[SciPy-Dev] Slight change in lstsq accuracy for 0.17 - expected?
Ralf Gommers
ralf.gommers at gmail.com
Sun Mar 13 06:43:18 EDT 2016
On Sat, Mar 12, 2016 at 6:16 AM, Matthew Brett <matthew.brett at gmail.com>
wrote:
> Hi,
>
> I just noticed that our (neuroimaging) test suite fails for scipy 0.17.0:
>
> https://travis-ci.org/matthew-brett/nipy/jobs/115471563
>
> This turns out to be due to small changes in the result of
> `scipy.linalg.lstsq` between 0.16.1 and 0.17.0 - on the same platform
> - the travis Ubuntu in this case.
>
> Is that expected? I haven't investigated deeply, but I believe the
> 0.16.1 result (back into the depths of time) is slightly more
> accurate. Is that possible?
>
That's very well possible, because we changed the underlying LAPACK routine
that's used:
https://github.com/scipy/scipy/blob/master/doc/release/0.17.0-notes.rst#scipy-linalg-improvements.
This PR also had some lstsq precision issues, so could be useful:
https://github.com/scipy/scipy/pull/5550
What is the accuracy difference in your case?
Ralf
>
> Thanks for any insight,
>
> Matthew
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