I am solving an overdetermined system of equations: $$Ax= b$$
Using QR factorization, we can solve this system easily by posing it as:
I would like to regularize my estimate of $x$. I can use ridge regression with the normal equations being:
My question is, how can I directly transform $A$ to matrix $\Delta$ such that solving the system $\Delta x=b$ via QR factorization yields the regularized estimate for $x$.