[SciPy-user] sparse least squares problem
Mon Jun 18 11:03:21 CDT 2007
I've got a sparse (complex) least-squares problem to solve. Can anyone
suggest the most appropriate scipy routines to apply to this (i.e. do the
sparse solvers do least squares, for example?). scipy.linalg.lstsq works
OK for small datasets but it. doesn't seem to scale up well. Maybe an
iterative approach would be better.
Any pointers would be much appreciated. I'm no linalg expert.
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