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https://issues.apache.org/jira/browse/MATH-1099?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13905923#comment-13905923
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Evan Ward commented on MATH-1099:
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I re-factored GaussNewton so the linear least squares solver is pluggable, and
improved the efficiency of the existing implementations. If we create an
interface for solving a linear least squares problem then users could provide
their own implementations.
I created a patch for each commit in my tree. Let me know if you would like
them in a different format.
> Improve speed + accuracy in GaussNewtonOptimizer
> ------------------------------------------------
>
> Key: MATH-1099
> URL: https://issues.apache.org/jira/browse/MATH-1099
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Evan Ward
> Attachments:
> 0001-Make-QR-in-GaussNewton-faster-and-more-accurate.patch,
> 0002-Add-Cholesky-option-to-GaussNewtonOptimizer.patch,
> 0003-Make-QR-the-default-in-GaussNewtonOptimizer.patch
>
>
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