Implementing Matrix Factorizations (SVD, QR, LU)

[anujgupt-github]

I need to implement SVD, QR, LU decompositions.

These are not part of standard C++ libraries, but are part of other libraries (like Eigen3). For implementing for Interpreter backend, what is your recommendation:

1. Use/include libraries like Eigen3 and import the in-built functions? Or,
2. Implement using brute-force method?

@jfix71, WDYT?

[jfix71]

For the Interpreter, we usually like to have simple reference implementations. Our goal is not to have super performant kernels -- other backends that are not references go for performance, such as CPU, OpenCL, NNPI, etc. So I'd suggest 2.

[anujgupt-github]

Thanks for your recommendations, @jfix71