[Numpy-discussion] Linear least squares

Till Stensitzki mail.till@gmx...
Thu Jan 10 05:05:52 CST 2013


> 
> QR without column pivoting is a nice option for 
>"safe" problems, but it doesn't 
>provide a reliable indication of rank 
>reduction. I also don't find pinv useful 
>once the rank goes down, since it relies on
> Euclidean distance having relevance in 
>parameter space and that is seldom a sound 
>assumption, usually it is better to 
>reformulate the problem or remove a column
> from the design matrix.

Oh, i always taught that lstsq is more or less using the same procedure
as pinv. Maybe you can give me a hint which algorithm is the most stable, 
as system (sum of expontials) is not very stable? My numerical lectures 
were some year ago.


greetings Till



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