Regularization Class

Helper class to add regularization terms to linear algebra problems. Regularization is used to stabilize the solution of ill-posed problems by adding additional constraints that enforce smoothness or other desired properties on the solution. For this, the parameters of the linear equation system must have the same meaning and order of magnitude. Regularization is typically applied in least squares problems to prevent overfitting and improve the generalization of the solution. Examples are Inverse Laplace transformations, deconvolution problems.

public static class Regularization