[Numpy-discussion] Linear least squares

[Till Stensitz]

Hi,
i did some profiling and testing of my data-fitting code. 
One of its core parts is doing some linear least squares, 
until now i used np.linalg.lstsq. Most of time the size
a is (250, 7) and of b is (250, 800).

Today i compared it to using pinv manually, 
to my surprise, it is much faster. I taught,
both are svd based? Too check another computer
i also run my test on wakari:

https://www.wakari.io/nb/tillsten/linear_least_squares

Also using scipy.linalg instead of np.linalg is 
slower for both cases. My numpy and scipy
are both from C. Gohlkes website. If my result
is valid in general, maybe the lstsq function
should be changed or a hint should be added
to the documentation.

greetings
Till