Luc Maisonobe 335572b99e Prevent NaN to occur for singular matrices
Numerical inaccuracies in the underlying eigendecomposition could induce
very small negative eigenvalues, so the square root produced NaNs. The
eigenvalues really cannot be negative, so it is safe to replace the negative
ones by 0.
There are remaining problems with singular matrices:
 - the singular vectors also contain NaNs
 - the solver does not really work in least square sense and
   complain about singular matrices
JIRA: MATH-320 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@885279 13f79535-47bb-0310-9956-ffa450edef68
2009-11-29 21:53:36 +00:00
2009-08-07 01:16:00 +00:00
2009-08-02 17:10:47 +00:00
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