[Numpy-discussion] lstsq functionality

Keith Goodman kwgoodman@gmail....
Mon Jul 19 22:02:42 CDT 2010

On Mon, Jul 19, 2010 at 6:53 PM, Joshua Holbrook
<josh.holbrook@gmail.com> wrote:
> On Mon, Jul 19, 2010 at 5:50 PM, Charles R Harris
> <charlesr.harris@gmail.com> wrote:
>> Hi All,
>> I'm thinking about adding some functionality to lstsq because I find myself
>> doing the same fixes over and over. List follows.
>> Add weights so data points can be weighted.
>> Use column scaling so condition numbers make more sense.
>> Compute covariance approximation?
>> Unfortunately, the last will require using svd since there no linear least
>> squares routines in LAPACK that also compute the covariance, at least that
>> google knows about.
>> Thoughts?
> Maybe make 2 functions--one which implements 1 and 2, and another
> which implements 3? I think weights is an excellent idea!

I'd like a lstsq that did less, like not calculate the sum of squared
residuals. That's useful in tight loops. So I also think having two
lstsq makes sense. One as basic as possible; one with bells. How does
scipy's lstsq fit into all this?

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