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https://issues.apache.org/jira/browse/MATH-664?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13101545#comment-13101545
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Phil Steitz commented on MATH-664:
----------------------------------

I think that to meet the practical need that led you to open this, that is 
going to be needed, so I would say first just patch the current LU-based impl 
to allow the threshold parameter.

> 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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