Calculate the solution vector \(\mathbf{x}_\lambda\).
The solution vector \(\mathbf{x}_\lambda\) can be expressed with SVD components as
\[\mathbf{x}_\lambda
=
\tilde{\mathbf{V}}
\mathbf{F}_\lambda
\mathbf{S}^{-1}
\mathbf{U}^\mathsf{T}\mathbf{B}\mathbf{b}.\]
- Parameters:
- beta
float Regularization parameter.
- Returns:
- (
N, ) array Slution vector \(\mathbf{x}_\lambda\).