[Numpy-discussion] deprecate numpy.matrix

[alex]

On Mon, Feb 10, 2014 at 2:03 PM, eat <e.antero.tammi at gmail.com> wrote:
> Rhetorical or not, but FWIW I'll prefer to take singular value decomposition
> (u, s, vt= svd(x)) and then based on the singular values s I'll estimate a
> "numerically feasible rank" r. Thus the diagonal of such hat matrix would be
> (u[:, :r]** 2).sum(1).

It's a small detail but you probably want svd(x, full_matrices=False)
to avoid anything NxN.