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https://issues.apache.org/jira/browse/MATH-664?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13101290#comment-13101290
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Gilles commented on MATH-664:
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Independently of the class to be used for computing the inverse, I propose to
introduce an additional "getCovariances" method that allows to select the
singularity threshold. Is that OK?
> 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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