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

[josef.pktd at gmail.com]

On Tue, Jan 20, 2015 at 12:51 PM, Sturla Molden <sturla.molden at gmail.com>
wrote:

> On 20/01/15 18:47, josef.pktd at gmail.com wrote:
>
> > rcond
> >
> > rcond is used to determine the effective rank of A, which is defined as
> > the order of the largest leading triangular submatrix R11 in the QR
> > factorization with pivoting of A, whose estimated condition number <
> > 1/rcond.
> >
> > https://software.intel.com/en-us/node/521113
>
> Normally rcond (reciprocal condtitioning number) means the ratio of the
> smallest singular value to the largest, i.e. a matrix is singular when
> rcond is zero. But perhaps it means something else in LAPACK?
>

yes that's what it means, however the full name should be `rcond_threshold`
 AFAICS

see for example
http://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.linalg.pinv.html
which has both cond and rcond

Josef
(I'm the naming police for statsmodels to try to minimize these confusions.)



>
> Sturla
>
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