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Solution of Overdetermined Linear System http://forum.alglib.net/viewtopic.php?f=2&t=516 |
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Author: | deco [ Sat Jan 14, 2012 9:08 pm ] |
Post subject: | Solution of Overdetermined Linear System |
Hello Sergey, Congratulations for the great work. I am trying to find a way to solve an Overdetermined Linear System in the Chebychev Norm ie if Ax=B find the vector x which minimizes c=max(ci)=max{|bi-Sum(aij*xj)|} , 1<i<n j=1..m Is there a way to do it using alglib? Thank you in advance, Dimitris |
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