Branch: refs/heads/master
Revision: 50284c3
Author: ben-albrecht
Log Message:
Merge pull request #15625 from ben-albrecht/LA-routines
LinearAlgebra.leastSquares()
Add LinearAlgebra.leastSquares
based on numpy.linalg.lstsq
.
Also in this PR:
- Added tests for
leastSquares()
- Fixed a bug in
LAPACK.gels{s,d,y}
interface where therank
output variable was not available as a ref arg. - Added private machine epsilon helper functions to
LinearAlgebra
(work-around for https://github.com/chapel-lang/chapel/issues/14016) - Refactored some of
LinearAlgebra/correctness/TestUtils.chpl
- Added a
vander
function for generating Vandermonde matrices (useful for least squares user code)- Leaving undocumented for now, and will properly add it in a separate PR
Future work for this function:
- Support
overwrite=false
argument - Support 2d
b
arrays - Make
vander
function public
[Reviewed by @e-kayrakli]
Modified Files:
A test/library/packages/LinearAlgebra/correctness/testLeastSquares.chpl
A test/library/packages/LinearAlgebra/correctness/testLeastSquares.good
M modules/packages/LAPACK.chpl
M modules/packages/LinearAlgebra.chpl
M test/library/packages/LinearAlgebra/correctness/TestUtils.chpl
Compare: https://github.com/chapel-lang/chapel/compare/01050429238e...50284c3953f3