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edwinb-ai / LeastSquaresSVM

A Least Squares Support Vector Machine implementation in pure Julia
https://edwinb-ai.github.io/LeastSquaresSVM/dev/
MIT License
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Changing of dependencies for linear solvers #31

Closed edwinb-ai closed 3 years ago

edwinb-ai commented 3 years ago

In the current version of the package we are using the iterative solvers from Krylov.jl. These are fantastic and very well made solvers, and quite a complete set of solvers.

But in future work we will be needing an iterative spectral decomposition solver, which Krylov.jl does not ship, sadly.

On the other hand, the IterativeSolvers.jl package contains a wide selection of linear system solvers, plus some spectral decomposition ones.

The proposal is to switch from Krylov.jl to IterativeSolvers.jl. Benchmarks would be great, but they require way more time and work.

This refactorization should also be easy to do, if one always checks against the current test suite.

I'm going to self-assign this, but if you want @gmagannaDevelop , you can take it. It's quite simple to do, but it's totally your call.

edwinb-ai commented 3 years ago

After some more thought, I will be closing this issue. I will not be switching dependencies because I will use the eigen function from the LinearAlgebra standard library in Julia. So there is no more need to use iterative solvers for the spectral decomposition, and thus, for changing dependencies.