_BaseTikhonovSolver

class _BaseTikhonovSolver

Base solver for regularized linear least-squares problems of the form

sum_{i} min_{x_i} ||Ax_i - b_i||^2 + ||P_i x_i||^2.

Properties

A	Left-hand side data matrix.
B	"Right-hand side matrix B = [ b_1 | .
d	Number of unknowns to learn in each problem (number of columns of A).
k	Number of equations in the least-squares problem (number of rows of A).
r	Number of independent least-squares problems (number of columns of B).

Methods

cond	Calculate the 2-norm condition number of the data matrix A.
fit	Verify dimensions and save A and B.
misfit	Calculate the data misfit (residual) of the non-regularized problem for each column of B = [ b_1 | .
predict	Solver the learning problem.
regcond	Compute the condition number of the regularized data matrix.
regularizer	Regularization scalar, matrix, or list of these.
residual	Calculate the residual of the regularized regression problem.