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initial commit for adding boost lib #2985

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Alexandr-Solovev
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Description

Add a comprehensive description of proposed changes

List associated issue number(s) if exist(s): #6 (for example)

Documentation PR (if needed): #1340 (for example)

Benchmarks PR (if needed): IntelPython/scikit-learn_bench#155 (for example)


PR should start as a draft, then move to ready for review state after CI is passed and all applicable checkboxes are closed.
This approach ensures that reviewers don't spend extra time asking for regular requirements.

You can remove a checkbox as not applicable only if it doesn't relate to this PR in any way.
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  • I have reviewed my changes thoroughly before submitting this pull request.
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  • I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.

const Float* data = s.get_data();

Eigen::Matrix<Float, Eigen::Dynamic, Eigen::Dynamic> eigen_matrix(row_count, column_count);
for (int i = 0; i < eigen_matrix.rows(); ++i) {
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An Eigen matrix can also be created from a non-owned pointer for float/double data. I think something along the lines of Eigen::map< Eigen::Matrix<info, incl. row/col major> , alignment, stride >.

const la::matrix<Float>& eigvecs,
const la::matrix<Float>& eigvals) const {
INFO("convert results to float64");
const auto s_f64 = la::astype<double>(s);
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As an alternative, perhaps the input values could be hard-coded along with the solutions instead of checking them against a different library.

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Yes, but with this solution there is no opportunity to use random generated data(I mean extend tests with for example row_count = GENERATE(3, 28, 125, 256);) and also it will be complicated to check results for big datasets

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How about putting them in the existing folders with .csv files that have data and expected results?

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It's possible, but let's say for pca it's necessary to contain gold eigenvectors, eigenvalues, and it will increase the total size of the repo, especially with big datasets. I see no reasons to avoid this pr tbh

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