[Numpy-discussion] Multiple Regression
David Warde-Farley
dwf@cs.toronto....
Thu Nov 12 18:01:50 CST 2009
On 12-Nov-09, at 6:44 PM, Robert Kern wrote:
>> I am using it on large number of observations so it is common to have
>> "x" matrix of about 5000x20 and "y" vector of length 5000, and more.
>> I also have to run that multiple times for different "y" vectors and
>> same "x" matrix.
>
> Just make a matrix "y" such that each column vector is a different
> output vector (e.g. y.shape == (5000, number_of_different_y_vectors))
Hmm, I just noticed that numpy.linalg.solve's docstring is wrong.
Parameters
----------
a : array_like, shape (M, M)
Coefficient matrix.
b : array_like, shape (M,)
Ordinate or "dependent variable" values.
Whereas it *does* take multiple right-hand-side vectors, just like
it's scipy.linalg counterpart (I found it somewhat odd that it
wouldn't considering the LAPACK functions do).
So I guess that should read
Parameters
----------
a : array_like, shape (M, M)
Coefficient matrix.
b : array_like, shape (M,) or (M, N)
Ordinate or "dependent variable" values.
I'll update it in the doc editor when I get home, if no one beats me
to it.
David
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