gistfile1.txt

import numpy as np

X = np.array([
    [1, 1],
    [1.5, 0],
    [3, 3]
], dtype=np.float)

y = np.array([1, 2, 3], dtype=np.float)

transformation = np.array([
    [10, 0],
    [0, 1]
], dtype=np.float)

clambda = 0.00

H = X.T @ X + clambda * np.eye(X.shape[1])
g = X.T @ y
weights = np.linalg.solve(H, g)
error = np.linalg.norm(X @ weights - y)
print(weights)
print(error)

X = X @ transformation

H = X.T @ X + clambda * np.eye(X.shape[1])
g = X.T @ y
weights = np.linalg.solve(H, g)
error = np.linalg.norm(X @ weights - y)
print(weights)
print(weights.T @ transformation)
print(error)