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