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https://issues.apache.org/jira/browse/MATH-1176?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14234365#comment-14234365
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Thomas Neidhart commented on MATH-1176:
---------------------------------------
Yes, there seems to be a bug. I have compared this to octave and jama:
Octave:
{noformat}
A =
1 2 3
4 5 6
7 8 9
octave:9> qr(A)
ans =
-8.1240e+00 -9.6011e+00 -1.1078e+01
4.9237e-01 9.0453e-01 1.8091e+00
8.6164e-01 9.9547e-01 -8.1207e-16
octave:10> qr(transpose(A))
ans =
-3.7417e+00 -8.5524e+00 -1.3363e+01
5.3452e-01 1.9640e+00 3.9279e+00
8.0178e-01 9.8869e-01 -5.3083e-16
{noformat}
Jama:
{noformat}
A.qr(): [-3.741657386773941, 1.963961012123933, -1.7763568394002505E-15]
A.transpose().qr(): [-8.12403840463596, 0.9045340337332888,
2.220446049250313E-16]
{noformat}
> QRDecomposition does not detect the matrix singularity
> ------------------------------------------------------
>
> Key: MATH-1176
> URL: https://issues.apache.org/jira/browse/MATH-1176
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.3
> Reporter: alberto trivellato
> Priority: Minor
> Attachments: MATH-1176.failing.patch
>
>
> QRDecomposition fails this test. The default contructor sets the threshold=0,
> so we will never have abs(Rii) <= 0
> public void testSimpleRankDeficient() throws Exception {
> double[][] A = new double[][] {
> { 1, 2, 3 },
> { 4, 5, 6 },
> { 7, 8, 9 }};
> //this matrix is singular
>
> RealMatrix M2 = MatrixUtils.createRealMatrix(A);
> QRDecomposition qr2 = new QRDecomposition(M2);
> assertFalse(qr2.getSolver().isNonSingular());//this fails
> }
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