COMPUTATIONAL CONSIDERATIONS REGARDING THE CALCULATION OF CHEBYSHEV SOLUTIONS FOR OVERDETERMINED LINEAR EQUATION SYSTEMS BY THE EXCHANGE METHOD
STANFORD UNIV CA DEPT OF COMPUTER SCIENCE
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An implementation, using Gaussian LU decomposition with row interchanges, of Stiefels exchange algorithm for determining a Chebyshev solution to an overdetermined system of linear equations is presented. The implementation is computationally more stable than those usually given in the literature. A generalization of Stiefels algorithm is developed which permits the occasional exchange of two equations simultaneously. Finally, some experimental comparisons are offered.
- Theoretical Mathematics