Let A be a linear system of size m x n and b be a vector of size m x1. We
look for a solution x such that
It is known that the existence, uniqueness of the solution x whem m=n. We also know how to solve x when m=n by Gaussian elimination.
When m>n, we also know how to find a solution x such that the distance Ax to b is the smallest, the least squares solution. We know many properties of the least squares solutions.
When m< n, we know that there are many solutions to solve Ax=b. A problem is how to find a solution x which has the smallest number of nonzero entries. Such a kind of solution is called the sparest solution. Let ||x||_0 be the number of nonzero entries. We want to solve
Here are some links of researches related to this problem.