1 files changed, 88 insertions, 0 deletions
diff --git a/numpy/polynomial/polyutils.py b/numpy/polynomial/polyutils.py
index d8e922b0a..fb3ebe44a 100644
--- a/numpy/polynomial/polyutils.py
+++ b/numpy/polynomial/polyutils.py
@@ -600,3 +600,91 @@ def _sub(c1, c2):
         c2[:c1.size] += c1
         ret = c2
     return trimseq(ret)
+
+
+def _fit(vander_f, x, y, deg, rcond=None, full=False, w=None):
+    """
+    Helper function used to implement the ``<type>fit`` functions.
+
+    Parameters
+    ----------
+    vander_f : function(array_like, int) -> ndarray
+        The 1d vander function, such as ``polyvander``
+    c1, c2 :
+        See the ``<type>fit`` functions for more detail
+    """
+    x = np.asarray(x) + 0.0
+    y = np.asarray(y) + 0.0
+    deg = np.asarray(deg)
+
+    # check arguments.
+    if deg.ndim > 1 or deg.dtype.kind not in 'iu' or deg.size == 0:
+        raise TypeError("deg must be an int or non-empty 1-D array of int")
+    if deg.min() < 0:
+        raise ValueError("expected deg >= 0")
+    if x.ndim != 1:
+        raise TypeError("expected 1D vector for x")
+    if x.size == 0:
+        raise TypeError("expected non-empty vector for x")
+    if y.ndim < 1 or y.ndim > 2:
+        raise TypeError("expected 1D or 2D array for y")
+    if len(x) != len(y):
+        raise TypeError("expected x and y to have same length")
+
+    if deg.ndim == 0:
+        lmax = deg
+        order = lmax + 1
+        van = vander_f(x, lmax)
+    else:
+        deg = np.sort(deg)
+        lmax = deg[-1]
+        order = len(deg)
+        van = vander_f(x, lmax)[:, deg]
+
+    # set up the least squares matrices in transposed form
+    lhs = van.T
+    rhs = y.T
+    if w is not None:
+        w = np.asarray(w) + 0.0
+        if w.ndim != 1:
+            raise TypeError("expected 1D vector for w")
+        if len(x) != len(w):
+            raise TypeError("expected x and w to have same length")
+        # apply weights. Don't use inplace operations as they
+        # can cause problems with NA.
+        lhs = lhs * w
+        rhs = rhs * w
+
+    # set rcond
+    if rcond is None:
+        rcond = len(x)*np.finfo(x.dtype).eps
+
+    # Determine the norms of the design matrix columns.
+    if issubclass(lhs.dtype.type, np.complexfloating):
+        scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(1))
+    else:
+        scl = np.sqrt(np.square(lhs).sum(1))
+    scl[scl == 0] = 1
+
+    # Solve the least squares problem.
+    c, resids, rank, s = np.linalg.lstsq(lhs.T/scl, rhs.T, rcond)
+    c = (c.T/scl).T
+
+    # Expand c to include non-fitted coefficients which are set to zero
+    if deg.ndim > 0:
+        if c.ndim == 2:
+            cc = np.zeros((lmax+1, c.shape[1]), dtype=c.dtype)
+        else:
+            cc = np.zeros(lmax+1, dtype=c.dtype)
+        cc[deg] = c
+        c = cc
+
+    # warn on rank reduction
+    if rank != order and not full:
+        msg = "The fit may be poorly conditioned"
+        warnings.warn(msg, RankWarning, stacklevel=2)
+
+    if full:
+        return c, [resids, rank, s, rcond]
+    else:
+        return c