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