一个超定线性方程组的L_∞逼近算法

A New Algorithm for L_∞ Approximation to Overdetermined Linear System

就求解超定线性方程组残量的l_∞-范数极小化问题提出了一个新算法,该算法属于直接下降算法。可在有限步内得到函数的极小点,它具有算法简单,便于计算机实现等优点。

The algorithm, proposed for the computation of overdetermmed linear system with minimized L∞ -morn of the residual vector, is a direct descent method which minimizes the function in finite number of steps and is similar to that used in our algorithm for L∞-problem. The algorithm, simple and convenient, is closely related to the active set method for solving linear programming. Finally the performance of the algorithm is demonstrated by solving a number of numerical examples on the IBM -PC micro- computer.