Hi, I have learned from another mailing list thread that I con solve the normal equation
X'X b = X'y with the sparse matrix X by Z = X' b = cholfact(Z)\Zy However, I need to solve (X'X + lambda I) b = X'y i.e. the regularized normal equation. Does someone know a direct method for this? IIUC cholfact cannot be used for this. Alternatively it would be interesting if someone has code (or knows algorithms) for computing the SVD of a sparse matrix. Thanks Tobi
