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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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