Re: [Numpy-discussion] lstsq underdetermined behaviour

2018-11-18 Thread Romesh Abeysuriya
Thanks both! Yes, I guess it's typically 'least squares' referring to the residual vector, and 'minimum norm' referring to the solution vector. That's certainly how the documentation for `dgelsd` frames it. In my case, the minimum norm solution can be sensibly interpreted (and in particular, it gua

Re: [Numpy-discussion] lstsq underdetermined behaviour

2018-11-18 Thread Charles R Harris
On Sun, Nov 18, 2018 at 9:24 PM Eric Wieser wrote: > > In 1.15 the call is instead to `_umath_linalg.lstsq_m` and I'm not sure > what this actually ends up doing - does this end up being the same as > `dgelsd`? > > When the arguments are real, yes. What changed is that the dispatching now > happe

Re: [Numpy-discussion] lstsq underdetermined behaviour

2018-11-18 Thread Eric Wieser
> In 1.15 the call is instead to `_umath_linalg.lstsq_m` and I'm not sure what this actually ends up doing - does this end up being the same as `dgelsd`? When the arguments are real, yes. What changed is that the dispatching now happens in C, which was done as a step towards the incomplete https:/

[Numpy-discussion] lstsq underdetermined behaviour

2018-11-18 Thread Romesh Abeysuriya
Hi all, I'm solving an underdetermined system using `numpy.linalg.lstsq` and trying to track down its behavior for underdetermined systems. In previous versions of numpy (e.g. 1.14) in `linalg.py` the definition for `lstsq` calls `dgelsd` for real inputs, which I think means that the underdetermin