commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Luc Maisonobe (Commented) (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-664) Replace "LUDecompostionImpl" with "QRDecompositionImpl" in "AbstractLeastSquaresOptimizer"
Date Thu, 24 Nov 2011 20:10:39 GMT

    [ https://issues.apache.org/jira/browse/MATH-664?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13156892#comment-13156892
] 

Luc Maisonobe commented on MATH-664:
------------------------------------

I would agree with using QR if we don't let the algorithm be chosen.
>From what I learned, least squares is one of the cases where numerical stability is really
needed and LU fails.
                
> Replace "LUDecompostionImpl" with "QRDecompositionImpl" in "AbstractLeastSquaresOptimizer"
> ------------------------------------------------------------------------------------------
>
>                 Key: MATH-664
>                 URL: https://issues.apache.org/jira/browse/MATH-664
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Gilles
>            Assignee: Gilles
>            Priority: Minor
>             Fix For: 3.0
>
>
> In some cases, the "getCovariances()" method throws a "SingularMatrixException". This
can be avoided by using "QR" instead of "LU" decomposition.

--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators: https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa
For more information on JIRA, see: http://www.atlassian.com/software/jira

        

Mime
View raw message