On Wed, Apr 9, 2014 at 4:25 PM, Björn Lindqvist <bjou...@gmail.com> wrote: > 2014-04-08 14:52 GMT+02:00 Nathaniel Smith <n...@pobox.com>: >> On Tue, Apr 8, 2014 at 9:58 AM, Björn Lindqvist <bjou...@gmail.com> wrote: >>> 2014-04-07 3:41 GMT+02:00 Nathaniel Smith <n...@pobox.com>: >>>> So, I guess as far as I'm concerned, this is ready to go. Feedback welcome: >>>> http://legacy.python.org/dev/peps/pep-0465/ >>> >>> Couldn't you please have made your motivation example actually runnable? >>> >>> import numpy as np >>> from numpy.linalg import inv, solve >>> >>> # Using dot function: >>> S = np.dot((np.dot(H, beta) - r).T, >>> np.dot(inv(np.dot(np.dot(H, V), H.T)), np.dot(H, beta) - r)) >>> >>> # Using dot method: >>> S = (H.dot(beta) - r).T.dot(inv(H.dot(V).dot(H.T))).dot(H.dot(beta) - r) >>> >>> Don't keep your reader hanging! Tell us what the magical variables H, >>> beta, r and V are. And why import solve when you aren't using it? >>> Curious readers that aren't very good at matrix math, like me, should >>> still be able to follow your logic. Even if it is just random data, >>> it's better than nothing! >> >> There's a footnote that explains the math in more detail and links to >> the real code this was adapted from. And solve is used further down in >> the section. But running it is really what you want, just insert: >> >> beta = np.random.randn(10) >> H = np.random.randn(2, 10) >> r = np.random.randn(2) >> V = np.random.randn(10, 10) >> >> Does that help? ;-) > > Thanks! Yes it does help. Then I can see that this expression: > > np.dot(H, beta) - r > > Evaluates to a vector. And a vector transposed is the vector itself. > So the .T part in this expression np.dot(H, beta) - r).T is > unnecessary, isn't it?
In univariate regressions r and beta are vectors, and the .T is a no-op. The formula also works for multivariate regression, in which case r and beta become matrices; in this case the .T becomes necessary. -n -- Nathaniel J. Smith Postdoctoral researcher - Informatics - University of Edinburgh http://vorpus.org _______________________________________________ Python-Dev mailing list Python-Dev@python.org https://mail.python.org/mailman/listinfo/python-dev Unsubscribe: https://mail.python.org/mailman/options/python-dev/archive%40mail-archive.com
