Does a regularized (http://en.wikipedia.org/wiki/Tikhonov_regularization) solution for least squares have to be iteratively solved? Or is there a way to perform regularization via linear algebra, the way linear regression can be done by solving the (XTX)B=XTy normal equations?
SirTristan
Aug13-08, 11:04 PM
Anyone know if this needs to be iteratively accomplished?
SirTristan
Sep2-08, 05:42 AM
Might there be someone who has a definitive answer to this issue? On whether regularization can be algebraically solved or not.