# $L^2$ 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 ?

## marked as duplicate by usεr11852, Michael Chernick, kjetil b halvorsen, mkt, Robert LongFeb 11 at 7:10

• 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 Feb 9 at 19:36