Blendenpik

Version 1.3.0.0 (29.6 KB) by Haim Avron
A fast solver of dense rectangular dense linear equations . (least squares or underdetermined).
4.0
(2)
1.2K Downloads
Updated 6 Dec 2009

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This library implements a randomized algorithm for solving the least-squares equation x = arg min norm(A * x - b, 2) or the underdetermined system min(norm(x, 2)) s.t. Ax=b. With high probability the running this o(mn^2) for an m-by-n matrix.

For details of the solver see the paper at:
Blendenpik: Supercharging LAPACK's least-squares solver.
Authors: Haim Avron, Petar Maymounkov, and Sivan Toledo.

To build FFTW and/or SPIRAL WHT is needed. Extract the files and write install_blendenpik.

Cite As

Haim Avron (2024). Blendenpik (https://www.mathworks.com/matlabcentral/fileexchange/25241-blendenpik), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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blendenpik/

Version Published Release Notes
1.3.0.0

Fixed a problem with 64-bit MATLAB 2009b.
1.2.0.0

Blendenpik now supports underdetermined systems too.
1.1.0.0

Corrections in README
1.0.0.0