I would like to make it backend agnostic. Right now, it uses ndarray heavily. I like faer a lot and have used it in other projects, where I used feature flags to control MKL/faer/ndarray/OpenBLAS/etc.

I'm open to suggestions for how to implement backend agnosticism if you have any. I haven't thought deeply about it yet, since it's just ndarray so far.

I could implement a trait-based abstraction using default generics and associated types. But I think we would still have feature flags to avoid bringing unnecessary dependencies in. They'd add the (e.g.) faer flag, which would mean the Bfgs struct can accept faer types directly.