[Numpy-discussion] Efficient orthogonalisation with scipy/numpy

[Gael Varoquaux]

On Tue, Jan 19, 2010 at 02:58:32PM -0600, Robert Kern wrote:
> > I am not sure that what I am doing is optimal.

> If confounds is orthonormal, then there is no need to use lstsq().

>   y = y - np.dot(np.dot(confounds, y), confounds)

Unfortunately, confounds is not orthonormal, and as it is different at
each call, I cannot orthogonalise it as a preprocessing.

Thanks,

Gaël