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Linear AlgebraChallengeSingular Values & the SVD

Singular Values & the SVD · Challenge problem

Ridge (Tikhonov) regression replaces the least-squares solution by xλ=(ATA+λI)−1ATbx_\lambda = (A^{T}A + \lambda I)^{-1}A^{T}b. For A=(2112)A = \begin{pmatrix}2 & 1\\1 & 2\end{pmatrix}, b=(31)b = \begin{pmatrix}3\\1\end{pmatrix} and λ=1\lambda = 1, find the sum of the two components of xλx_\lambda.