@mazumdarparijat on one hand of course it makes sense to go with the eigen solvers that are already within shogun, i.e. ```mathematics/linalg/eigsolver```. But on the other hand what I really would like to see here is to finally have support in shogun for GPU based calculation (or rather say ```OpenCL``` based ones), and that is currently not supported by those implementations. Maybe we should investigate of course how we could achieve that there, but the main idea here would be that the eigen solver in PCA is actually a parameter, so that the user of the PCA class can choose what eigen solver is being used for calculating PCA.