[SciPy-Dev] QR-decomposition with Q but not Q

Martin Teichmann lkb.teichmann@gmail....
Sat Aug 20 10:10:34 CDT 2011


Hi List,
Hi Sturla, Hi Charles,

> using QR manually. Also consider that scipy already has
> Levenberg-Marquard in scipy.optimize.leastsq, which is a wrapper for
> MINPACK routines LMDER and LMDIF.

Yep, I considered that, I'm using them all the time. But they have notorious
problems with exceptions raised in the functions, and threading.
I also have a fitting function where the fitting is annoyingly unstable,
but can be stabilized by tweaking some parameters in lmdif. No to talk
about things like masking parameters as Charles proposed.

So I thought the best way to solve all of that would be to do the actual
lm algorithm in python, it's not what's taking most of the time, so that
I'm very flexible, while doing all the compute-intensive stuff with LAPACK.

Thanks thus for hinting to DGELS, I'll try to use that.

Greetings

Martin


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