[MATH-664] Replace "LUDecompostionImpl" with "QRDecompositionImpl" in "AbstractLeastSquaresOptimizer" - ASF JIRA

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Type: Improvement
Status: Closed
Priority: Minor
Resolution: Fixed
Affects Version/s: None
Fix Version/s: 3.0
Component/s: None
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Description

In some cases, the "getCovariances()" method throws a "SingularMatrixException". This can be avoided by using "QR" instead of "LU" decomposition.

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Assignee:: Gilles Sadowski

Reporter:: Gilles Sadowski

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Dates

Created:: 07/Sep/11 13:14

Updated:: 24/Mar/12 16:16

Resolved:: 18/Jan/12 11:57