Dear community,

I've started on implementing Kalman filter and have once again run
into a structural challenge in regards to matrix hierarchy (as with
https://issues.apache.org/jira/browse/MATH-435 and
https://issues.apache.org/jira/browse/MATH-437 ).

We have two base types of matrices: RealMatrix and FieldMatrix, both
extending AnyMatrix. Both RealMatrix and FieldMatrix have a lot of the
same functionality, e.g. add, subtract, scalarAdd, scalarMultiply,
multiply, preMultiply etc.

I think it would be beneficial to try to move these standard matrix
methods to AnyMatrix, or at least introduce a new intermediate
AnyAlgebraicMatrix (or similar). It would be natural in several
aspects to just require an AnyAlgebraicMatrix, e.g. with Kalman filter
or repeated squaring, instead of forcing the user to use either
RealMatrix or FieldMatrix (or implement almost similar code for both).

What do you think about such a reorganization of the matrix hierarchy?

Cheers, Mikkel.

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