[Numpy-discussion] lstsq underdetermined behaviour
Charles R Harris
charlesr.harris at gmail.com
Sun Nov 18 23:29:55 EST 2018
On Sun, Nov 18, 2018 at 9:24 PM Eric Wieser <wieser.eric+numpy at gmail.com>
> > 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
> 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
> I'm not an expert - but aren't "minimum norm" and "least squares" two ways
> to state the same thing?
If there aren't enough data points to uniquely determine the minimizing
solution, the solution vector of shortest length is returned. In practice
it is pretty useless because it depends on the column scaling and there is
generally no natural metric in the solution space.
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