URL:
<http://savannah.gnu.org/bugs/?41266>
Summary: Tikhonov regularization for least squares
Project: GNU Scientific Library
Submitted by: psa
Submitted on: Fri 17 Jan 2014 06:31:16 PM GMT
Category: None
Severity: 3 - Normal
Operating System:
Status: None
Assigned to: psa
Open/Closed: Open
Release:
Discussion Lock: Any
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Details:
Investigate if its feasible to add a simple Tikhonov regularization matrix to
least squares solutions:
A^T A ==> A^T A + mu^2*I
have another API function to specify mu.
Does it make sense to instead pass a vector diag(D) so the user can
selectively damp coefficients instead of damping every coefficient?
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