On Sat, Feb 15, 2014 at 5:18 PM, alex <argri...@ncsu.edu> wrote: > On Sat, Feb 15, 2014 at 5:08 PM, <josef.p...@gmail.com> wrote: >> On Sat, Feb 15, 2014 at 4:56 PM, Sebastian Berg >> <sebast...@sipsolutions.net> wrote: >>> On Sa, 2014-02-15 at 16:37 -0500, alex wrote: >>>> Hello list, >>>> >>>> Here's another idea resurrection from numpy github comments that I've >>>> been advised could be posted here for re-discussion. >>>> >>>> The proposal would be to make np.linalg.svd more like scipy.linalg.svd >>>> with respect to input checking. The argument against the change is >>>> raw speed; if you know that you will never feed non-finite input to >>>> svd, then np.linalg.svd is a bit faster than scipy.linalg.svd. An >>>> argument for the change could be to avoid issues reported on github >>>> like crashes, hangs, spurious non-convergence exceptions, etc. from >>>> the undefined behavior of svd of non-finite input. >>>> >>> >>> +1, unless this is a huge speed penalty, correctness (and decent error >>> messages) should come first in my opinion, this is python after all. If >>> this is a noticable speed difference, a kwarg may be an option (but >>> would think about that some more). >> >> maybe -1 >> >> statsmodels is using np.linalg.pinv which uses svd >> I never ran heard of any crash (*), and the only time I compared with >> scipy I didn't like the slowdown. >> I didn't do any serious timings just a few examples. > > According to > https://github.com/statsmodels/statsmodels/blob/master/statsmodels/tools/linalg.py > statsmodels pinv(A) checks isfinite(A) at least twice and also checks > for finiteness of the identity matrix. Or maybe this is not the pinv > that you meant.
that's dead code 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) outside of linear regression we still use almost only np.linalg.pinv directly Josef > > Alex > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
