Github user iyounus commented on the pull request: https://github.com/apache/spark/pull/11610#issuecomment-218239032 @mengxr I looked into using DGELSD to solve `A^T A x = A^T b` as you suggested. It works fine, but then the issue is how to calculate the errors on the coefficients for the rank deficit case. I cannot invert `A^T A` in that case. Any suggestions?
--- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- --------------------------------------------------------------------- To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org