APPROXIMATE LEAST SQUARES

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motiva-tion of the algorithm we discuss the algorithm’s properties including its complexity, and we present theoretical results as well as simulation based performance results. We describe the analysis of its convergence behavior and show that in the noise free case the algorithm converges to the least squares solution. Index Terms — least squares, approximation, iterative algorithm, complexity. 1