What is the difference between numpy.linalg.lstsq and scipy.linalg.lstsq?
If I read the source code right (Numpy 1.8.2, Scipy 0.14.1 ), numpy.linalg.lstsq() uses the LAPACK routine xGELSD and scipy.linalg.lstsq() usesxGELSS. The LAPACK Manual Sec. 2.4 states The subroutine xGELSD is significantly faster than its older counterpart xGELSS, especially for large problems, but may require somewhat more workspace depending on the matrix dimensions. That means … Read more