rcond in polyfit

Tim Hochberg tim.hochberg at ieee.org
Sat Oct 14 19:26:30 CDT 2006

Charles R Harris wrote:
> On 10/14/06, *A. M. Archibald* <peridot.faceted at gmail.com 
> <mailto:peridot.faceted at gmail.com>> wrote:
> Hmmm, I wonder if we have a dictionary of precisions indexed by dtype 
> somewhere?

Here's some code I stole from somewhere for computing EPS. It would easy 
enough to generate the dictionary you are looking for at startup using 
this. I can't recall the pedigree of this code though, so caveat emptor:

    def bits_of_precision(dtype):
        one = np.array([1], dtype)
        i = 0
        while not np.alltrue(one + (one / 2.**i) == one):
            i += 1
        return i - 1
    EPSS = 1.0  / 2**bits_of_precision(float) * 10 # XXX safety factor

It's sorta old and translated from numpy too, so it could probably be 
rewritten in better style.



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