On Mon, Feb 10, 2014 at 9:08 PM, alex <argri...@ncsu.edu> wrote: > On Mon, Feb 10, 2014 at 2:03 PM, eat <e.antero.ta...@gmail.com> wrote: > > Rhetorical or not, but FWIW I'll prefer to take singular value > decomposition > > (u, s, vt= svd(x)) and then based on the singular values s I'll estimate > a > > "numerically feasible rank" r. Thus the diagonal of such hat matrix > would be > > (u[:, :r]** 2).sum(1). > > It's a small detail but you probably want svd(x, full_matrices=False) > to avoid anything NxN. > Indeed.
Thanks, -eat > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion >
_______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
