Least Squares Approximation via Sparse Subsampled Randomized Hadamard Transform

Solving least squares (LS) problems is a major topic in many applications. With recent data explosion, traditional approach is no longer suitable while working with large datasets, instead, randomized algorithms become popular in addressing this issue. In this article we propose a new randomized algorithm - sparse subsampled randomized Hadamard transform (SpSRHT) for solving overdetermined least s...