Report Number: CS-TR-67-67
Institution: Stanford University, Department of Computer Science
Title: Computational considerations regarding the calculation of Chebyshev solutions for overdetermined linear eqauation systems by the exchange method
Author: Bartels, Richard H.
Author: Golub, Gene H.
Date: June 1967
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.