[Help-gsl] ridge regression

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[Help-gsl] ridge regression

From:	Roy Lowrance
Subject:	[Help-gsl] ridge regression
Date:	Thu, 16 Sep 2010 07:39:53 -0400

I need to carry out a ridge regression: find x that minimizes || A x - b
||^2 + lambda || x ||^2.

Is there a straight-forward solver already in GSL?

Roy

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