PEIP (version 1.7)

gcval: Get c-val

Description

Extract the smallest regularization parameter.

Usage

gcval(U, s, b, npoints)

Arguments

U

U matrix from gsvd(G, L)

s

[diag(C) diag(S)] which are the lambdas and mus from the gsvd

b

the data to try and match

npoints

number of alphas to estimate

Value

• List:
• reg_min
  alpha with the minimal g (scalar)
• g
  || Gm_(alpha,L) - d ||^2 / (Tr(I - GG#)^2
• alpha
  alpha for the corresponding g

Details

Evaluate the GCV function gcv_function at npoints points.

See Also

gcv_function