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’)
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here