L 1 solution of overdetermined systems of linear equations
- 1 June 1980
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 6 (2) , 220-227
- https://doi.org/10.1145/355887.355894
Abstract
In a previous paper by the author, an algorithm for calculating the L1 solution of an overdetermined system of linear equations was given. This algorithm applies a dual simplex method to the linear programming formulation of the L1 approximation problem. For the purpose of numerical stability, the present paper uses a triangular decomposition to the basis matrix. This decomposition method is a new one and is particularly suitable to this algorithm. Numerical results show that the present method compares favorably with the best existing algorithms.Peer reviewed: YesNRC publication: YeKeywords
This publication has 3 references indexed in Scilit:
- Algorithm 551: A Fortran Subroutine for the L 1 Solution of Overdetermined Systems of Linear Equations [F4]ACM Transactions on Mathematical Software, 1980
- The discrete linear restricted Chebyshev approximationBIT Numerical Mathematics, 1977
- Algorithm 478: Solution of an Overdetermined System of Equations in the l1 Norm [F4]Communications of the ACM, 1974