[Numpy-discussion] lstsq functionality

Charles R Harris charlesr.harris@gmail....
Mon Jul 19 20:50:22 CDT 2010


Hi All,

I'm thinking about adding some functionality to lstsq because I find myself
doing the same fixes over and over. List follows.


   1. Add weights so data points can be weighted.
   2. Use column scaling so condition numbers make more sense.
   3. Compute covariance approximation?

Unfortunately, the last will require using svd since there no linear least
squares routines in LAPACK that also compute the covariance, at least that
google knows about.

Thoughts?

Chuck
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