rcond in polyfit

[Tim Hochberg]

Charles R Harris wrote:
>
>
> On 10/13/06, *A. M. Archibald* <peridot.faceted at gmail.com 
> <mailto:peridot.faceted at gmail.com>> wrote:
>
>     On 12/10/06, Charles R Harris <charlesr.harris at gmail.com
>     <mailto:charlesr.harris at gmail.com>> wrote:
>     > Hi all,
>     >
>     > I note that polyfit looks like it should work for single and
>     double, real
>     > and complex, polynomials. On the otherhand, the default rcond
>     needs to
>     > depend on the underlying precision. On the other, other hand,
>     all the svd
>     > computations are done with dgelsd or zgelsd, i.e., double
>     precision. Even so
>     > problems can arise from inherent errors of the input data if it
>     is single
>     > precision to start with. I also think the final degree of the
>     fit should be
>     > available somewhere if wanted, as it is an indication of what is
>     going on.
>     > Sooo, any suggestions as to what to do? My initial impulse would
>     be to set
>     > rcond=1e-6 for single, 1e-14 for double, make rcond a keyword,
>     and kick the
>     > can down the road on returning the actual degree of the fit.
>
>     I'd also be inclined to output a warning (which the user can ignore,
>     read or trap as necessary) if the condition number is too bad or they
>     supplied an rcond that is too small for the precision of their data. 
>
>
> That sounds good, but how to do it? Should I raise an exception?
Use the warnings framework:

     >>> import warnings
     >>> warnings.warn("condition number is BAD")
    __main__:1: UserWarning: condition number is BAD

The user can turn warnings on or off or turned in exceptions based on a 
variety of criteria. Look for the warnings filter in the docs.

Which brings up a question: do we want to have a FloatingPointWarning or 
some such? Currently, if you use set the error handling to warn using 
seterr a runtime warning is issued:

     >>> np.seterr(all='warn')
    {'over': 'ignore', 'divide': 'ignore', 'invalid': 'ignore', 'under':
    'ignore'}
     >>> np.arange(1) / 0
    __main__:1: RuntimeWarning: divide by zero encountered in divide


On the other hand if error handling is set to 'raise', then a 
FloatingPointError is issued. Is a FloatingPointWarning in order to 
mirror the FloatingPointError? And if so, would it be appropriate to use 
for condition number?

> I would also have to modify lstsq so it returns the degree of the fit 
> which would mess up the current  interface.
One approach would be to write lstsqcond (or a better name) that returns 
both the fit and the condition number. listsq could then be just a 
wrapper over that which dumped the condition number.  IIRC, the 
condition number is available, but we're not returning it.

-tim




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