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Does least squares regularization have to be iterative?

  1. Aug 3, 2008 #1
    Does a regularized 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?
     
  2. jcsd
  3. Aug 13, 2008 #2
    Anyone know if this needs to be iteratively accomplished?
     
  4. Sep 2, 2008 #3
    Might there be someone who has a definitive answer to this issue? On whether regularization can be algebraically solved or not.
     
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