Class D9a3: Least absolute value (L-1) solution of singular, overdetermined or underdetermined systems of linear equations without constraints
Modules
Package NAG
- E02GAF
- L1-approximation by general linear function
- e02gac
- L1-approximation by general linear function
Package TOMS (Downloadable)
- 551
- L1: a Fortran subroutine for solving an overdetermined system of linear equations in the L1 norm by using a dual simplex algorithm to the linear programming formulation of the given problem. (See N.N. Abdelmalek, ACM TOMS 6 (1980) pp. 228-230.).
- 552
- CL1: a Fortran subroutine for computing an L1 solution to a k-by-n system of linear algebraic equations subject to both linear equality and inequality constraints. The problem is solved using a modification of the simplex method. (See I. Barrodale and F.D.K. Roberts, ACM TOMS 6 (1980) pp. 231-235.).