def mean_var_test(x, type, mean, var, skew=[], mean_ans=None, var_ans=None, skew_ans=None,
eps=1e-9):
if mean_ans is None or var_ans is None:
raise ValueError, "Invalid test parameters"
n = len(x) * 1.0
x_mean = num.sum(x)/n
x_minus_mean = x - x_mean
x_var = num.sum(x_minus_mean*x_minus_mean)/(n-1.0)
case(x_mean, mean_ans, eps)
case(x_var, var_ans, eps)
if skew != []:
x_skew = (num.sum(x_minus_mean*x_minus_mean*x_minus_mean)/9998.)/x_var**(3./2.)
case(x_skew, skew_ans, eps)
def mean_var_test(x,
type,
mean,
var,
skew=[],
mean_ans=None,
var_ans=None,
skew_ans=None,
eps=1e-9):
if mean_ans is None or var_ans is None:
raise ValueError, "Invalid test parameters"
n = len(x) * 1.0
x_mean = num.sum(x) / n
x_minus_mean = x - x_mean
x_var = num.sum(x_minus_mean * x_minus_mean) / (n - 1.0)
case(x_mean, mean_ans, eps)
case(x_var, var_ans, eps)
if skew != []:
x_skew = (num.sum(x_minus_mean * x_minus_mean * x_minus_mean) /
9998.) / x_var**(3. / 2.)
case(x_skew, skew_ans, eps)
def linear_least_squares(a, b, rcond=1.e-10):
"""solveLinearLeastSquares(a,b) returns x,resids,rank,s
where x minimizes 2-norm(|b - Ax|)
resids is the sum square residuals
rank is the rank of A
s is an rank of the singual values of A in desending order
If b is a matrix then x is also a matrix with corresponding columns.
If the rank of A is less than the number of columns of A or greater than
the numer of rows, then residuals will be returned as an empty array
otherwise resids = sum((b-dot(A,x)**2).
Singular values less than s[0]*rcond are treated as zero.
"""
one_eq = len(b.getshape()) == 1
if one_eq:
b = b[:, num.NewAxis]
_assertRank2(a, b)
m = a.getshape()[0]
n = a.getshape()[1]
n_rhs = b.getshape()[1]
ldb = max(n,m)
if m != b.getshape()[0]:
raise LinAlgError, 'Incompatible dimensions'
t =_commonType(a, b)
real_t = _array_type[0][_array_precision[t]]
bstar = num.zeros((ldb,n_rhs),t)
bstar[:b.getshape()[0],:n_rhs] = copy.copy(b)
a,bstar = _castCopyAndTranspose(t, a, bstar)
s = num.zeros((min(m,n),),real_t)
nlvl = max( 0, int( math.log( float(min( m,n ))/2. ) ) + 1 )
iwork = num.zeros((3*min(m,n)*nlvl+11*min(m,n),), 'l')
if _array_kind[t] == 1: # Complex routines take different arguments
lapack_routine = lapack_lite2.zgelsd
lwork = 1
rwork = num.zeros((lwork,), real_t)
work = num.zeros((lwork,),t)
results = lapack_routine( m, n, n_rhs, a, m, bstar,ldb , s, rcond,
0,work,-1,rwork,iwork,0 )
lwork = int(abs(work[0]))
rwork = num.zeros((lwork,),real_t)
a_real = num.zeros((m,n),real_t)
bstar_real = num.zeros((ldb,n_rhs,),real_t)
results = lapack_lite2.dgelsd( m, n, n_rhs, a_real, m, bstar_real,ldb , s, rcond,
0,rwork,-1,iwork,0 )
lrwork = int(rwork[0])
work = num.zeros((lwork,), t)
rwork = num.zeros((lrwork,), real_t)
results = lapack_routine( m, n, n_rhs, a, m, bstar,ldb , s, rcond,
0,work,lwork,rwork,iwork,0 )
else:
lapack_routine = lapack_lite2.dgelsd
lwork = 1
work = num.zeros((lwork,), t)
results = lapack_routine( m, n, n_rhs, a, m, bstar,ldb , s, rcond,
0,work,-1,iwork,0 )
lwork = int(work[0])
work = num.zeros((lwork,), t)
results = lapack_routine( m, n, n_rhs, a, m, bstar,ldb , s, rcond,
0,work,lwork,iwork,0 )
if results['info'] > 0:
raise LinAlgError, 'SVD did not converge in Linear Least Squares'
resids = num.array([],type=t)
if one_eq:
x = copy.copy(num.ravel(bstar)[:n])
if (results['rank']==n) and (m>n):
resids = num.array([num.sum((num.ravel(bstar)[n:])**2)])
else:
x = copy.copy(num.transpose(bstar)[:n,:])
if (results['rank']==n) and (m>n):
resids = copy.copy(num.sum((num.transpose(bstar)[n:,:])**2))
return x,resids,results['rank'],copy.copy(s[:min(n,m)])