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

2009/05/28 by Tygert, Mark
#FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.0905.4745

Abstract

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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