From 36e22b9c10790bcebb3309f17dc8768f74ffc0b9 Mon Sep 17 00:00:00 2001
From: Anuja Negi <anujanegi1@gmail.com>
Date: Wed, 11 Dec 2024 12:44:01 +0100
Subject: [PATCH] use eigen leads for solving lasso

---
 bsi_zoo/estimators.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/bsi_zoo/estimators.py b/bsi_zoo/estimators.py
index a26807d..7dedd86 100644
--- a/bsi_zoo/estimators.py
+++ b/bsi_zoo/estimators.py
@@ -594,10 +594,12 @@ def gprime(w):
         
     alpha = alpha * alpha_max
 
+    eigen_fields, sing, eigen_leads = _safe_svd(L, full_matrices=False)
+
     # y->M
     # L->gain
     x = _solve_reweighted_lasso(
-        L, y, alpha, n_orient, weights, max_iter, max_iter_reweighting, gprime
+        eigen_leads, y, alpha, n_orient, weights, max_iter, max_iter_reweighting, gprime
     )
 
     return x