Abstract: We describe and analyze a simple algorithm for sampling from the solution x∗:=A+b to a linear system Ax=b. We assume access to a sampler which allows us to draw indices proportional to the squared row/column-norms of A. Our algorithm produces a compressed representation of some vector x for which ∥x∗−x∥<ε∥x∗∥ in O(κF4κ2/ε2) time, where κF:=∥A∥F∥A+∥ and