In millimeter wave (mmWave) massive MIMO systems, existing alternating minimization (AltMin) based hybrid digital-analog precoding algorithms can achieve near-optimal spectral efficiency (SE) of the fully-digital precoding. However, this kind of AltMin algorithms require several hundreds of iterations to optimize the analog precoder, thus increasing the complexity. This paper focuses on reducing complexity of the analog precoding and proposes a column-wise analog precoding (CWAP) algorithm. The main idea is to seek closed-form solution of the analog precoder, through which the analog precoder can be easily computed in one step instead of iterations, thus reducing the complexity. Specifically, by assuming that perfect digital precoder is deployed at the base station (BS) to eliminate interferences among users, we simplify the expression of achievable SE for each user. Subsequently, the simplified SE is further converted to the sum of a series of sub-rates, each of which is related to the corresponding column of the analog precoder. The optimization problem of maximizing the SE is then transformed into a series of sub-problems of maximizing each sub-rate. Upon solving each sub-problem, closed-form solution of each column of the analog precoder can be directly obtained without iterations, resulting in reduced complexity. Simulation results demonstrate that (a) when the number of RF chains equals the number of data streams, the proposed scheme can achieve approximately same sum-rate as the AltMin algorithms; (b) when the number of RF chains is larger than the number of data streams, the proposed scheme can achieve higher sum-rate than the AltMin algorithms; (c) the proposed scheme has lower complexity than the AltMin algorithms (almost one order of magnitude reduction in some cases).