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make use of linalg within Shogun #2747

@karlnapf

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@karlnapf

This task is to make Shogun's internal make use of the new linalg framework

It is pretty simple: Take a method that you want to replace, say some dot product. Then go through Shogun's code and search for appearances of dot products. Those could take a lot of different forms

  • manual loops
  • lapack calls (look up the dot product call in lapack)
  • eigen3 calls (easier to find, search for eigen3 in the code)

For example, linear solves are much easier to find as you can search for eigen3/lapack's method for that directly.

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