[Numpy-discussion] Help with linear_least_squares

Travis Oliphant oliphant at ee.byu.edu
Wed Mar 28 14:04:45 EDT 2007


Brad Malone wrote:

> Hi, I'm running into an error with linear least squares that I'm not 
> sure what to do about.  For reference, I'm trying to fit a curve 
> corresponding to the example at the bottom of this wikipedia page: 
> http://en.wikipedia.org/wiki/Linear_least_squares
>
You are mixing numpy arrays with a package from Numeric (which numpy 
replaces)   You should instead use the linear algebra routines from numpy.

Thus, eliminate

import LinearAlgebrea

Then, as the last line

sol = linalg.lstsq(A,b)

You also don't need to reshape the b array.  It will work fine as a 1-d 
array.

So, code is

from numpy import *
A = reshape([0,1,2,1,4,1,-1,1],(4,2))
b = array([3,3,4,2])
sol,resids,rank, s = linalg.lstsq(A,b)

sol is your desired solution vector


-Travis









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