Using the predicate language for ordered fields a class of problems re
ferred to as linear problems is defined. This class contains, for exam
ple, all systems of linear equations and inequalities, all linear prog
ramming problems, all integer programming problems with bounded variab
les, all linear complementarity problems, the testing of whether sets
that are defined by linear inequalities are semilattices, all satisfia
bility problems in sentenial logic, the rank-computation of matrices,
the computation of row-reduced echelon forms of matrices, and all quad
ratic programming problems with bounded variables. A single, one, algo
rithm, to which we refer as the Universal Linear Machine, is described
. It solves any instance of any linear problem. The Universal Linear M
achine runs in two phases. Given a linear problem, in the first phase
a Compiler running on a Turing Machine generates a linear algorithm fo
r the problem. Then, given an instance of the linear problem, in the s
econd phase the linear algorithm solves the particular instance of the
linear problem. The linear algorithm is finite, deterministic, loople
ss and executes only the five ordered field operations - additions, mu
ltiplications, subtractions, divisions and comparisons. Conversely, we
show that for each linear algorithm there is a linear problem which t
he linear algorithm solves uniquely. Finally, it is shown that with a
linear algorithm for a linear problem, one can solve certain parametri
c instances of the linear problem.