Fast orthogonal least squares algorithm for efficient subset model selection

An efficient implementation of the orthogonal least squares algorithm for subset model selection is derived. Computational complexity of the algorithm is examined and the result shows that this new fast orthogonal least squares algorithm significantly reduces computational requirements.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>