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From "Gilles (Commented) (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-664) Replace "LUDecompostionImpl" with "QRDecompositionImpl" in "AbstractLeastSquaresOptimizer"
Date Tue, 10 Jan 2012 14:34:39 GMT

    [ https://issues.apache.org/jira/browse/MATH-664?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13183293#comment-13183293
] 

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

In the current design, it is difficult to allow a custom algorithm because the constructor
of a decomposition class takes the matrix as an argument, while the Jacobian matrix is constructed
internally (which would be _after_ the instantiation of the decomposition class if created
by the caller).

A clean way would be to have a new "Decomposition" interface, with a {{decompose(RealMatrix
m)}} method. That would entail moving code that is currently in the decomposition classes'
constructors over to implementations of that new method.
Since that's unlikely to occur before 3.0, I'll just change the internal algorithm to QR,
for now.

                
> 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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