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Code covered by the BSD License  

Highlights from
Blendenpik

from Blendenpik by Haim Avron
A fast solver of dense rectangular dense linear equations . (least squares or underdetermined).

fast_unitary_tranform(A, D, type) 
function B = fast_unitary_tranform(A, D, type)
% B = fast_unitary_tranform(A, D, type)
%
% Applies a fast unitary transform (DCT, DHT and WHT) to D * A
% after padding with zeros.
% 
% type is either 'DCT', 'DHT' or 'WHT'.
%
% 6-December 2009, Version 1.3
% Copyright (C) 2009, Haim Avron and Sivan Toledo.

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