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Eigen3-ize LARS #1943

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karlnapf opened this issue Mar 6, 2014 · 3 comments
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Eigen3-ize LARS #1943

karlnapf opened this issue Mar 6, 2014 · 3 comments
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@karlnapf
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good first issue

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@karlnapf
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karlnapf commented Mar 6, 2014

See CLeastAngleRegression LAPACK calls

Easy task that consists of changing API usage of existing code.
Unit tests should all pass, and any yet untested parts should be added.
@karlnapf karlnapf self-assigned this Mar 6, 2014
@karlnapf karlnapf mentioned this issue Mar 6, 2014
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@emaadmanzoor
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I'd like to work on this, if noone is already.

@vigsterkr
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@emaadmanzoor could you please wait half a day while i clarify with @karlnapf what actually he thought to do here...
@karlnapf is this something similar that has been done with PCA ? if so i reckon we should rather go the same way as i started in #1930

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karlnapf commented Mar 9, 2014

I talked to @vigsterkr
Lets eigen3ize everything with respect to low level matrix-{matrix,vector} multiplications and do all matrix factorization calls against a Shogun internal api where we can change the backend.
Part of eigen3-izing things is to write a unit test for every case of every call that is changed.

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