Re: [Numpy-discussion] rcond in polyfit

[Charles R H. <cha...@gm...>]

On 10/13/06, A. M. Archibald <per...@gm...> wrote:
>
> 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.


That sounds good, but how to do it? Should I raise an exception? I would
also have to modify lstsq so it returns the degree of the fit which would
mess up the current  interface.

Chuck