Colin J. Williams wrote:

Tim Leslie wrote:

On 31 May 2005 03:12:49 -0700, venkat <vv********@yahoo.com> wrote:

Hi,

I want to solve linear least sqaure problem( min||c-Ax||2 subject to

Bx=d ). How do I do it in python. lapack has a routine for doing this

(DGGLSE). Can I access this from python?

Check out scipy, in particular the linear algebra package.

http://www.scipy.org/documentation/a...py.linalg.html

Cheers,

Tim

Or you could try numarray, available for use with Python 2.4

Neither of these solve the generalized least squares problem.

However, it is easier to add to scipy.linalg. Look at the file

scipy/Lib/linalg/generic_flapack.py and copy and modify the block for

DGELSS to work for DGGLSE. Then modify the Python function

scipy.linalg.lstsq to take the optional extra arguments and do the

generalized problem. Finally, contribute your changes back to scipy and

win the accolades you deserve.

--

Robert Kern

rk***@ucsd.edu
"In the fields of hell where the grass grows high

Are the graves of dreams allowed to die."

-- Richard Harter