May be so, depending on how you define "moving least square".
> I would like simple inverte
the matrix to solve the problem.
If the system is overdetermined, the matrix is not square and therefore has no inverse in the usual sense.
> I red on MKL manual that this is more
stable and precise
Overdetermined equations are usually solved in the least-square-residual sense using the A = Q R decomposition, where Q is orthogonal and R is upper-triangular. MKL provides routines (?gels?) to do this.