Re: [Numpy-discussion] rcond in polyfit

[A. M. A. <per...@gm...>]

On 12/10/06, Charles R Harris <cha...@gm...> wrote:
> Hi all,
>
> I note that polyfit looks like it should work for single and double, real
> and complex, polynomials. On the otherhand, the default rcond needs to
> depend on the underlying precision. On the other, other hand, all the svd
> computations are done with dgelsd or zgelsd, i.e., double precision. Even so
> problems can arise from inherent errors of the input data if it is single
> precision to start with. I also think the final degree of the fit should be
> available somewhere if wanted, as it is an indication of what is going on.
> Sooo, any suggestions as to what to do? My initial impulse would be to set
> rcond=1e-6 for single, 1e-14 for double, make rcond a keyword, and kick the
> can down the road on returning the actual degree of the fit.

I'd also be inclined to output a warning (which the user can ignore,
read or trap as necessary) if the condition number is too bad or they
supplied an rcond that is too small for the precision of their data.

A. M. Archibald