Support Vector Machine has been widely studied in recent years. The algorithm of least squares support vector machine is studied, the shortcomings of the algorithm are given. The result of algorithm is lack of sparseness. In this paper greedy algorithm is introduced into the least squares support vector machine. Sparseness is obtained again. A new algorithm of sparse least squares support vector machine is given. The new algorithm was used to sewage treatment plant daily monitoring. Experimental results demonstrate the improved algorithm of support vector machine was successful.