A fast algorithm for computing minimal-norm solutions to underdetermined systems of linear equations

Details A fast algorithm for computing minimal-norm solutions to underdetermined systems of linear equations A fast algorithm for computing minimal-norm solutions to underdetermined systems of linear equations

2009-05-28

arxiv.org/abs/0905.4745v2

Computer Science

Numerical Analysis

13 pages, 4 tables

Scientific paper

We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m

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