岭回归程序

输入参数为自变量、因变量和优化因子

输出参数为映射矩阵与回归误差-Ridge Regression.



Input parameters:

- X: Input data block (k x n)

- Y: Output data block (k x m)

- q: Stabiliaztion factor (optional)

If not given, estimated from data

Return parameters:

- F: Mapping matrix, Yhat = X*F

- error: Prediction errors