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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: [Math] "LUDecomposition" in "AbstractLeastSquaresOptimizer"
Date Thu, 08 Sep 2011 15:27:35 GMT
I offer the Mahout implementation from MAHOUT-792 (not yet committed) as a
reference that does pivoting and has a settable threshold.  It also uses
vectorized view operations to avoid touching the internal representation if
that helps.

On Thu, Sep 8, 2011 at 8:22 AM, Gilles Sadowski <
gilles@harfang.homelinux.org> wrote:

> > > I've tried it with my problem, and it also throws an exception.
> > > However, I would like to obtain the covariance matrix anyway, because
> I've
> > > no other clue as to what might be wrong.
> > > So I think that, at least, users should be able to set the positive
> > > definiteness threshold in order to avoid raising an exception.
>

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