[Numpy-discussion] Problem in LinearAlgebra?

Konrad Hinsen hinsen at cnrs-orleans.fr
Mon Nov 3 05:48:17 CST 2003


On Sunday 02 November 2003 14:21, Nadav Horesh wrote:

>       * Polynomials fit is relatively very simple --- you may write one
>         of you own in less then a one day work. Since, as I said, the
>         problem is, in many cases, unstable, you'll have the chance to
>         implement more stable linear-equation solvers.

The polynomial fit is indeed simple, and the routine from ScientificPython 
that Rob uses is only 20 lines long, most of that for error checking and 
setting up the arrays describing the system of linear equations.

Looking at the singular values in Rob's problem, I see no evidence for the 
problem being particularly unstable. The singular values range from 1e-6 to 
1, that should not pose any problem at double precision. Moreover, for a 
lower-order fit that gives reasonable results, the range is only slightly 
smaller. So I do suspect that something goes wrong in linear_least_squares.

Konrad.
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