Nathaniel Smith njs at pobox.com writes:
An obvious thing is that it always computes residuals, which could be
costly; if your pinv code isn't doing that then it's not really
comparable. (Though might still be well-suited for your actual
problem.)
Depending on how well-conditioned your
Hi,
i did some profiling and testing of my data-fitting code.
One of its core parts is doing some linear least squares,
until now i used np.linalg.lstsq. Most of time the size
a is (250, 7) and of b is (250, 800).
Today i compared it to using pinv manually,
to my surprise, it is much faster. I