and 4.12 discuss inventory constraints.
Step 4 To validate the model, inputs and outputs from the Lake Charles refinery were
collected for one month. Given the actual inputs used at the refinery during that month,
the actual outputs were compared to those predicted by the model. After extensive
changes, the model’s predicted outputs were close to the actual outputs.
Step 5 Running the LP yielded a daily strategy for running the refinery. For instance, the
model might, say, produce 400,000 gallons of turbine fuel using 300,000 gallons of crude
1 and 200,000 gallons of crude 2.
Steps 6 and 7 Once the database and process control were in place, the model was used
to guide day-to-day refinery operations. CITGO estimated that the overall benefits of the
refinery system exceeded $50 million annually.

The Supply Distribution Marketing (SDM) System

Step 1 CITGO wanted a mathematical model that could be used to make supply, distri-
bution, and marketing decisions such as:
1 Where should crude oil be purchased?
2 Where should products be sold?
3 What price should be charged for products?
4 How much of each product should be held in inventory?
The goal, of course, was to maximize the profitability associated with these decisions.
Step 2 A database that kept track of sales, inventory, trades, and exchanges of all refined
products was installed. Also, regression analysis (see Chapter 24) was used to develop
forecasts for wholesale prices and wholesale demand for each CITGO product.
Steps 3 and 5 A minimum-cost network flow model (MCNFM) (see Section 7.4) is used
to determine an 11-week supply, marketing, and distribution strategy. The model makes
all decisions mentioned in step 1. A typical model run that involved 3,000 equations and
15,000 decision variables required only 30 seconds on an IBM 4381.
Step 4 The forecasting modules are continuously evaluated to ensure that they continue
to give accurate forecasts.
Steps 6 and 7 Implementing the SDM required several organizational changes. A new
vice-president was appointed to coordinate the operation of the SDM and LP refinery
model. The product supply and product scheduling departments were combined to im-
prove communication and information flow.

1.4 San Francisco Police Department Scheduling

Taylor and Huxley (1989) developed a police patrol scheduling system (PPSS). All San
Francisco (SF) police precincts use PPSS to schedule their officers. It is estimated that
PPSS saves the SF police more than $5 million annually. Other cities such as Virginia

1 . 4 San Francisco Police Department Scheduling 7

 Beach, Virginia, and Richmond, California, have also adopted PPSS. Following our seven-
step model-building procedure, here is a description of PPSS.
Step 1 The SFPD wanted a method to schedule patrol officers in each precinct that
would quickly produce (in less than one hour) a schedule and graphically display it. The
program should first determine the personnel requirements for each hour of the week. For
example, 38 officers might be needed between 1 A.M. and 2 A.M. Sunday but only 14 of-
ficers might be needed from 4 A.M. to 5 A.M. Sunday. Officers should then be scheduled
to minimize the sum over each hour of the week of the shortages and surpluses relative
to the needed number of officers. For example, if 20 officers were assigned to the mid-
night to 8 A.M. Sunday shift, we would have a shortage of 38  20  18 officers from 1
to 2 A.M. and a surplus of 20  14  6 officers from 4 to 5 A.M. A secondary criterion
was to minimize the maximum shortage because a shortage of 10 officers during a sin-
gle hour is far more serious than a shortage of one officer during 10 different hours. The
SFPD also wanted a scheduling system that precinct captains could easily fine-tune to
produce the optimal schedule.
Step 2 The SFPD had a sophisticated computer-aided dispatch (CAD) system to keep
track of all calls for police help, police travel time, police response time, and so on. SFPD
had a standard percentage of time that administrators felt each officer should be busy. Us-
ing CAD, it is easy to determine the number of workers needed each hour. Suppose, for
example, an officer should be busy 80% of the time and CAD indicates that 30.4 hours
of work come in from 4 to 5 A.M. Sunday. Then we need 38 officers from 4 to 5 A.M. on
Sunday [.8*(38)  30.4 hours].
Step 3 An LP model was formulated (see Section 3.5 for a discussion of scheduling
models). As discussed in step 1, the primary objective was to minimize the sum of hourly
shortages and surpluses. At first, schedulers assumed that officers worked five consecu-
tive days for eight hours a day (this was the policy prior to PPSS) and that there were
three shift starting times (say, 6 A.M., 2 P.M., and 10 A.M.). The constraints in the PPSS
model reflected the limited number of officers available and the relationship of the num-
ber of officers working each hour to the shortages and surpluses for that hour. Then PPSS
would produce a schedule that would tell the precinct captain how many officers should
start work at each possible shift time. For example, PPSS might say that 20 officers should
start work at 6 A.M. Monday (working 6 A.M.–2 P.M. Monday–Friday) and 30 officers
should start work at 2 P.M. Saturday (working 2 P.M.–10 P.M. Saturday–Wednesday). The
fact that the number of officers assigned to a start time must be an integer made it far
more difficult to find an optimal schedule. (Problems in which decision variables must be
integers are discussed in Chapter 9.)
Step 4 Before implementing PPSS, the SFPD tested the PPSS schedules against manu-
ally created schedules. PPSS produced an approximately 50% reduction in both surpluses
and shortages. This convinced the department to implement PPSS.
Step 5 Given the starting times for shifts and the type of work schedule [four consecu-
tive days for 10 hours per day (the 4/10 schedule) or five consecutive days for eight hours
per day (the 5/8 schedule)], PPSS can produce a schedule that minimizes the sum of short-
ages and surpluses. More important, PPSS can be used to experiment with shift times and
work rules. Using PPSS, it was found that if only three shift times are allowed, then a 5/8
schedule was superior to a 4/10 schedule. If, however, five shift times were allowed, then
a 4/10 schedule was found to be superior. This finding was of critical importance because
police officers had wanted to switch to a 4/10 schedule for years. The city had resisted
4/10 schedules because they appeared to reduce productivity. PPSS showed that 4/10
schedules need not reduce productivity. After the introduction of PPSS, the SFPD went

8 CHAPTER 1 An Introduction to Model Building

 to 4/10 schedules and improved productivity! PPSS also enables the department to exper-
iment with a mix of one-officer and two-officer patrol cars.
Steps 6 and 7 It is estimated that PPSS created an extra 170,000 productive hours per
year, thereby saving the city of San Francisco $5.2 million per year. Ninety-six percent of
all workers preferred PPSS generated schedules to manually generated schedules. PPSS
enabled SFPD to make strategic changes (such as adopting the 4/10 schedule), which
made officers happier and increased productivity. Response times to calls improved by
20% after PPSS was adopted.
A major reason for the success of PPSS was that the system allowed precinct captains
to fine-tune the computer-generated schedule and obtain a new schedule in less than one
minute. For example, precinct captains could easily add or delete officers and add or
delete shifts and quickly see how these changes modified the master schedule.

1.5 GE Capital
GE Capital provides credit card service to 50 million accounts. The average total out-
standing balance exceeds $12 billion. GE Capital, led by Makuch et al. (1989), developed
the PAYMENT system to reduce delinquent accounts and the cost of collecting from
delinquent accounts.
Step 1 At any one time, GE Capital has more than $1 billion in delinquent accounts.
The company spends $100 million per year processing these accounts. Each day, workers
contact more than 200,000 delinquent credit card holders with letters, messages, or live
calls. The company’s goal was to reduce delinquent accounts and the cost of processing
them. To do this, GE Capital needed to come up with a method of assigning scarce labor
resources to delinquent accounts. For example, PAYMENT determines which delinquent
accounts receive live phone calls and which delinquent accounts receive no contact.
Step 2 The key to modeling delinquent accounts is the concept of a delinquency move-
ment matrix (DMM). The DMM determines how the probability of the payment on a
delinquent account during the current month depends on the following factors: size of un-
paid balance (either $300 or $300), action taken (no action, live phone call, taped
message, letters), and a performance score (high, medium, or low). The higher the per-
formance score associated with a delinquent account, the more likely the account is to be
collected. Table 1 lists the probabilities for a $250 account that is two months delinquent,
has a high performance score, and is contacted with a phone message.

TA B L E 1
Sample Entries in DMM
Event Probability

Account completely paid .30

One month is paid .40
Nothing is paid .30

Because GE Capital has millions of delinquent accounts, there is ample data to accu-
rately estimate the DMM. For example, suppose there were 10,000 two-month delinquent
accounts with balances under $300 that have a high performance score and are contacted
with phone messages. If 3,000 of those accounts were completely paid off during the cur-
rent month, then we would estimate the probability of an account being completely paid
off during the current month as 3,000/10,000  .30.

1 . 5 GE Capital 9
 Step 3 GE Capital developed a linear optimization model. The objective function for the
PAYMENT model was to maximize the expected delinquent accounts collected during the
next six months. The decision variables represented the fraction of each type of delinquent
account (accounts are classified by payment balance, performance score, and months
delinquent) that experienced each type of contact (no action, live phone call, taped mes-
sage, or letter). The constraints in the PAYMENT model ensure that available resources
are not overused. Constraints also relate the number of each type of delinquent account
present in, say, January to the number of delinquent accounts of each type present during
the next month (February). This dynamic aspect of the PAYMENT model is crucial to its
success. Without this aspect, the model would simply “skim” the accounts that are easi-
est to collect each month. This would result in few collections during later months.
Step 4 PAYMENT was piloted on a $62 million portfolio for a single department store.
GE Capital managers came up with their own strategies for allocating resources (collec-
tively called CHAMPION). The store’s delinquent accounts were randomly assigned to
the CHAMPION and PAYMENT strategies. PAYMENT used more live phone calls and
more “no action” than the CHAMPION strategies. PAYMENT also collected $180,000
per month more than any of the CHAMPION strategies, a 5% to 7% improvement. Note
that using more of the no-action strategy certainly leads to a long-run increase in cus-
tomer goodwill!
Step 5 As described in step 3, for each type of account, PAYMENT tells the credit man-
agers the fraction that should receive each type of contact. For example, for three-month
delinquent accounts with a small ($300) unpaid balance and high performance score,
PAYMENT might prescribe 30% no action, 20% letters, 30% phone messages, and 20%
live phone calls.
Steps 6 and 7 PAYMENT was next applied to the 18 million accounts of the $4.6 billion
Montgomery-Ward department store portfolio. Comparing the collection results to the
same time period a year earlier, it was found that PAYMENT increased collections by $1.6
million per month (more than $19 million per year). This is actually a conservative esti-
mate of the benefit obtained from PAYMENT, because PAYMENT was first applied to
the Montgomery-Ward portfolio during the depths of a recession—and a recession makes
it much more difficult to collect delinquent accounts.
Overall, GE Capital estimates that PAYMENT increased collections by $37 million per
year and used fewer resources than previous strategies.

REFERENCES
Klingman, D., N. Phillips, D. Steiger, and W. Young, “The Economy: A Multi-Billion Dollar Management Science
Successful Deployment of Management Science Application,” Interfaces 22 (1992, no. 1):90–109.
Throughout Citgo Corporation,” Interfaces 17 (1987, Taylor, P., and S. Huxley, “A Break from Tradition for the
no. 1):4–25. San Francisco Police: Patrol Officer Scheduling Using
Makuch, W., J. Dodge, J. Ecker, D. Granfors, and G. Hahn, an Optimization-Based Decision Support Tool,” Inter-
“Managing Consumer Credit Delinquency in the US faces 19 (1989, no. 1):4–24.

10 CHAPTER 1 An Introduction to Model Building

           

Basic Linear Algebra

In this chapter, we study the topics in linear algebra that will be needed in the rest of the book.
We begin by discussing the building blocks of linear algebra: matrices and vectors. Then we
use our knowledge of matrices and vectors to develop a systematic procedure (the Gauss–
Jordan method) for solving linear equations, which we then use to invert matrices. We close
the chapter with an introduction to determinants.
The material covered in this chapter will be used in our study of linear and nonlinear
programming.

2.1 Matrices and Vectors

Matrices

DEFINITION ■ A matrix is any rectangular array of numbers. ■

For example,

3 4, 4  2,
1 2 1 2 3 1
, [2 1]
5 6
are all matrices.
If a matrix A has m rows and n columns, we call A an m  n matrix. We refer to
m  n as the order of the matrix. A typical m  n matrix A may be written as

 
a11 a12  a1n
a21 a22  a2n
A     
   
am1 am2  mn
a

DEFINITION ■ The number in the ith row and jth column of A is called the ijth element of A
and is written aij. ■

For example, if

 
1 2 3
A 4 5 6
7 8 9
then a11  1, a23  6, and a31  7.
 Sometimes we will use the notation A  [aij] to indicate that A is the matrix whose
ijth element is aij.

DEFINITION ■ Two matrices A  [aij] and B  [bij] are equal if and only if A and B are of the
same order and for all i and j, aij  bij. ■

For example, if

3 4 w z
1 2 x y
A and B

then A  B if and only if x  1, y  2, w  3, and z  4.

Vectors

Any matrix with only one column (that is, any m  1 matrix) may be thought of as a column
vector. The number of rows in a column vector is the dimension of the column vector. Thus,

2
1

may be thought of as a 2  1 matrix or a two-dimensional column vector. Rm will denote

the set of all m-dimensional column vectors.
In analogous fashion, we can think of any vector with only one row (a 1  n matrix as
a row vector. The dimension of a row vector is the number of columns in the vector. Thus,
[9 2 3] may be viewed as a 1  3 matrix or a three-dimensional row vector. In this book,
vectors appear in boldface type: for instance, vector v. An m-dimensional vector (either row
or column) in which all elements equal zero is called a zero vector (written 0). Thus,

0
0
[0 0] and

are two-dimensional zero vectors.

Any m-dimensional vector corresponds to a directed line segment in the m-dimensional
plane. For example, in the two-dimensional plane, the vector

2
1
u

corresponds to the line segment joining the point

0
0

to the point

2
1

The directed line segments corresponding to

1
2, 3, 2
1 1
u v w

are drawn in Figure 1.

12 CHAPTER 2 Basic Linear Algebra

 x2
1
u=
2 3
1
v=
–3
–1 2
w= (1, 2)
–2
u
1

x1
–2 –1 1 2

w
–1
v

(–1, –2)
–2

FIGURE 1
(1, –3)
Vectors Are Directed –3
Line Segments

The Scalar Product of Two Vectors

An important result of multiplying two vectors is the scalar product. To define the scalar prod-
uct of two vectors, suppose we have a row vector u = [u1 u2  un] and a column vector


v1
v2
v  

vn
of the same dimension. The scalar product of u and v (written u  v) is the number
u1v1  u2v2    unvn.
For the scalar product of two vectors to be defined, the first vector must be a row vec-
tor and the second vector must be a column vector. For example, if


2
u  [1 2 3] and v 1
2
then u  v  1(2)  2(1)  3(2)  10. By these rules for computing a scalar product, if

2
1
u and v  [2 3]

then u  v is not defined. Also, if

4
3
u  [1 2 3] and v

then u  v is not defined because the vectors are of two different dimensions.
Note that two vectors are perpendicular if and only if their scalar product equals 0.
Thus, the vectors [1 1] and [1 1] are perpendicular.
We note that u  v  u v cos u, where u is the length of the vector u and u is the
angle between the vectors u and v.

2 . 1 Matrices and Vectors 13

 Matrix Operations

We now describe the arithmetic operations on matrices that are used later in this book.

The Scalar Multiple of a Matrix

Given any matrix A and any number c (a number is sometimes referred to as a scalar),
the matrix cA is obtained from the matrix A by multiplying each element of A by c. For
example,

1 0, 3 0

1 2 3 6
if A then 3A 

For c  1, scalar multiplication of the matrix A is sometimes written as A.

Addition of Two Matrices

Let A  [aij] and B  [bij] be two matrices with the same order (say, m  n). Then the
matrix C  A  B is defined to be the m  n matrix whose ijth element is aij  bij. Thus,
to obtain the sum of two matrices A and B, we add the corresponding elements of A and
B. For example, if
1 2 3
0   
1 2 3
A and B
1 1 2 1 1
then
11 22 33
0  2   
0 0 0
AB  .
1  1 1  1 2 0 0
This rule for matrix addition may be used to add vectors of the same dimension. For ex-
ample, if u  [1 2] and v  [2 1], then u  v  [1  2 2  1]  [3 3]. Vectors
may be added geometrically by the parallelogram law (see Figure 2).
We can use scalar multiplication and the addition of matrices to define the concept
of a line segment. A glance at Figure 1 should convince you that any point u in the
m-dimensional plane corresponds to the m-dimensional vector u formed by joining the
origin to the point u. For any two points u and v in the m-dimensional plane, the line
segment joining u and v (called the line segment uv) is the set of all points in the
m-dimensional plane that correspond to the vectors cu  (1  c)v, where 0  c  1
(Figure 3). For example, if u  (1, 2) and v  (2, 1), then the line segment uv consists

x2

v= 2 1
u= 1 2
3
u+v = 3 3 (3, 3)

(1, 2)
2
u+v
u
1 (2, 1)

v
(0, 0)
x1
FIGURE 2 1 2 3
Addition of Vectors

14 CHAPTER 2 Basic Linear Algebra

 x2

u c = 1
2
1
c = 2

c = 0
1 v
FIGURE 3
Line Segment Joining
u  (1, 2) and 1 2
x1

v  (2, 1)

of the points corresponding to the vectors c[1 2]  (1  c)[2 1]  [2  c 1  c],

where 0  c  1. For c  0 and c  1, we obtain the endpoints of the line segment uv;
for c  12, we obtain the midpoint (0.5u  0.5v) of the line segment uv.
Using the parallelogram law, the line segment uv may also be viewed as the points cor-
responding to the vectors u  c(v  u), where 0  c  1 (Figure 4). Observe that for
c  0, we obtain the vector u (corresponding to point u), and for c  1, we obtain the
vector v (corresponding to point v).

The Transpose of a Matrix

Given any m  n matrix

 
a11 a12  a1n
a21 a22  a2n
A     
   
am1 am2  amn
the transpose of A (written AT) is the n  m matrix

 
a11 a21  am1
a12 a22  am2
A  
T   
   
a1n a2n  mn
a

x2

u c = 0
1
c = 2

u c = 1
v
v

x1

–u v – u
FIGURE 4
Representation of Line
Segment uv

2 . 1 Matrices and Vectors 15

Random documents with unrelated
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 “I am afraid for you—of these blackguards; of the mood he’s in; of
where he’s taking us; of what may happen. I don’t know what devil’s
trick it is he has been playing, but I’m sure it is a devil’s trick, and
there may be worse to come.”
“I’m safe with you.”
“I doubt it.”
“But I am sure. The light is coming; I’d like to see the brightness
of the day, for mine honour’s sake, which I thought might be a
consideration, perhaps, with you. Still, I’m under orders. If you bid
me I will go. But—mayn’t I come?”
I could deny her nothing which she asked in such a tone, though
it were an apple out of Eden. But I was gruff.
“Then take my arm.”
“I’d like to.”
I know I was a fool, and should have forbidden her to go with us,
nor have allowed her, wheedle as she might, to have run the risk of
what might be to come; but when I felt her little hand upon my arm,
I would not have had her take it off again, not—not for a great deal.
When we had gone a little way from the station, Mr. Bernstein,
corkscrewing his way through the crowd, reached Lawrence’s side.
Apparently, although he had made an effort to screw his courage to
the sticking point, he was still not quite satisfied as to the sort of
reception which he might receive; he spoke with such an air of
deprecation.
“Now, Ted, dear boy, don’t be shirty, it’s only me. Do take my
advice—be careful! Don’t go too far! Be reasonable, and I’ll be the
best friend you ever had, as I always have been; only—do pull up
before it’s too late!”
Lawrence, standing still, addressed himself to the crowd.
“Gentlemen—and ladies!—because I believe there are some ladies
among you—real ladies!—allow me to introduce to you Mr. Isaac
Bernstein, usurer, Jew, who makes a speciality of dealing in forged
bills. He keeps a school for forgers, where young penmen are trained
in the delicate arts of imitating other people’s signatures. He’s been
the cause of many a good man’s being sent to gaol; where, one day,
as sure as he’s alive, he’ll go to join them.”
 Mr. Bernstein stammered and stuttered.
“Don’t—don’t talk to me like that! The—the man’s stark mad!”
“Not yet. Still sane enough to make the world acquainted with
Isaac Bernstein, trafficker in forgeries.”
With his open palm he struck the Jew a resounding blow on either
cheek. The people roared with laughter. I turned to the lady.
“You see? I must go to him. I shall have to leave you.”
“We will go together.”
She kept close to my side as I went forward. I expected to see
Lawrence repeat his assault. Bernstein stood looking at him,
motionless, gasping for breath, as if he were on the verge of an
apoplectic fit. Taking him by the shoulder I sent him spinning off the
pavement.
“Leave him alone. The fellow will get his deserts elsewhere.”
Lawrence clapped his hands like a child.
“Bravo! Twirl him round—roll him in the mud! She enjoys it; can’t
you hear how she’s laughing?”
He raised his hand in an attitude of attention.
“I can hear nothing.”
“But I can.” Miss Moore spoke from behind my shoulder. “I can
hear It.”
“What do you mean?”
“It which was present in the room; It which did it all; the sound
which we heard in the Fulham Road just now. Listen! Can’t you hear
it, too?”
It might have been my imagination—probably was—but, as she
spoke, I certainly did think that I recognised, as if it issued from the
lips of some one who was within reach of where we stood, the
woman’s laughter which had in it so singular and disagreeable a
quality. It had on me a most uncomfortable effect. I returned to
Lawrence, fearful lest, if I was not careful, the proceedings might
take a shape in which I might relish them less even than I did at
present.
“Come. Let’s be moving.”
“With pleasure. Life is movement, and exercise is the thing for the
liver.”
 “What is the address of the place to which you are taking us?”
He laid his finger against his nose.
“That’s a secret which I wouldn’t divulge for worlds. There’s a lady
there—a goddess! And a demon! Would you have me tell all the
world where she’s to be found, as if she were a person of no
reputation. She’s with me all the time; she never leaves me for a
moment alone; and yet, all the while, she waits for me at home.
That’s to have a familiar in attendance, if you please.”
I made no reply. That his words had meaning, and were not the
mere ravings which they seemed, I did not doubt. I was asking
myself what was the solution of the problem to which they pointed,
and was still obliged to own that I had no notion. I had, also, my
attention partly occupied by my efforts to keep the rabble from a too
close attendance on the lady, whose little hand again caressed my
arm.
Lawrence was swinging along at a good round pace, his hat a little
at the back of his head; his eyes, lips, every muscle of his face were
in constant motion. His arms were as if they had been hung on
wires, which continually thrust them this way and that. He was not
for a moment still. If not speaking aloud, he muttered to himself.
Presently he began upon a theme which I would have thanked him
to have avoided.
“So, Ferguson, you’re a humorist—practical and actual. I’ve been
reading the news—still sane enough to read the papers—how you
locked the coroner in his court. I’d have given one of Bernstein’s
forged bills to have been there to see, though it was on me that they
were sitting. I thought I never should have done laughing. And she
—the Goddess—she’s laughing still.”
The lady put a question.
“What’s that he’s saying?”
“He’s telling about some nonsense which he saw in the papers.”
Lawrence interposed.
“Nonsense, he calls it! And excellent nonsense, too! Haven’t you
heard? Has no one told you? Don’t you know? Charming sister of my
dear friend Tom, to-day the coroner’s been sitting on my corpse—as
I live, upon my corpse! Ferguson’s been there as witness. They
wanted him to say, it seems, that you had killed me—yes, you, with
your own two small hands; but he wouldn’t. He said he’d see them—
warmer first; as warm as I am now. I can’t think where, at this time
of the year, the heat can come from. I’m on fire inside and out. So
they talked of sending him to gaol.
“But, bless their simple souls, they didn’t know their man; how
that he was a fellow of infinite jest. For when they talked of locking
him up, he locked them up instead; marched straight out, turned the
key in the lock, with them on the other side of the door—coroner
and jury, counsel and witnesses, audience and policeman—the whole
noble, gallant company. And so he left them, sitting on my corpse.”
As might have been expected, the rabble, which still hung round
us like a fringe, hearing what he said, caught something of his
meaning. They bandied it from mouth to mouth.
“That’s Ferguson, that there tall bloke. He’s the cove as locked the
coroner up this afternoon, Imperial Mansions murder case. Didn’t
you hear the other bloke a-saying so? No lies! I tell you it is!”
While the gutter-snipes wrangled, playing fast and loose with my
name—with my reputation, too—the lady whispered in my ear.
Despite the noise they made I heard her plain.
“So that’s why you came to fetch me? Now I understand; the
secret’s out. It’s another service you have done me! Aren’t you afraid
that the weight of obligation will be more than I can carry? Yet you
needn’t fear! They’re the kind of debts I don’t at all mind owing—
you, since one day I hope to pay them every one.”
“You exaggerate. And Lawrence is a fool.”
“Yes. So are we all fools; perhaps that’s why some of us are wise.”
I liked to hear her voice; to feel her hand upon my arm. Yet, every
moment, my concern was getting greater. The crowd was growing,
both in numbers and in impudence. Any second they might make an
ugly rush, then there would be trouble; and that was not a scene in
which I should wish the lady to play a part. Lawrence was marching
on as if he meant to march for ever. I began seriously to ask myself
if he was not playing us still another of his tricks; if he was not
leading us he himself did not know where. On a sudden, he
determined the question by stopping before a building which,
outwardly, was more like a warehouse than a private residence.
“At last,” he cried, “we are arrived. The Goddess waits for us
within.”
“Is this your place?”
“It is—and hers. Enter omnes!”
He threw open the door as if he were offering the whole crowd
the freedom of the premises. I placed myself in front of it.
“I’m hanged if it shall be enter omnes! In you go.” I thrust him in.
“Now you and I together!”
The lady and I were across the threshold. I was about to slam the
door in the face of the rabble, when some one came hurrying
through the crowd. A voice exclaimed—
“Stop that! Don’t shut that door! Let me in!”
It was Inspector Symonds; with, as it seemed, a friend or two.
 CHAPTER XXIII.
IN THE PASSAGE

The inspector I dragged in by the collar of his coat. I slammed the

door in the faces of his friends, keeping my foot against it while I
shot the bolts.
“This won’t do! I’m not going to stand any more of your nonsense!
You let my men in!”
There was a flaming gas-bracket in the passage. By its flare I eyed
the inspector.
“You be so good as to understand, Mr. Symonds, that I’m going to
have no more of your nonsense.” He put his hand up to his mouth—
a whistle between his fingers. Gripping his wrist, I pinned him by the
throat against the wall. “If you are not careful, you’ll get hurt.”
He gasped out, between his clenched teeth, “I’ll make you pay for
this! You let my men in!”
“I’ll not let your men in—until you and I have had an explanation.”
The lady interposed. “Don’t hurt him!”
“I’ll not hurt him—unless he compels me. Look here, Symonds,
there’s been a mystification—a hideous blunder.”
“I don’t want to have anything to say to you. You open that door!”
His hands returned to his lips. Again I had to pin him against the
wall; this time I wrenched the whistle from between his fingers.
“If you give any sort of signal, you’ll be sorry.”
“You’ve broken my wrist!”
“I haven’t; but I will if you don’t look out. I tell you, man, that
we’ve been on the wrong scent; you and I, and all of us. It isn’t
Edwin Lawrence who’s been murdered; he isn’t even dead.”
“Don’t tell your tales to me.”
“Tales! I tell you tales! Here’s Mr. Edwin Lawrence to tell his own.”
Lawrence was standing a few steps farther down the passage, an
apparently interested spectator of what had been taking place.
Symonds turned to him.
 “This man? Who is this man?”
Lawrence thrust his thumbs into his waistcoat armholes.
“I’m the corpse on whom the coroner’s been sitting.”
“Don’t play your mountebank tricks with me, sir.”
“I’m the murdered man.”
“Indeed? And pray what may be your name?”
“Edwin Lawrence—at your service, entirely to command. Though I
may mention that that’s only a form of words; since, at present, I’m
really, and actually, in the service of another—a lady. Bound to her
hand and foot by a tie there’s no dissolving.”
Symonds perceived that in his manner, to say the least, there was
something curious. As he looked at me I endeavoured to give him
the assurance which I saw that he required.
“It is Mr. Edwin Lawrence, you may safely take my word for it. The
lady can confirm what I say.”
Which the lady did upon the instant. The inspector was still,
plainly, in a state of uncertainty; which, under the circumstances,
was scarcely strange.
“I don’t know if this is a trick which you have got up between you,
and which you think you can play off on me; but, anyhow, who do
you say the dead man is?”
Lawrence chose to take the question as addressed to him. He
chuckled; there was something in the chuckle which suggested the
maniac more vividly than anything which had gone before.
“Who’s the dead man? Ah! there’s the puzzle—and the joke! The
dead man must be me. It’s in the papers—in people’s mouths—it’s
the talk of the town. The police are searching for the wretch that
slew me—the coroner and his jury have viewed my body. It’s plain
the dead man must be me. And yet, although it’s very odd, he isn’t.
It’s the rarest jest that ever yet was played—and all hers.” He
pointed with his thumb along the passage. “It’s all her doing,
conception and execution, both. And how she has enjoyed it! Ever
since she has done nothing else but laugh. Can’t you hear her? She’s
laughing now!”
There did seem to come, through the door which was at the end
of the passage, the sound of a woman’s laughter. We all heard it.
The lady drew closer to me; I gritted my teeth; the inspector, with
whom, as yet, it had no uncomfortable associations, treated it as
though it were nothing out of the way.
“Who’s it you’ve got in there?”
Lawrence raised his hands as if they had been notes of
exclamation.
“A goddess! Such an one!—a pearl of the pantheon! A demon!—
out of the very heart of hell!” He fingered his shirt-collar as if it were
tight about his neck. “That’s why she relished her humorous
conception more than I have. The qualities which go to the complete
enjoyment of the jokes she plays, I lack. The laughter she compels
has characteristics which I do not find altogether to my taste. It gets
upon my brain; steals my sleep; nips my heart; fills the world with—
faces; grinning faces, all of them—like his. And so I’m resolved to
tell the joke, and I promise that it shan’t be spoilt in telling.” This
with a smile upon his lips, a something elusive in his eyes, which, to
my mind, again betrayed the lunatic. He threw out his arms with a
burst of sudden wildness. “Let them all come in—the whole street—
the city-ful! So that as many as may be may be gathered together
for the enjoyment of the joke!”
Symonds and I exchanged glances. I spoke to him in an
undertone.
“If you take my advice, you will listen to what he has to say.
Before he’s finished, the whole story will have come out.”
All the time there had been knockings at the door. Now some one
without made himself prominent above the others. A shout came
through the panels.
“Symonds! Is that you in there? Shall we break down the door?”
The voice was Hume’s. I proffered a suggestion to the inspector.
“There is no reason why Dr. Hume should not come in. He will be
able to resolve your doubts as to whether or not this is Mr. Edwin
Lawrence. Your men I should advise you to keep outside. They will
be close at hand if they are wanted.”
He regarded me askance, evidently still by no means sure as to
the nature of the part which I might be playing.
 “You are a curious person, Mr. Ferguson. You have your own ideas
of the way in which justice is administered in England. However, you
shall have your own way. Let Dr. Hume come in. My men can wait
outside till they are wanted.”
I unbolted the door, keeping my foot against it, to guard against a
sudden rush. The crowd was still in waiting. It had evidently grown
larger. As the people saw that the door was being opened, there
were cries and exclamations. Hume was standing just outside. It
seemed that it had been his intention to make a dart within; but the
spectacle of me in the doorway caused him to hesitate. By him were
the inspector’s friends. Misunderstanding the situation, they made an
effort to force the door wider open. It was all I could do to hold it
against them.
“Hume, you can come in. Inspector Symonds, give your men their
instructions.”
“Gray, are you there?”
“Yes, sir! Do you want us?”
“Not just now. I may do shortly; keep where you are. Send along
for some one to keep those people moving.”
“Very good, sir. Are you all right in there?”
“For the present I am. Keep a sharp look-out. If you hear me give
the word, come in at once—if you have to break down the door to
do it.”
“Right, sir!”
I rebolted the door, boos and groans coming from the crowd as
they perceived themselves being shut out from the sight of anything
which there might be to see. Hume had entered. He was looking
about him as if the position of affairs were beyond his
comprehension.
“Symonds, what does all this mean? Ferguson, what new madness
have you been up to? Miss Moore, you here! This is no place for
you!”
“I think it is.”
“I say it’s not. You ought to be in bed. Who gave you permission
to leave your room?”
 “I gave myself permission, thank you. I am quite able to take care
of myself. And, if I’m not, here’s Mr. Ferguson.”
“Mr. Ferguson! Mr. Ferguson stands in need of some one to take
care of him.” He turned to me. “If you’ve had a hand in bringing Miss
Moore here, you ought to be ashamed of yourself, if you’re capable
of shame, which I’m beginning to doubt. Surely your own sense of
decency, embryonic though it may be, ought to have told you that it
is no place for her. What is this den which you have brought her to?”
“Here is some one who can tell you better than I. Ask him, not
me.”
Lawrence broke into laughter.
“That’s it, Ferguson. Hume, ask the corpse.”
Hume stared at the speaker, as if he had been a spectre; which,
apparently, he was more than half disposed to believe that he was.
“Lawrence! Edwin Lawrence! Is it a living man, some demoniacal
likeness, or is it a ghost? My God! is it a ghost?”
Again Lawrence laughed. He went closer to the bewildered doctor;
his eyes flaming, his manner growing wilder as he continued
speaking.
“A ghost, Hume, write it down a ghost! I wonder if I could cheat
myself into believing I’m a ghost? Hume, you’re an authority on
madness. Look at me; do you think I’m mad? It’s a question I’ve
been putting to myself since—she began to be humorous. I see
things—I hear things—like the men who’ve been—thirsty. There’s a
face which looks into mine—a face all cut and slashed and sliced into
ribbons; and, as the blood streams down the cheek-bones, which are
laid all bare, its teeth grin at me, inside the torn and broken jaws,
and it says, ‘After all I’ve done, this is the end!’ I strike at it, with
both my fists, where the eyeballs ought to be, but I can’t knock it
away; it won’t go, it keeps on being there. I can’t sleep, though I’d
give all the world to. I’m afraid to try, because, when I shut my
eyes, I see it plainer. The blood gets on my hands; the taste gets
into my mouth; the idiot words get on my brain, ‘After all I’ve done,
this is the end!’ I can’t get away from the face and the words;
whatever I do, wherever I go, they’re there. I seem to carry them
with me. I’ve been drinking, but I can’t drink enough to shut them
out; I can’t get drunk. And, Hume, do you think I’m mad? I hope I
am. For while I’m being tortured she laughs; she keeps laughing all
the time. It’s her notion of a jest. I hope that it’s but a madman’s
fancy, what I see and hear; and that, when I get my reason back
again, they’ll go—the face and the words. You’re a scientific man.
Tell me if I’m mad.”
Hume turned towards me. His countenance was pasty-hued.
“What devil’s trick is this?”
Lawrence answered, in his own fashion, as if the question had
been addressed to him.
“That’s what it is—a devil’s trick! Hers! The Goddess’s! She’s a
demon! I’ll—I’ll tell you how it was done. She’s got me—by the
throat; bought me—body and soul. But I don’t care, I’ll be even. She
shan’t do all the scoring; I will play a hand, although, directly
afterwards, she drags me down to hell with her. Let her drag! I’m in
hell already. It can’t be worse—where she has sprung from.”
Taking Hume by the shoulder with one hand, with the other he
pointed to the door which was at the end of the passage. He was
dreadful to look at. As he himself said, he already looked as if he
were suffering the torments of the damned.
“She’s in there—behind that door. But although she is in there
she’s with me here. She’s always with me, wherever I am; she, the
face, and the words. You think I’m romancing, passing off on you
the coinage of a madman’s brain. I would it were so. I wish that
they were lies of my own invention, a maniac’s imaginings. Come
with me; judge for yourself. You shall see her. I will show you how
the devil’s trick was done.”
He led the way along the passage. We followed. I know not what
thoughts were in the minds of the others. I do know that I myself
had never before been so conscious of a sense of discomfort. The
lady slipped her hand into mine. It was cold. Her fingers trembled.
Even then I would have stayed her from seeing what we were to see
if I could; but I could not. It was as if we were being borne onward
together in a dream. All the while I had a suspicion that, of us all,
Inspector Symonds was most at his ease, while it seemed to me that
Hume carried himself like a man who moved to execution.
 CHAPTER XXIV.
IN THE ROOM

A large, bare, barn-like room. The walls were colour-washed; as seen

by gaslight, an uncertain shade of grey. The floor was bare. At one
end was a wooden daïs. This, and a large skylight overhead,
suggested that the apartment had been intended for a studio.
Artistic properties there were none. The furniture was scanty. In one
corner was a camp bedstead, the bedclothes in disorder. It had
evidently not been made since it was slept in. There were two small
tables, one at the side against the wall, the other in the centre of
the room. Bottles and glasses were on both. Bottles, indeed, were
everywhere; designed, too, to contain all sorts of liquids—wines,
spirits, beers. Champagne appeared to have been drunk by the
gallon. On the floor, in the corner, opposite the bedstead, were at
least seven or eight dozen unopened bottles, of all sizes, sorts, and
shapes. Three or four chairs, of incongruous design, completed the
equipment of the room; with the exception, that is, of a tall screen
covered with crimson silk which stood upon the daïs. This screen
was the first object which caught the eye on entering. One
wondered if an artist’s model were concealed behind.
Lawrence placed his finger against his lips as he held the door
open for us to enter.
“Ssh! She’s there, behind the screen! Listen! Can’t you hear her
laughing?”
This time I, for one, heard nothing. There was not a sound. And,
since every sense was at the acutest tension, had there been, it
would scarcely have escaped my notice. Scarcely were we all in,
than a door on the opposite side of the room was opened, gingerly,
and seemingly with hesitation, as if the opener was by no means
sure of his welcome. Through it came the pertinacious Mr. Bernstein,
and, of all persons, young Tom Moore. At the sight of her brother
the lady shrank closer to my side. The inspector appeared to regard
the advent of the newcomers with suspicion, as though doubtful lest
there were more to follow.
“Who are these men? Where do they come from?”
Lawrence explained.
“Inspector Symonds, allow me to introduce you to Mr. Isaac
Bernstein—dealer in forged bills and patron of penmen. Surely you
have heard of Bernstein.”
“Oh yes, I’ve heard of Bernstein. So you are Mr. Isaac Bernstein.
Who’s the other man?”
“The other man is”—this with a glance towards the lady—“merely
a thief.”
“I’m no thief! I’ll let you know I’m not to be called thief—especially
by you!”
Young Moore’s disclaimer was half whine, half snarl. Bernstein
took up his tale.
“Mr. Symonds, I’m glad to meet you, sir. Our—our friend here is
fond of his joke. You mustn’t take him seriously. It—it’s his way to
say things which he doesn’t mean. I just stepped in to say a word to
him in private—just one word; so I hope you’ll forgive me if I seem
to be intruding. Lawrence, I—I came with our young friend here
along the little back passage, which the models used to use,
because I—I wanted to speak one word to you in private. Would you
mind stepping on one side just—just for half a moment.”
“No, Bernstein, I won’t. Anything you have to say to me, you’ll say
in public; at the top of your voice; out loud. I’m going to say my say
so that every one may hear me—she and they.”
“Now, Lawrence, be reasonable, I do beg of you. Let me make to
you just this one remark.”
Drawing closer, Mr. Bernstein dropped his voice to a whisper.
Taking him by both shoulders, Lawrence began to shake him to and
fro.
“Speak up, Bernstein, speak up! Shout, man, shout!”
“Don’t Lawrence, you’ll hurt me!”
“Hurt you! Hurt you! If I could only hurt you as you’ve hurt me,
you pretty fellow! Why didn’t you save your skin by taking to your
heels? For me there’s no salvation, because of her, and the face, and
the words. But for you there was a chance. Now there’s none! Now
there’s none!”
He flung the Jew away from him, so that he went reeling half
across the room. Mr. Bernstein addressed himself, with stammering
lips, to the inspector.
“Mr. Symonds, he’s—he’s not right in his head; he’s excited—he’s
been drinking; look at those bottles!”
Lawrence threw out his arms with a laugh.
“Look at those bottles! Evidences of a giant’s thirst! I’ll have
another!”
Taking a bottle of champagne out of the collection in the corner,
with what looked like a palette knife he struck the neck off with a
cleanness and dexterity which denoted practice. The wine foamed
up. He filled a soda-water tumbler, emptying it at a draught.
“That’s the stuff! It’s got a sting in it! I like my drink to have a
sting!”
Bernstein drew the inspector’s attention to his proceedings.
“You see. That’s how he goes on—drink! drink! drink! He does
nothing else but drink. You wouldn’t pay any attention to his ravings
when they reflect upon a respectable man?”
“Respectable man! Isaac Bernstein, respectable man?”
He tossed the bottle he was holding towards the Jew. If the other
had not ducked, it would have struck him.
“He’s a liar, that’s what he is; a liar to his finger-tips. No one who
knows him would believe him on his oath.”
This was young Moore. Lawrence pointed at him with his tumbler.
“A Solomon risen to judgment! See truth’s imaged superscription
on his brow.”
The lady stepped forward before I had guessed her intention.
“What he is he in great part owes to you—and to him!”—pointing
to the Jew. “You are an older man than he, with a wider knowledge
of the world. You have used him as a tool with which to save
yourselves. You found him in a ditch—in the same ditch in which you
were yourselves. Instead of helping him out you dragged him farther
in, pressing him down in the mire, so that, by dint of standing on his
body, you might yourselves reach the bank, at the cost of his entire
destruction. Though he is guilty, your guilt is a thousand times as
great.”
“There speaks the actress. Your sentiments, Miss Moore, do you
credit; though, being of the stage, they’re stagey. They suppose that
you can make a good man bad. I doubt it, be he old or young. All
that you can do, is to bring to a head the badness which is in a bad
one. Bernstein, your brother, and I, were born with a twist in us; a
moral malformation; a trend in the grain which, as we got our
growth, gave a natural inclination in a particular direction. I doubt if
we could have gone straight if we had tried. You may take it for
granted that we did not weary ourselves with vain efforts. I know
that I did not. The things I liked had to be, like ginger, hot in the
mouth; my pleasures had all to be well peppered. Your insipidities I
never relished; nor was the fact that they happened to be virtuous a
sufficient sauce.
“As it happens, in this best of all possible worlds, spice costs
money. And there’s the rub. For I had none—or as good as none.
But I’d a brother who had. An all-seeing Providence and an
indiscriminating parent, had caused him to be amply dowered with
worldly goods. I made several efforts with my own hands and brains
to supply myself with money. Sometimes they’d succeed; oftener
they would fail. When they failed, in the most natural possible
manner, I looked to my brother—my only brother—to make good the
deficiency. To do this he now and then objected; which was odd.
Until, one day, I came upon a man named Bernstein.”
The Jew, who had been listening with parted lips and watchful,
troubled eyes, to what the other had been saying, now went forward
to him, cringingly.
“Lawrence, good old friend, remember all I’ve done for you, and—
and be careful what you say.”
“I’ll remember, and so shall you; you never will be able to accuse
me of forgetting. This man, Bernstein, was a Jew—an usurer.”
“I lend money to gentlemen who are in need of it, that’s all;
there’s no harm in it. If I didn’t some one else would.”
“He negotiated loans on terms which varied—as I quickly learned.
I had had some experience of usurers; but this was a new type.”
 “How new? Circumstances compel one to alter one’s terms—it’s
only business.”
“He lent me a little money on what he considered reasonable
terms.”
“And so they were—most reasonable. You know yourself they
were.”
“‘When you want more,’ he said, ‘you must bring me another
name upon the bill.’ I asked, ‘Whose name?’ He said, ‘Your brother’s.’
‘Do you think my brother would back a bill of mine? He’d see me
farther first!’ ‘That,’ he said, ‘is a pity.’ And so it was a pity. Brothers
should be friendly; they should help each other; it’s only right.
“‘Come,’ he said, ‘and dine with me.’ I dined. After dinner he
began again about the bill. ‘I’ll give you £700 for a three months’ bill
for a thousand with your brother’s name on it.’ ‘I tell you that
nothing would induce my brother to back a bill of mine.’ ‘If you were
to bring me such a bill I shouldn’t ask how it got there.’ Then he
looked at me, and I saw what he meant. ‘That’s it, is it? I’ve sailed
pretty close to the wind, but I’ve never got quite so far as that.’ He
filled himself another glass of wine. ‘You say you want the money
badly. The sooner you let me have the bill, the sooner your wants
will be relieved.’ I let him have the bill in the morning. At the end of
three months there was a storm in the air.”
“I knew nothing of it—he invents it all. The bill was duly met when
it was presented.”
“After my brother and I had come pretty near to murder, I was
still, as ever, in want of money. But this time it was Bernstein who
came to me.
“‘I hear you’re pressed.’ I complimented him on the correctness of
his information. ‘It’s no good,’ said he, ‘peddling with hundreds. It’s a
good round sum you want to set you clear.’ I admitted it; and
wondered where the good round sum was coming from. ‘I tell you
what I’ll do,’ he said. ‘You bring me five bills for a thousand each,
with your brother’s name on them, and I’ll give you two thousand
five hundred for the lot.’ I told him that it couldn’t be done. I’d
promised my brother that I wouldn’t play any more tricks with his
name, and I meant to keep my word. ‘Ah,’ he said, ‘that’s a pity.’”
 “I said nothing of the kind. It is not to be believed; those who
know me will tell you it is not to be believed. It is against my
nature.”
“‘I think,’ he continued, ‘I know how it can be managed. I know a
young fellow whom I’ll introduce to you. You may find him of use.
He’s a first-rate penman.’ ‘Do you mean that he’s an expert forger?’
‘Lawrence,’ cried Mr. Bernstein, ‘you shouldn’t use such words—you
really shouldn’t.’”
“You hear him admit it? I said, ‘You should not use such words.’ I
have always said it—always.”
“He made me known to this expert penman, getting up a three-
cornered dinner for that especial purpose. The expert penman was
our young friend here—Tom Moore.”
“I never wanted to know you—never. I told him that I didn’t.”
Mr. Bernstein contradicted the young gentleman’s disclaimer.
“Now, Moore, that is not so. You were always willing to make his
acquaintance; why not? He was a gentleman of family, of fortune.
Why should you not have been willing to know such an one?
“He didn’t turn out like that, did he? Look how he served me!”
“Ah, that is another matter. We could not have foreseen how he
was to turn out. We supposed him to be a gentleman of reputation—
of character.”
“Innocent-minded Bernstein! Ingenuous Tom Moore! After dinner
Moore returned with me to my rooms.”
“You invited me.”
“I did—that’s true; and you came. I said to him, ‘I hear you’re a
bit of a penman.’”
“I didn’t know what you meant.”
“You wouldn’t. I laid five bill-stamps in front of him.”
“There was nothing on them.”
“True again; there wasn’t. I showed him my brother’s signature at
the bottom of a letter, and I asked him if he thought that he could
make a nice clean copy of it in the corner of each stamp.”
“You never said what you were going to do with it.”
“Still correct—I didn’t. But you said, ‘How much are you going to
give me?’”
 “Well, you were a stranger to me; you didn’t expect I was going to
do you a favour for nothing?”
“Hardly. I said I’d give you a hundred pounds, which I thought
was pretty fair pay for a little copying. But you said, ‘I want five
hundred.’”
“You didn’t give me five hundred pounds, not you! You know you
didn’t! Or anything like!”
“Accurate as ever. I couldn’t see my way to quite as much as that.
I said you should have two hundred.”
“That night you never gave me any money at all.”
“No. But in the morning I carried to Mr. Isaac Bernstein five bills
for a thousand pounds apiece, with, on each, my brother’s
endorsement in the corner. In exchange, Mr. Bernstein presented me
with two thousand five hundred pounds, and out of that you had
two hundred.”
“I took it as a friendly present.”
“Precisely—from a perfect stranger. Time went on. The three
months slipped by. I began to fidget. Luck was most consummately
against me. Two thousand five hundred pounds went no way at all; I
had lost it, pretty nearly every penny, before I really realised that I
had ever had it. When it was gone, I knew that breakers were
ahead; a pretty nasty lot of rocks. As I say, I began to fidget. I knew
my brother, and was well aware that, since last time it had been
nearly murder, this time it would come as near as possible to quite.
Philip’s temper, my friends, Philip’s temper was distinctly bad. We
had had a few fights together, he and I, and out of them it had not
been my general custom to come out best. Now I foresaw that the
biggest fight of all our fights was drawing comfortably close; and
when I asked myself in what condition I should probably emerge
from it, I was not able to supply my question with an answer which
gave me entire satisfaction.
“I began to hate my brother. As the days stole by, I began to hate
him more and more—to fear him. The two things together, the
hatred and the fear, took such a hold of me that I began to cast
about in my mind how I could get the best of him, when the game
was blown upon and the fight began. And at last I thought of
something which I had chanced upon in India.
“It was one night when I lay awake in bed, unable to sleep. I had
been drinking. The drink had been bad. Among the goblins which it
brought to my bedside were thoughts of my brother. I thought of
how the luck had all been his; of what a grip he had; of his bone
and muscle; of how, in our quarrels, it always had gone hard with
me; of how, in the next one, which was close at hand, it would go
harder still. He was more than a match for me all round. In peace or
war he was the stronger man. How could I get even with him? How?
“Then I thought of the Goddess. It was from herself that the first
inspiration came; she precipitated herself, as the occultists have it,
into my mind. I suspected it then; I know it now. She had remained,
till then, in the packing-case in which I brought her home. She had
never been out of it, not once. I had never taken the trouble to
unpack her. She might have feared she was forgotten; felt herself
slighted. No; that’s not her way. She knows she’ll never be
forgotten; and as for slights, she never will be slighted when there’s
need of her. She had been waiting; that was all—waiting for her
time. Now her time had come. She knew it. So she reminded me
that she was there.
“It struck me, at first, as a humorous idea—The Goddess. It
always is her humorous side which appeals to one at first. Indeed, it
is that side of her which continues to the front; only—the character
of the humour changes. I laughed to think that her existence should
occur to me at such a moment. And, as I laughed, she laughed too.
It was the first time I had heard her laughter. The sound of it had an
odd effect on the marrow in my bones. Even then I asked myself if
by any possibility I could be going mad. She was in the cupboard on
the other side of my dressing-room. All other considerations apart, it
was an odd thing that I should hear her so plainly from where I lay.
“‘I’ll go and look at her,’ I said. I went. As I opened the cupboard
door she laughed again—a little, soft, musical laugh, suggestive of
exquisite enjoyment. It drew me on. ‘Why,’ I cried, ‘I didn’t know
that you could laugh. Where are you? Let’s free you from your
prison. If you’re as pretty as your laughter, you should be well worth
looking at.’
“There was the packing-case, all nailed and corded, exactly as it
had been when placed on shipboard. As I touched it, she laughed
again. Now that I had become more used to it, I found that there
was something in the sound which braced me up; a quality which
was suited to my mood. I drew the case into my dressing-room. I
unpacked it. There she was inside, in the best possible condition; as
ready, as willing, as happy, as on the day when I first saw her, in the
place where she was born. She had borne her voyage and
subsequent confinement surprisingly well; neither in her bearing nor
appearance was there anything which even hinted at a trace of
resentment for the treatment which she had received. As she
showed me what she could do, laughing all the time, I said to
myself, ‘With her aid I shall be more than a match for my brother.’
“I had got her out, but, like the genie the fisherman released in
the Arabian story, she was not easy to put back again. Without her
consent it was impossible to replace her in the packing-case. Her
consent she refused to give. When I persisted in my attempts to do
without it, she brought me nearer to a sudden end than I had ever
been before. Whereupon I desisted. I left her where she was. That
display of her powers, and of her readiness to use them, compelled
me to the reflection that in her I had found not only a collaborator,
but possibly something else as well. One thing I certainly had found
—an inseparable companion.
“From that hour, when, in the silence of the night, and because I
could not sleep, being troubled by thoughts of my brother, I took her
from her packing-case, she has never left me for one moment alone.
She has become part and parcel of my life; grown into the very web
of my being; into the very heart of me; until now she holds me,
body, soul, and spirit, with chains which never shall be broken. And
to her it’s such an exquisite jest. Listen! She is laughing now.”
 CHAPTER XXV.
THE GODDESS

I had been wondering, while Lawrence had been speaking, where,

exactly, in what he said, was the dividing line between truth and
falsehood; between sanity and madness. I could not satisfy myself
upon the point; either then or afterwards. That the wildness of his
speech and manner was an indication of the disorder of his mind
was obvious; that in his brain there were the fires of delirium was
sure; that the tale which he told was not all raving was as certain. It
is probable that the life of dissipation which he had led had told
upon his physical health; and that, as usual, the body had reacted
on the mind.
Yet there was such an air of conviction in his bearing, and so
much method in his madness, that even in his most amazing
statements one could not but suspect, at least, a basis of fact. And it
was because this was so that we listened, fascinated, to assertions
which savoured of a world of dreams; and hung, with breathless
interest, on words which told, as if they were everyday occurrences,
of things of which it is not good to even think as coming within the
sweep of possibility.
He held up his finger, repeating his last words in the form of an
inquiry.
“Hark! don’t you hear her laughing now?”
I know not what we heard; I know not. We had been following,
one by one, the steps which marked the progress of disorder in this
man’s brain, until our own minds had become unbalanced too. But I
thought that I heard the sound of a woman’s laughter, and it was
because it appeared to come from behind the screen that I stepped
forward to move the barrier, so that we might learn what it
concealed. Lawrence sprang in front of me.
“Don’t!” he cried. “She’s there! You shall see her; I’ll show you her
at the proper time.”
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