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