mlinsights.mlmodel.direct_blas_lapack#
A simple try to call scipy blas and lapack function from cython.
Lapack#
- mlinsights.mlmodel.direct_blas_lapack.dgelss(double[:, ::1] A, double[:, ::1] B, double prec=-1.)#
Finds X in the problem by minimizing . Uses function dgels.
- Parameters:
A – matrix with 2 dimensions
B – matrix with 2 dimensions
prec – precision
- Returns:
integer (INFO)
INFO is:
= 0
: successful exit< 0
: if INFO = -i, the i-th argument had an illegal value> 0
: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.
Note
::1
indicates A, B, C must be contiguous arrays. Arrays A, B are modified by the function. B contains the solution.Use lapack function dgelss
C minimizes the problem .
<<<
import numpy from scipy.linalg.lapack import dgelss as scipy_dgelss from mlinsights.mlmodel.direct_blas_lapack import dgelss A = numpy.array([[10.0, 1.0], [12.0, 1.0], [13.0, 1]]) B = numpy.array([[20.0, 22.0, 23.0]]).T v, x, s, rank, work, info = scipy_dgelss(A, B) print(x[:2]) A = A.T.copy() info = dgelss(A, B) assert info == 0 print(B[:2])
>>>
[[ 1.] [10.]] [[ 1.] [10.]]