# $L^2$ Regularization and Hessian Matrix [duplicate]

In the second paragraph it is mentioned that eigenvector of $$H$$ is rescaled by a factor of $$\frac{\lambda_i} {\lambda_i +\alpha}$$ What exactly meant by that ?

• Can you work out the answer if you write down the inverse of $$\begin{bmatrix} \lambda_1 & 0 \\ 0 & \lambda_2 \end{bmatrix} + \alpha I?$$ – Sycorax says Reinstate Monica Feb 9 '19 at 19:36
• This is explained at the end of my post at stats.stackexchange.com/a/220324/919. – whuber Feb 9 '19 at 19:54
• Thanks @Sycorax for your great answers. This solved my ambiguity. :) – OmegaD Feb 9 '19 at 20:07