A concise algorithm to solve over-/under-determined linear systems

Abstract

An O(mn 2 ) direct algorithm to compute a solution of a system of m linear equations Ax=b with n variables is presented. It is concise and matrix inversion- free. It provides an in-built consistency check and also produces the rank of the matrix A. Further, if necessary, it can prune the redundant rows of A and convert A into a full row rank matrix thus preserving the complete information of the system. In addition, the algo rithm produces the unique projection operator that projects the real (n)-dimensional space orthogonally onto the null space of A and that provides a means of computing a relative error bound for the solution vector as well as a nonnegative solution.