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Blendenpik: Supercharging LAPACK's Least-Squares Solver

Blendenpik: Supercharging LAPACK's Least-Squares Solver

Several innovative random-sampling and random-mixing techniques for solving problems in linear algebra have been proposed in the last decade, but they have not yet made a significant impact on numerical linear algebra. We show that by using a high-quality implementation of one of these techniques, we obtain a solver that …