# setup: import numpy as np ; N = 500000 ; X, Y = np.random.rand(N), np.random.rand(N) # noqa # run: lstsqr(X, Y) # from: # http://nbviewer.ipython.org/github/rasbt/One-Python-benchmark-per-day/blob/master/ipython_nbs/day10_fortran_lstsqr.ipynb # pythran export lstsqr(float[], float[]) import numpy as np def lstsqr(x, y): """ Computes the least-squares solution to a linear matrix equation. """ x_avg = np.average(x) y_avg = np.average(y) dx = x - x_avg var_x = np.sum(dx ** 2) cov_xy = np.sum(dx * (y - y_avg)) slope = cov_xy / var_x y_interc = y_avg - slope * x_avg return (slope, y_interc)