def prep_model(prices):
    dataset = prices.values
    X = dataset[:, 1].reshape(-1, 1)
    Y = ravel(dataset[:, 0:1])  # Ravel changes it from vector to 1D array
    validation_size = 0.15
    seed = 7
    X_train, X_validation, Y_train, Y_validation = train_test_split(
        X, Y, test_size=validation_size, random_state=seed)
    return X, Y, X_train, X_validation, Y_train, Y_validation
Пример #2
0
def lstsq(a, b, rcond=-1):
    """
    Return the least-squares solution to an equation.

    Solves the equation `a x = b` by computing a vector `x` that minimizes
    the norm `|| b - a x ||`.

    Parameters
    ----------
    a : array_like, shape (M, N)
        Input equation coefficients.
    b : array_like, shape (M,) or (M, K)
        Equation target values.  If `b` is two-dimensional, the least
        squares solution is calculated for each of the `K` target sets.
    rcond : float, optional
        Cutoff for ``small`` singular values of `a`.
        Singular values smaller than `rcond` times the largest singular
        value are  considered zero.

    Returns
    -------
    x : ndarray, shape(N,) or (N, K)
         Least squares solution.  The shape of `x` depends on the shape of
         `b`.
    residues : ndarray, shape(), (1,), or (K,)
        Sums of residues; squared Euclidian norm for each column in
        `b - a x`.
        If the rank of `a` is < N or > M, this is an empty array.
        If `b` is 1-dimensional, this is a (1,) shape array.
        Otherwise the shape is (K,).
    rank : integer
        Rank of matrix `a`.
    s : ndarray, shape(min(M,N),)
        Singular values of `a`.

    Raises
    ------
    LinAlgError
        If computation does not converge.

    Notes
    -----
    If `b` is a matrix, then all array results returned as
    matrices.

    Examples
    --------
    Fit a line, ``y = mx + c``, through some noisy data-points:

    >>> x = np.array([0, 1, 2, 3])
    >>> y = np.array([-1, 0.2, 0.9, 2.1])

    By examining the coefficients, we see that the line should have a
    gradient of roughly 1 and cuts the y-axis at more-or-less -1.

    We can rewrite the line equation as ``y = Ap``, where ``A = [[x 1]]``
    and ``p = [[m], [c]]``.  Now use `lstsq` to solve for `p`:

    >>> A = np.vstack([x, np.ones(len(x))]).T
    >>> A
    array([[ 0.,  1.],
           [ 1.,  1.],
           [ 2.,  1.],
           [ 3.,  1.]])

    >>> m, c = np.linalg.lstsq(A, y)[0]
    >>> print m, c
    1.0 -0.95

    Plot the data along with the fitted line:

    >>> import matplotlib.pyplot as plt
    >>> plt.plot(x, y, 'o', label='Original data', markersize=10)
    >>> plt.plot(x, m*x + c, 'r', label='Fitted line')
    >>> plt.legend()
    >>> plt.show()

    """
    import math
    a, _ = _makearray(a)
    b, wrap = _makearray(b)
    is_1d = len(b.shape) == 1
    if is_1d:
        b = b[:, newaxis]
    _assertRank2(a, b)
    m  = a.shape[0]
    n  = a.shape[1]
    n_rhs = b.shape[1]
    ldb = max(n, m)
    if m != b.shape[0]:
        raise LinAlgError, 'Incompatible dimensions'
    t, result_t = _commonType(a, b)
    real_t = _linalgRealType(t)
    bstar = zeros((ldb, n_rhs), t)
    bstar[:b.shape[0],:n_rhs] = b.copy()
    a, bstar = _fastCopyAndTranspose(t, a, bstar)
    s = zeros((min(m, n),), real_t)
    nlvl = max( 0, int( math.log( float(min(m, n))/2. ) ) + 1 )
    iwork = zeros((3*min(m, n)*nlvl+11*min(m, n),), fortran_int)
    if isComplexType(t):
        lapack_routine = lapack_lite.zgelsd
        lwork = 1
        rwork = zeros((lwork,), real_t)
        work = 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 = zeros((lwork,), real_t)
        a_real = zeros((m, n), real_t)
        bstar_real = zeros((ldb, n_rhs,), real_t)
        results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m,
                                     bstar_real, ldb, s, rcond,
                                     0, rwork, -1, iwork, 0)
        lrwork = int(rwork[0])
        work = zeros((lwork,), t)
        rwork = 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_lite.dgelsd
        lwork = 1
        work = 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 = 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 = array([], t)
    if is_1d:
        x = array(ravel(bstar)[:n], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = array([sum((ravel(bstar)[n:])**2)], dtype=result_t)
    else:
        x = array(transpose(bstar)[:n,:], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = sum((transpose(bstar)[n:,:])**2, axis=0).astype(result_t)
    st = s[:min(n, m)].copy().astype(_realType(result_t))
    return wrap(x), wrap(resids), results['rank'], st
Пример #3
0
def lstsq(a, b, rcond=-1):
    """
    Return the least-squares solution to an equation.

    Solves the equation `a x = b` by computing a vector `x` that minimizes
    the norm `|| b - a x ||`.

    Parameters
    ----------
    a : array_like, shape (M, N)
        Input equation coefficients.
    b : array_like, shape (M,) or (M, K)
        Equation target values.  If `b` is two-dimensional, the least
        squares solution is calculated for each of the `K` target sets.
    rcond : float, optional
        Cutoff for ``small`` singular values of `a`.
        Singular values smaller than `rcond` times the largest singular
        value are  considered zero.

    Returns
    -------
    x : ndarray, shape(N,) or (N, K)
         Least squares solution.  The shape of `x` depends on the shape of
         `b`.
    residues : ndarray, shape(), (1,), or (K,)
        Sums of residues; squared Euclidian norm for each column in
        `b - a x`.
        If the rank of `a` is < N or > M, this is an empty array.
        If `b` is 1-dimensional, this is a (1,) shape array.
        Otherwise the shape is (K,).
    rank : integer
        Rank of matrix `a`.
    s : ndarray, shape(min(M,N),)
        Singular values of `a`.

    Raises
    ------
    LinAlgError
        If computation does not converge.

    Notes
    -----
    If `b` is a matrix, then all array results returned as
    matrices.

    Examples
    --------
    Fit a line, ``y = mx + c``, through some noisy data-points:

    >>> x = np.array([0, 1, 2, 3])
    >>> y = np.array([-1, 0.2, 0.9, 2.1])

    By examining the coefficients, we see that the line should have a
    gradient of roughly 1 and cuts the y-axis at more-or-less -1.

    We can rewrite the line equation as ``y = Ap``, where ``A = [[x 1]]``
    and ``p = [[m], [c]]``.  Now use `lstsq` to solve for `p`:

    >>> A = np.vstack([x, np.ones(len(x))]).T
    >>> A
    array([[ 0.,  1.],
           [ 1.,  1.],
           [ 2.,  1.],
           [ 3.,  1.]])

    >>> m, c = np.linalg.lstsq(A, y)[0]
    >>> print m, c
    1.0 -0.95

    Plot the data along with the fitted line:

    >>> import matplotlib.pyplot as plt
    >>> plt.plot(x, y, 'o', label='Original data', markersize=10)
    >>> plt.plot(x, m*x + c, 'r', label='Fitted line')
    >>> plt.legend()
    >>> plt.show()

    """
    import math
    a, _ = _makearray(a)
    b, wrap = _makearray(b)
    is_1d = len(b.shape) == 1
    if is_1d:
        b = b[:, newaxis]
    _assertRank2(a, b)
    m = a.shape[0]
    n = a.shape[1]
    n_rhs = b.shape[1]
    ldb = max(n, m)
    if m != b.shape[0]:
        raise LinAlgError, 'Incompatible dimensions'
    t, result_t = _commonType(a, b)
    real_t = _linalgRealType(t)
    bstar = zeros((ldb, n_rhs), t)
    bstar[:b.shape[0], :n_rhs] = b.copy()
    a, bstar = _fastCopyAndTranspose(t, a, bstar)
    s = zeros((min(m, n), ), real_t)
    nlvl = max(0, int(math.log(float(min(m, n)) / 2.)) + 1)
    iwork = zeros((3 * min(m, n) * nlvl + 11 * min(m, n), ), fortran_int)
    if isComplexType(t):
        lapack_routine = lapack_lite.zgelsd
        lwork = 1
        rwork = zeros((lwork, ), real_t)
        work = 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 = zeros((lwork, ), real_t)
        a_real = zeros((m, n), real_t)
        bstar_real = zeros((
            ldb,
            n_rhs,
        ), real_t)
        results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m, bstar_real, ldb,
                                     s, rcond, 0, rwork, -1, iwork, 0)
        lrwork = int(rwork[0])
        work = zeros((lwork, ), t)
        rwork = 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_lite.dgelsd
        lwork = 1
        work = 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 = 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 = array([], t)
    if is_1d:
        x = array(ravel(bstar)[:n], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = array([sum((ravel(bstar)[n:])**2)], dtype=result_t)
    else:
        x = array(transpose(bstar)[:n, :], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = sum((transpose(bstar)[n:, :])**2, axis=0).astype(result_t)
    st = s[:min(n, m)].copy().astype(_realType(result_t))
    return wrap(x), wrap(resids), results['rank'], st
Пример #4
0
def lstsq(a, b, rcond=-1):
    """Compute least-squares solution to equation :math:`a x = b`

    Compute a vector x such that the 2-norm :math:`|b - a x|` is minimised.

    Parameters
    ----------
    a : array-like, shape (M, N)
    b : array-like, shape (M,) or (M, K)
    rcond : float
        Cutoff for 'small' singular values.
        Singular values smaller than rcond*largest_singular_value are
        considered zero.

    Raises LinAlgError if computation does not converge

    Returns
    -------
    x : array, shape (N,) or (N, K) depending on shape of b
        Least-squares solution
    residues : array, shape () or (1,) or (K,)
        Sums of residues, squared 2-norm for each column in :math:`b - a x`
        If rank of matrix a is < N or > M this is an empty array.
        If b was 1-d, this is an (1,) shape array, otherwise the shape is (K,)
    rank : integer
        Rank of matrix a
    s : array, shape (min(M,N),)
        Singular values of a

    If b is a matrix, then all results except the rank are also returned as
    matrices.

    """
    import math
    a, _ = _makearray(a)
    b, wrap = _makearray(b)
    is_1d = len(b.shape) == 1
    if is_1d:
        b = b[:, newaxis]
    _assertRank2(a, b)
    m  = a.shape[0]
    n  = a.shape[1]
    n_rhs = b.shape[1]
    ldb = max(n, m)
    if m != b.shape[0]:
        raise LinAlgError, 'Incompatible dimensions'
    t, result_t = _commonType(a, b)
    real_t = _linalgRealType(t)
    bstar = zeros((ldb, n_rhs), t)
    bstar[:b.shape[0],:n_rhs] = b.copy()
    a, bstar = _fastCopyAndTranspose(t, a, bstar)
    s = zeros((min(m, n),), real_t)
    nlvl = max( 0, int( math.log( float(min(m, n))/2. ) ) + 1 )
    iwork = zeros((3*min(m, n)*nlvl+11*min(m, n),), fortran_int)
    if isComplexType(t):
        lapack_routine = lapack_lite.zgelsd
        lwork = 1
        rwork = zeros((lwork,), real_t)
        work = 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 = zeros((lwork,), real_t)
        a_real = zeros((m, n), real_t)
        bstar_real = zeros((ldb, n_rhs,), real_t)
        results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m,
                                     bstar_real, ldb, s, rcond,
                                     0, rwork, -1, iwork, 0)
        lrwork = int(rwork[0])
        work = zeros((lwork,), t)
        rwork = 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_lite.dgelsd
        lwork = 1
        work = 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 = 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 = array([], t)
    if is_1d:
        x = array(ravel(bstar)[:n], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = array([sum((ravel(bstar)[n:])**2)], dtype=result_t)
    else:
        x = array(transpose(bstar)[:n,:], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = sum((transpose(bstar)[n:,:])**2, axis=0).astype(result_t)
    st = s[:min(n, m)].copy().astype(_realType(result_t))
    return wrap(x), wrap(resids), results['rank'], st
Пример #5
0
def lstsq(a, b, rcond=-1):
    """Compute least-squares solution to equation :math:`a x = b`

    Compute a vector x such that the 2-norm :math:`|b - a x|` is minimised.

    Parameters
    ----------
    a : array-like, shape (M, N)
    b : array-like, shape (M,) or (M, K)
    rcond : float
        Cutoff for 'small' singular values.
        Singular values smaller than rcond*largest_singular_value are
        considered zero.

    Raises LinAlgError if computation does not converge

    Returns
    -------
    x : array, shape (N,) or (N, K) depending on shape of b
        Least-squares solution
    residues : array, shape () or (1,) or (K,)
        Sums of residues, squared 2-norm for each column in :math:`b - a x`
        If rank of matrix a is < N or > M this is an empty array.
        If b was 1-d, this is an (1,) shape array, otherwise the shape is (K,)
    rank : integer
        Rank of matrix a
    s : array, shape (min(M,N),)
        Singular values of a

    If b is a matrix, then all results except the rank are also returned as
    matrices.

    """
    import math
    a, _ = _makearray(a)
    b, wrap = _makearray(b)
    is_1d = len(b.shape) == 1
    if is_1d:
        b = b[:, newaxis]
    _assertRank2(a, b)
    m = a.shape[0]
    n = a.shape[1]
    n_rhs = b.shape[1]
    ldb = max(n, m)
    if m != b.shape[0]:
        raise LinAlgError, 'Incompatible dimensions'
    t, result_t = _commonType(a, b)
    real_t = _linalgRealType(t)
    bstar = zeros((ldb, n_rhs), t)
    bstar[:b.shape[0], :n_rhs] = b.copy()
    a, bstar = _fastCopyAndTranspose(t, a, bstar)
    s = zeros((min(m, n), ), real_t)
    nlvl = max(0, int(math.log(float(min(m, n)) / 2.)) + 1)
    iwork = zeros((3 * min(m, n) * nlvl + 11 * min(m, n), ), fortran_int)
    if isComplexType(t):
        lapack_routine = lapack_lite.zgelsd
        lwork = 1
        rwork = zeros((lwork, ), real_t)
        work = 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 = zeros((lwork, ), real_t)
        a_real = zeros((m, n), real_t)
        bstar_real = zeros((
            ldb,
            n_rhs,
        ), real_t)
        results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m, bstar_real, ldb,
                                     s, rcond, 0, rwork, -1, iwork, 0)
        lrwork = int(rwork[0])
        work = zeros((lwork, ), t)
        rwork = 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_lite.dgelsd
        lwork = 1
        work = 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 = 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 = array([], t)
    if is_1d:
        x = array(ravel(bstar)[:n], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = array([sum((ravel(bstar)[n:])**2)], dtype=result_t)
    else:
        x = array(transpose(bstar)[:n, :], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = sum((transpose(bstar)[n:, :])**2, axis=0).astype(result_t)
    st = s[:min(n, m)].copy().astype(_realType(result_t))
    return wrap(x), wrap(resids), results['rank'], st
Пример #6
0
def lstsq(a, b, rcond=-1):
    """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 the rank of the singular values of A in descending 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 number 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.
"""
    import math
    a = asarray(a)
    b, wrap = _makearray(b)
    one_eq = len(b.shape) == 1
    if one_eq:
        b = b[:, newaxis]
    _assertRank2(a, b)
    m = a.shape[0]
    n = a.shape[1]
    n_rhs = b.shape[1]
    ldb = max(n, m)
    if m != b.shape[0]:
        raise LinAlgError, 'Incompatible dimensions'
    t, result_t = _commonType(a, b)
    real_t = _linalgRealType(t)
    bstar = zeros((ldb, n_rhs), t)
    bstar[:b.shape[0], :n_rhs] = b.copy()
    a, bstar = _fastCopyAndTranspose(t, a, bstar)
    s = zeros((min(m, n), ), real_t)
    nlvl = max(0, int(math.log(float(min(m, n)) / 2.)) + 1)
    iwork = zeros((3 * min(m, n) * nlvl + 11 * min(m, n), ), fortran_int)
    if isComplexType(t):
        lapack_routine = lapack_lite.zgelsd
        lwork = 1
        rwork = zeros((lwork, ), real_t)
        work = 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 = zeros((lwork, ), real_t)
        a_real = zeros((m, n), real_t)
        bstar_real = zeros((
            ldb,
            n_rhs,
        ), real_t)
        results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m, bstar_real, ldb,
                                     s, rcond, 0, rwork, -1, iwork, 0)
        lrwork = int(rwork[0])
        work = zeros((lwork, ), t)
        rwork = 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_lite.dgelsd
        lwork = 1
        work = 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 = 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 = array([], t)
    if one_eq:
        x = array(ravel(bstar)[:n], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = array([sum((ravel(bstar)[n:])**2)], dtype=result_t)
    else:
        x = array(transpose(bstar)[:n, :], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = sum((transpose(bstar)[n:, :])**2, axis=0).astype(result_t)
    st = s[:min(n, m)].copy().astype(_realType(result_t))
    return wrap(x), resids, results['rank'], st
Пример #7
0
def lstsq(a, b, rcond=-1):
    """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 the rank of the singular values of A in descending 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 number 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.
"""
    import math
    a = asarray(a)
    b, wrap = _makearray(b)
    one_eq = len(b.shape) == 1
    if one_eq:
        b = b[:, newaxis]
    _assertRank2(a, b)
    m  = a.shape[0]
    n  = a.shape[1]
    n_rhs = b.shape[1]
    ldb = max(n, m)
    if m != b.shape[0]:
        raise LinAlgError, 'Incompatible dimensions'
    t, result_t = _commonType(a, b)
    real_t = _linalgRealType(t)
    bstar = zeros((ldb, n_rhs), t)
    bstar[:b.shape[0],:n_rhs] = b.copy()
    a, bstar = _fastCopyAndTranspose(t, a, bstar)
    s = zeros((min(m, n),), real_t)
    nlvl = max( 0, int( math.log( float(min(m, n))/2. ) ) + 1 )
    iwork = zeros((3*min(m, n)*nlvl+11*min(m, n),), fortran_int)
    if isComplexType(t):
        lapack_routine = lapack_lite.zgelsd
        lwork = 1
        rwork = zeros((lwork,), real_t)
        work = 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 = zeros((lwork,), real_t)
        a_real = zeros((m, n), real_t)
        bstar_real = zeros((ldb, n_rhs,), real_t)
        results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m,
                                     bstar_real, ldb, s, rcond,
                                     0, rwork, -1, iwork, 0)
        lrwork = int(rwork[0])
        work = zeros((lwork,), t)
        rwork = 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_lite.dgelsd
        lwork = 1
        work = 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 = 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 = array([], t)
    if one_eq:
        x = array(ravel(bstar)[:n], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = array([sum((ravel(bstar)[n:])**2)], dtype=result_t)
    else:
        x = array(transpose(bstar)[:n,:], dtype=result_t, copy=True)
        if results['rank'] == n and m > n:
            resids = sum((transpose(bstar)[n:,:])**2, axis=0).astype(result_t)
    st = s[:min(n, m)].copy().astype(_realType(result_t))
    return wrap(x), resids, results['rank'], st