On Mon, Feb 10, 2014 at 2:03 PM, eat <e.antero.ta...@gmail.com> wrote: > Rhetorical or not, but FWIW I'll prefer to take singular value decomposition > (u, s, vt= svd(x)) and then based on the singular values s I'll estimate a > "numerically feasible rank" r. Thus the diagonal of such hat matrix would be > (u[:, :r]** 2).sum(1).
It's a small detail but you probably want svd(x, full_matrices=False) to avoid anything NxN. _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
