<josef.p...@gmail.com> wrote: 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.
If you did care about speed in least-sqares fitting you would not call QR or SVD directly, but use the builting LAPACK least-squares drivers (*GELSS, *GELS, *GGGLM), which are much faster (I have checked), as well as use an optimized multi-core efficient LAPACK (e.g. Intel MKL). Any overhead from finiteness checking will be tiny compared to the Python/NumPy overhead your statsmodels code incurs, not to mention the overhead you get from using f2c lapack_lite. Sturla _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
