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"reduced" corrected to "rank-revealingly"; link added
Alex Becker
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The Moore-Penrose pseudoinverse is probably what you're looking for. The pseudoinverse solution $A^+b$ is the smallest norm $x$ such that $\|Ax-b\|_2$ is minimized. It can be computed using QR decomposition although you have to use rank-revealing QR when $A$ does not have full column rank. A more complete explanation is given here.

Alex Becker
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  • 13