[Numpy-discussion] lstsq functionality
Charles R Harris
Mon Jul 19 22:05:05 CDT 2010
On Mon, Jul 19, 2010 at 9:02 PM, Keith Goodman <firstname.lastname@example.org> wrote:
> On Mon, Jul 19, 2010 at 6:53 PM, Joshua Holbrook
> <email@example.com> wrote:
> > On Mon, Jul 19, 2010 at 5:50 PM, Charles R Harris
> > <firstname.lastname@example.org> wrote:
> >> Hi All,
> >> I'm thinking about adding some functionality to lstsq because I find
> >> doing the same fixes over and over. List follows.
> >> Add weights so data points can be weighted.
> >> Use column scaling so condition numbers make more sense.
> >> Compute covariance approximation?
> >> Unfortunately, the last will require using svd since there no linear
> >> squares routines in LAPACK that also compute the covariance, at least
> >> google knows about.
> >> Thoughts?
> > Maybe make 2 functions--one which implements 1 and 2, and another
> > which implements 3? I think weights is an excellent idea!
> I'd like a lstsq that did less, like not calculate the sum of squared
> residuals. That's useful in tight loops. So I also think having two
> lstsq makes sense. One as basic as possible; one with bells. How does
> scipy's lstsq fit into all this?
> NumPy-Discussion mailing list
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