An alternative method for computing the solution to XXXXXXXXXX) is to augment the design matrix X with rows λpL where LLT is the Cholesky decomposition of D, and zeros as the corresponding responses...


An alternative method for computing the solution to (7.4.15) is to augment the design matrix X with rows λpL where LLT is the Cholesky decomposition of D, and zeros as the corresponding responses to y and then solve the least squares problem. a) Verify the algebra behind this approach. b) Can this be modified easily for varying values of λ? (Hint: Givens ’on the fly’)



May 03, 2022
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