COMPUTATIONAL CONSIDERATIONS REGARDING THE CALCULATION OF CHEBYSHEV SOLUTIONS FOR OVERDETERMINED LINEAR EQUATION SYSTEMS BY THE EXCHANGE METHOD

Abstract

An implementation, using Gaussian LU decomposition with row interchanges, of Stiefel's 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 Stiefel's algorithm is developed which permits the occasional exchange of two equations simultaneously. Finally, some experimental comparisons are offered.

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Document Details

Document Type
Technical Report
Publication Date
Jun 02, 1967
Accession Number
AD0652922

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  • Gene H. Golub
  • Richard H. Bartels

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  • Stanford University

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