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From "Gilles (Commented) (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-664) Replace "LUDecompostionImpl" with "QRDecompositionImpl" in "AbstractLeastSquaresOptimizer"
Date Fri, 13 Jan 2012 12:30:39 GMT

    [ https://issues.apache.org/jira/browse/MATH-664?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13185563#comment-13185563
] 

Gilles commented on MATH-664:
-----------------------------

Hi Luc.

Assuming that you wrote the "testNonInvertible" unit test, could you remember what it was
supposed to show?
I'm tempted to simply remove it, assuming that the "SingularMatrixException" thrown by "LUDecomposition"
was a "coincidence" and did not indicate that the problem was not solvable. "QRDecomposition"
performs the requested computation (and it will be up to the user to figure out what to do
with the results).

                
> 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.

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