Preconditioning |

We solve this problem using a shifted unknown .

typical regression | |||

Define | |||

Defines | |||

Implicitly define by . | |||

You iterate for . | |||

= | from your definition | ||

= | Got the answer. |

which solves the problem never needing . Unfortunately, as we see later, this conclusion is only valid while there is no regularization.

Preconditioning |

2015-05-07