lstsq tries to solve
|b - Ax|. Both scipy and numpy provide a
linalg.lstsq function with a very similar interface. The documentation does not mention which kind of algorithm is used, neither for scipy.linalg.lstsq nor for numpy.linalg.lstsq, but it seems to do pretty much the same.
Where is the difference? Which one should I use?
Note: do not confuse
scipy.optimize.leastsq which can solve also non-linear optimization problems.