"""
This function applies `Niter` iterations of GD
to compute the minimizer ``\\hat{x}`` of the cost function
``\\Psi(x) = \\frac{1}{2} \\| A x - y \\|_2^2 + R(x)``
given the gradient ``\\nabla R``
"""
function rls(y, A, x, α::Real, ∇R::Function ; Niter::Int = 50)
	∇Ψ(x) = A'*(A*x - y) + ∇R(x) # reg. LS cost gradient
	gd(∇Ψ, α, x ; Niter) # returns updated x
end