Tikhonov regularization


在用Least Square Estimation求Ax=b时,如果A是ill-conditioned或者singular,那就有很多解。这时就可以加上一个regularization term,通过选择不同的Tikhonov矩阵,来适应不同的情形。通常使得该矩阵等于aI。
http://en.wikipedia.org/wiki/Tikhonov_regularization

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