/// Find the model parameters β such that their linear combination with all predictor-arrays in X become as close to their response in Y as possible, with least squares residuals.
/// Uses the cholesky decomposition of the normal equations.
/// </summary>
/// <param name="samples">Sequence of predictor-arrays and their response.</param>
/// <param name="intercept">True if an intercept should be added as first artificial predictor value. Default = false.</param>
/// <returns>Best fitting list of model parameters β for each element in the predictor-arrays.</returns>
/// Find the model parameters β such that their linear combination with all predictor-arrays in X become as close to their response in Y as possible, with least squares residuals.
/// Uses an orthogonal decomposition and is therefore more numerically stable than the normal equations but also slower.
/// </summary>
/// <param name="samples">Sequence of predictor-arrays and their response.</param>
/// <param name="intercept">True if an intercept should be added as first artificial predictor value. Default = false.</param>
/// <returns>Best fitting list of model parameters β for each element in the predictor-arrays.</returns>
/// Find the model parameters β such that their linear combination with all predictor-arrays in X become as close to their response in Y as possible, with least squares residuals.
/// Uses a singular value decomposition and is therefore more numerically stable (especially if ill-conditioned) than the normal equations or QR but also slower.
/// </summary>
/// <param name="samples">Sequence of predictor-arrays and their response.</param>
/// <param name="intercept">True if an intercept should be added as first artificial predictor value. Default = false.</param>
/// <returns>Best fitting list of model parameters β for each element in the predictor-arrays.</returns>