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LSRN: A PARALLEL ITERATIVE SOLVER FOR STRONGLY OVER- OR UNDERDETERMINED SYSTEMS
linear least squares overdetermined system
2015/7/3
We describe a parallel iterative least squares solver named LSRN that is based on
random normal projection. LSRN computes the min-length solution to minx∈Rn Ax − b2, where
A ∈ Rm×n with m n ...