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  1. Commons Math
  2. MATH-664

Replace "LUDecompostionImpl" with "QRDecompositionImpl" in "AbstractLeastSquaresOptimizer"

    Details

    • Type: Improvement
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 3.0
    • Labels:
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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:
              erans Gilles
              Reporter:
              erans Gilles
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