Numerical Analysis: Stable numerical methods for obtaining the Chebyshev solution to an overdetermined system of equations

An implementation of Stiefel's exchange algorithm for determining a Chebyshev solution to an overdetermined system of linear equations is presented, that uses Gaussian LU decomposition with row interchanges. 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.

View this article in the ACM Digital Library.