A fast randomized algorithm for overdetermined linear least-squares regression
نویسندگان
چکیده
منابع مشابه
A fast randomized algorithm for overdetermined linear least-squares regression.
We introduce a randomized algorithm for overdetermined linear least-squares regression. Given an arbitrary full-rank m x n matrix A with m >/= n, any m x 1 vector b, and any positive real number epsilon, the procedure computes an n x 1 vector x such that x minimizes the Euclidean norm ||Ax - b || to relative precision epsilon. The algorithm typically requires ((log(n)+log(1/epsilon))mn+n(3)) fl...
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HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2008
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.0804869105