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https://issues.apache.org/jira/browse/MATH-664?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13184963#comment-13184963
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Gilles commented on MATH-664:
-----------------------------
When changing from "LUDecomposition" to "QRDecomposition" in
"AbstractLeastSquares", one unit test fails: Method "testNonInvertible" does
not throw the expected exception; i.e. "getCovariances()" completes
successfully and returns:
{noformat}
-1.6604945575270566E14 1.6604945575270566E14 5.534981858423523E13
1.6604945575270566E14 -1.6604945575270544E14 -5.534981858423523E13
5.534981858423521E13 -5.53498185842352E13 -1.84499395280784E13
{noformat}
Numerical problem? Perhaps the default should not be zero...
> 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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