Tikhonov normal equation

The unique minimizer of

∥ A u - f ∥^{2} + α ∥ u ∥^{2}

satisfies

(A^{*} A + α I) u = A^{*} f .

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Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 326 / 2 / b / iv / Solution

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