[SciPy-user] Eror estimation in leastsq

Travis Oliphant oliphant at ee.byu.edu
Wed Feb 20 09:11:10 CST 2002


>     def lstsq(A, B, rcond=None):
>         ...
>         return x, resids, rank_v, s
>
> I'm betting the second one is what you want.
>
> Now the next question is why the heck there are two least squares algorithms in
> SciPy.  For that, I have no good answer, other than its still evolving... :-)
>

They solve two different problems.  The one you mentioned solves the
linear least-squares problem, while the one in minpack is much more
general.  I don't remember exactly how to get residuals from the minpack
algorithm.

We still need to add a "total least squares" algorithm with its
accompanying error estimates.

-Travis





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