Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/11610#issuecomment-196662210
I will vote for approach 1.
SVD will be the most stable algorithm, but slowest O(mn^2 + n^3) compared
with Cholesky O(mn^2) or QR O(mn^2 - n^3/3) decomposition. SVD solves both
underdetermined (rank-deficient) and overdetermined (more data than equations)
problems in a least square problem. Given that it's a local operation, we can
just call DGELSD in LAPACK.
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