8000 BUG: Ensure lstsq can handle RHS with all sizes. by mhvk · Pull Request #9976 · numpy/numpy · GitHub
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BUG: Ensure lstsq can handle RHS with all sizes. #9976

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Merged
merged 1 commit into from
Nov 7, 2017
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BUG: Ensure lstsq can handle RHS with all sizes. #9976

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8 changes: 1 addition & 7 deletions numpy/linalg/linalg.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2021,14 +2021,8 @@ def lstsq(a, b, rcond="warn"):
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,
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I must admit that I don't understand why this call for size information on the regular, non-complex routine was made. I suspect it was to work around a bug in zgelsd, which may well have been fixed with the update to lapack-lite.

In any case, with my changes, the routine just uses the results of the first call, which should be correct.

bstar_real, ldb, s, rcond,
0, rwork, -1, iwork, 0)
lrwork = int(rwork[0])
lwork = int(work[0].real)
work = zeros((lwork,), t)
rwork = zeros((lrwork,), real_t)
results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond,
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12 changes: 12 additions & 0 deletions numpy/linalg/tests/test_regression.py
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Expand Up @@ -137,6 +137,18 @@ def test_norm_object_array(self):
assert_raises(TypeError, linalg.norm, testmatrix, ord=-2)
assert_raises(ValueError, linalg.norm, testmatrix, ord=3)

def test_lstsq_complex_larger_rhs(self):
# gh-9891
size = 20
n_rhs = 70
G = np.random.randn(size, size) + 1j * np.random.randn(size, size)
u = np.random.randn(size, n_rhs) + 1j * np.random.randn(size, n_rhs)
b = G.dot(u)
# This should work without segmentation fault.
u_lstsq, res, rank, sv = linalg.lstsq(G, b, rcond=None)
# check results just in case
assert_array_almost_equal(u_lstsq, u)


if __name__ == '__main__':
run_module_suite()
0