Calculate of GCV criterion function.
GCV function \(\mathcal{G}(\lambda)\) can be expressed with SVD components as:
\[\mathcal{G}(\lambda) = \frac{\rho}{\left[r - \sum_{i=1}^r f_{\lambda, i}\right]^2}.\]
- Parameters:
- beta
float Regularization parameter.
- Returns:
floatValue of GCV function at a given regularization parameter.