[Authors] V. A. Daugavet, N. A. Tanygina [Title] Fast algorithm for a problem of information compression [AMS Subj-class] 90C08 Special problems of linear programming 90C06 Large-scale problems 49M25 Discrete approximations [Abstract] A finite and time-saving algorithm of the solution of an information compression problem is described. The efficiency of the algorithm is defined by the speed of the solution of two linear systems (straight and conjugate) with a strongly sparse matrix, having a definite structure. Essentially a simple and fast algorithm of the solution of these two systems is developed. [Comments] AmSTeX, 10 pp., Russian [Contact e-mail] daugavet@vd3999.spbu.edu