sqrt_inv_d2_lambda: Compute the square root of the inverse of (d^2 + lambda).
Description
Compute the square root of the inverse of (d^2 + lambda).
Usage
sqrt_inv_d2_lambda(d, lambda)
Value
A scalar of the square root of the inverse of (d^2 + lambda).
Arguments
- d
A scalar of singular value of X.
- lambda
A scalar of the ridge penalty.