1. A method for building a support vector classifier useful for classifying a plurality of documents, including textual documents, the method comprising: selecting a plurality of training documents, each training document having suitable numeric attributes which are associated with a training document vector; initializing a classifier weight vector (w) and a classifier intercept (b) for a classifier boundary, the classifier boundary separating at least two document classes; determining which training document vectors are suitable support vectors; and re-computing the classifier weight vector and the classifier intercept for the classifier boundary using the suitable support vectors together with an iteratively reindexed least squares method and a conjugate gradient method with a stopping criterion.