[SciPy-dev] code for incremental least squares

Stéfan van der Walt stefan@sun.ac...
Tue Feb 16 14:24:08 CST 2010


Hi Nathan

On 16 February 2010 22:18, Nathaniel Smith <njs@pobox.com> wrote:
> I have a need for solving some very large least squares regression
> problems -- but fortunately my model matrix can be generated
> incrementally, so there are some tricks to do the important
> calculations without actually loading the whole thing into memory. The
> resulting code is rather general, and might be of wider interest, so I
> thought I'd send a note here and see what people thought about
> upstreaming it somehow...

This sounds interesting!  Could you expand on the incremental
generation of the model matrix, and how it is made general?

Thanks
Stéfan


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