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?


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