code: def _bstar_set(beta, alpha, yTBy, yTBX, yTBM, XTBX, XTBM, MTBM):
      
      from numpy_sugar import epsilon
  
      r = yTBy
      r -= 2 * add.reduce([i @ beta for i in yTBX])
      r -= 2 * add.reduce([i @ alpha for i in yTBM])
      r += add.reduce([beta.T @ i @ beta for i in XTBX])
      r += 2 * add.reduce([beta.T @ i @ alpha for i in XTBM])
      r += add.reduce([alpha.T @ i @ alpha for i in MTBM])
      return clip(r, epsilon.tiny, inf)
docs: Compute -2𝐲ᵀBEⱼ𝐛ⱼ + (𝐛ⱼEⱼ)ᵀBEⱼ𝐛ⱼ.
  
      For 𝐛ⱼ = [𝜷ⱼᵀ 𝜶ⱼᵀ]ᵀ.