Le 07/09/2011 12:45, Gilles Sadowski a écrit :
Hello.
In class "AbstractLeastSquaresOptimizer" (in "o.a.c.m.optimization.general"),
the method "getCovariances()" uses "LUDecompositionImpl" to compute the
inverse of a matrix.
In my application, this leads to a "SingularMatrixException". If I change
"LUDecompositionImpl" to "QRDecompositionImpl", no exception is raised.
Also, keeping "LUDecompositionImpl" but passing a much lower singularity
threshold, does not raise the exception either.
Thus, I wonder whether there was a reason for using "LU", and if not,
whether I could change the decomposition solver to "QR" (as this is a
cleaner solution than guessing a good value for the threshold).
There are no reason for LU decomposition, and QR decomposition is known
to be more stable. So I would also consider switching to this algorithm
is a cleaner solution.
Luc
Regards,
Gilles
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