Which solver to choose depends on the nature of your matrix. SuiteSparse is built on top of LAPACK and BLAS, which are pretty low level and FORTRAN-y.

Furthermore, NEC developed middleware that incorporates sparse matrix structures in order to simplify the use of machine learning. As a result, users are able to easily launch this middleware from ...

We propose a multivariate sparse group lasso variable selection and estimation method for data with highdimensional predictors as well as high-dimensional response variables. The method is carried out ...

In particular, we penalize the likelihood with a lasso penalty on the entries of the covariance matrix. This penalty plays two important roles: it reduces the effective number of parameters, which is ...