aspcore.matrices.lsq_with_l2_regularization

aspcore.matrices.lsq_with_l2_regularization(A, y, lamb=1e-10)

Solves a linear least squares problem with L2 regularization

Uses the SVD to solve the problem, which is not necessarily the most efficient

Parameters:

• A (ndarray of shape (m, n)) – matrix in the least squares problem

• y (ndarray of shape (m)) – vector in the least squares problem

Returns:

x – solution to the least squares problem

Return type:

ndarray of shape (n)