Hi,
I want to know the solution of the following equation.
a = argmin_{a}[\sum{||a^Tx_i - y_i||^2}+\alpha ||a||^2] \\
where x_i, y_i are column vectors of dimensions m and n respectively where m>n. \alpha is a scalar and
Y = a^T X where X=[x_1 x_2 ... x_k], Y = [y_1 y_2 ... y_k]
I...