[Numpy-discussion] svd error checking vs. speed

[Sturla Molden]

<josef.pktd at gmail.com> wrote:

> copy of np.pinv used in linear regression
> https://github.com/statsmodels/statsmodels/blob/master/statsmodels/tools/tools.py#L348
> (it's a recent change to streamline some of the linalg in regression,
> and master only)

Why not call lapack routine DGELSS instead? It does exactly this, only
faster.

(And DEGELS for fitting with QR?)

Sturla