Blendenpik
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 .
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