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Conventional gradient descent learning algorithms for soft computing systems have the learning speed bottleneck problem and the local minima problem. To effectively solve the two problems, the n-variable constructive granular system with high-speed granular constructive learning is proposed based on granular computing and soft computing, and proved to be a universal approximator. The fast granular constructive learning algorithm can highly speed up granular knowledge discovery by directly calculating all parameters of the n-variable constructive granular system using training data, and then construct the n-variable constructive granular system with any required accuracy using a small number of granular rules. Predictive granular knowledge discovery simulation results indicate that the direct-calculation-based granular constructive algorithm is better than the conventional gradient descent learning algorithm in terms of learning speed, learning error, and prediction error.