[SciPy-dev] code for incremental least squares

[Stéfan van der Walt]

Hi Nathan

On 16 February 2010 22:18, Nathaniel Smith <njs at pobox.com> wrote:
> I have a need for solving some very large least squares regression
> problems -- but fortunately my model matrix can be generated
> incrementally, so there are some tricks to do the important
> calculations without actually loading the whole thing into memory. The
> resulting code is rather general, and might be of wider interest, so I
> thought I'd send a note here and see what people thought about
> upstreaming it somehow...

This sounds interesting!  Could you expand on the incremental
generation of the model matrix, and how it is made general?

Thanks
Stéfan