solution()

_SVDBase.solution(beta: float) → ndarraySource

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:

betafloat

Regularization parameter.

Returns:

(N, ) array

Slution vector \(\mathbf{x}_\lambda\).