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Implemented Cholesky decompositions

Anne Poot requested to merge sparse-cholesky into master

Implemented three kinds of Cholesky decompositon:

  • cholesky, which performs a full Cholesky decomposition in O(n^3).
  • incomplete_cholesky, which performs an approximate Cholesky decomposition in O(n)
  • sparse_cholesky, which performs a full Cholesky decomposition somwhere between O(n^3) and O(n), depending on the sparsity structure.

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