/usr/include/shogun/mathematics/linalg/linsolver/ is in libshogun-dev 3.2.0-7.5.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/mathematics/linalg/linsolver/CGMShiftedFamilySolver.h
/usr/include/shogun/mathematics/linalg/linsolver/ConjugateGradientSolver.h
/usr/include/shogun/mathematics/linalg/linsolver/ConjugateOrthogonalCGSolver.h
/usr/include/shogun/mathematics/linalg/linsolver/DirectLinearSolverComplex.h
/usr/include/shogun/mathematics/linalg/linsolver/DirectSparseLinearSolver.h
/usr/include/shogun/mathematics/linalg/linsolver/IterativeLinearSolver.h
/usr/include/shogun/mathematics/linalg/linsolver/IterativeShiftedLinearFamilySolver.h
/usr/include/shogun/mathematics/linalg/linsolver/IterativeSolverIterator.h
/usr/include/shogun/mathematics/linalg/linsolver/LinearSolver.h