[Numpy-discussion] introducing autoreg and autoregnn

Ralf Gommers ralf.gommers at gmail.com
Fri Jun 5 16:59:02 EDT 2020

On Fri, Jun 5, 2020 at 9:48 PM rondall jones <rejones7 at msn.com> wrote:

> Hello! I have supported constrained solvers for linear matrix problems for
> about 10 years in C++, but have now switched to Python. I am going to
> submit a couple of new routines for linalg called autoreg(A,b) and
> autoregnn(A,b). They work just like lstsq(A,b) normally, but when they
> detect that the problem is dominated by noise they revert to an automatic
> regularization scheme that returns a better behaved result than one gets
> from lstsq. In addition, autoregnn enforces a nonnegativity constraint on
> the solution. I have put on my web site a slightly fuller featured version
> of these same two algorithms, using a Class implementation to facilitate
> retuning several diagnostic or other artifacts. The web site contains
> tutorials on these methods and a number of examples of their use. See
> http://www.rejones7.net/autorej/ . I hope this community can take a look
> at these routines and see whether they are appropriate for linalg or should
> be in another location.

Hi Ron, thanks for proposing this. It seems out of scope for NumPy;
scipy.linalg or scipy.optimize seem like the most obvious candidates.

If you propose inclusion into SciPy, it would be good to discuss whether
the algorithm is based on a publication showing usage via citation stats or
some other way. There's more details at

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