A free app for Android, by Anagog.

Steady compass is a free compass app for Android devices that provides a reliable, accurate and easy-to-use tool for determining the direction of North, South, East and West. A Kalman filter is used to treat the sensor data for absolute stability in the readings. For even better readability, this app features clean and simple elements for its interface, without distracting gimmicks, glares, and shadows.

It is a very useful application for people who need to determine the direction of North, South, East and West in order to know the best way to go..