Github user iyounus commented on the pull request:
https://github.com/apache/spark/pull/11610#issuecomment-197468720
One problem with the eigen decomposition method is that for rank deficient
matrix some of the eigenvalues can be extremely small (instead of being zero)
and their contribution to the inverse can become very large.
I'll try out these methods (DGELSD and eigen decomposition) and see how
they behave in this case.
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