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The strict Chebyshev solution of overdetermined systems of linear equations with rank deficient matrix

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Abstract

The Chebyshev solution of an overdetermined system of linear equations is considered, with special reference to the case when the matrix of coefficients is column-rank deficient. The procedure described is an ascent exchange algorithm in which at each iteration use is made of a numerically stable decomposition of a submatrix to evaluate its rank and null space. It is shown how results can be achieved by this method in cases where other algorithms fail.

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  1. Department of Statistics and Computer Science, University of Georgia, 30602, Athens, Georgia, USA

    M. Brannigan

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  1. M. Brannigan
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Brannigan, M. The strict Chebyshev solution of overdetermined systems of linear equations with rank deficient matrix. Numer. Math. 40, 307–318 (1982). https://doi.org/10.1007/BF01396448

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