where E = diag(1, 1, . . . , 1) is a unit matrix of size M × M. By setting α = 0, we arrive at the initial solution given by Equation 13. Taking the value α large enough, we can guarantee the invertibility of the (αE + S T W S ) for any chosen set of points {r k } M k=1 . Similar to the Equation , we can calculate the Pearson's correlation coefficient between two amplitudes in the regularized case as