[Numpy-discussion] matrix default to column vector?
Alan G Isaac
aisaac@american....
Mon Jun 8 14:10:37 CDT 2009
>> Going back to Alan Isaac's example:
>> 1) beta = (X.T*X).I * X.T * Y
>> 2) beta = np.dot(np.dot(la.inv(np.dot(X.T,X)),X.T),Y)
Robert Kern wrote:
> 4) beta = la.lstsq(X, Y)[0]
>
> I really hate that example.
Remember, the example is a **teaching** example.
I actually use NumPy in a Master's level math econ course
(among other places). As it happens, I do get around to
explaining why using an explicit inverse is a bad idea
numerically, but that is entirely an aside in a course
that is not concerned with numerical methods. It is
concerned only with mastering a few basic math tools,
and being able to implement some of them in code is
largely a check on understanding and precision (and
to provide basic background for future applications).
Having them use lstsq is counterproductive for the
material being covered, at least initially.
A typical course of this type uses Excel or includes
no applications at all. So please,
show a little gratitude. ;-)
Alan Isaac
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