[SciPy-Dev] Least-Squares Linear Solver ( scipy.linalg.lstsq ) not optimal

[josef.pktd at gmail.com]

On Mon, Jan 19, 2015 at 3:42 PM, Ralf Gommers <ralf.gommers at gmail.com>
wrote:

>
>
> On Mon, Jan 19, 2015 at 2:51 PM, <josef.pktd at gmail.com> wrote:
>
>
>
>> I suggest you submit a PR to scipy and the linalg developers/maintainers
>> will look at the details.
>>
>
> +1 from me on this. I actually suggest to split it into 2 PRs: one that
> wraps the LAPACK functions (which is quick to review), and one for the
> change to lstsq which requires more careful review and testing.
>
> Nice performance comparison by the way. Adding that to the PR summary
> would also be useful.
>

Also, the performance in the first plot looks so good that, IMO, this
should go into scipy.linalg even if it is/were not a substitute for the
current lstsq, it could always be a lstsq2.

Josef



>
> Cheers,
> Ralf
>
>
> _______________________________________________
> SciPy-Dev mailing list
> SciPy-Dev at scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-dev
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/scipy-dev/attachments/20150119/6a41fb5a/attachment.html>