# Faster Least Squares Approximation

Numerische Mathematik, Volume 117, Issue 2, 2007, Pages 219-249.

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Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets n be the number of constraints and d be the number of variables, with \({n \gg d}\). Then, existing exact methods find a solution vector in O(nd 2) time. We present two rando...More

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