eta()#
- Lcurve.eta(beta: float) floatSource#
Calculate squared regularization norm \(\eta\).
\(\eta\) can be expressed with SVD components as follows:
\[\begin{split}\eta &= \|\mathbf{x}_\lambda\|_\mathbf{H}^2\\ &= \| \mathbf{F}_\lambda\mathbf{S}^{-1} \mathbf{U}^\mathsf{T}\mathbf{B}\mathbf{b} \|^2\end{split}\]