[SciPy-user] Least squares for sparse matrices?

[Nils Wagner]

On Fri, 21 Nov 2008 11:14:27 -0700
  Andy Fraser <afraser at lanl.gov> wrote:
> I am trying to understand the behavior of matrices that 
>approximate
> Radon transforms and their inverses.  So far, I've used 
>commands like
> the following to experiment with various values of 
>SVDcond:
> 
> V_1,resids,rank,s = 
>numpy.linalg.lstsq(M_Radon,U_0,rcond=SVDcond)
> 
> Is there a sparse version of lstsq that will let me 
>exploit the
> sparseness of M_Radon?
> 
> It would be even better if there were something like a 
>sparse SVD that
> would let me pre-calculate an SVD decomposition and then 
>later use it to
> invert several U_0 vectors.
> 
> -- 
> Andy Fraser				ISR-2	(MS:B244)
> afraser at lanl.gov			Los Alamos National Laboratory
> 505 665 9448				Los Alamos, NM 87545
> ______________________

See

http://projects.scipy.org/scipy/scipy/ticket/330


Nils