Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4]
ACM Transactions on Mathematical Software (TOMS)
The simplex method of linear programming using LU decomposition
Communications of the ACM
| Hi-index | 0.00 |
This paper presents a special purpose dual algorithm for obtaining a Chebychev approximation to an overdetermined system of linear equations. The method is founded on the principles of linear programming but is designed to take advantage of the problem's special structure. It is shown that, while maintaining a basis of smaller dimension, certain iterations of the standard dual algorithm may be combined into one. Two computer code implementations of the method are discussed and a computational comparison with another algorithm for Chebychev approximation is given.