Scalar indexing of CuArray in lsqr

[oscarvanderheide]

When I run lsqr on CuArrays, the lines

    for i = 1:n
        isfinite(x[i]) || error("Initial guess for x must be finite")
    end

result in poor performance due to scalar indexing. I replaced this with

  if !(all(isfinite.(x)))
      error("Initial guess for x must be finite")
  end

but before I submit a PR I thought it would be better to file and issue and discuss potential implications of the proposed approach.

[amontoison]

The implementation of lsqr in Krylov.jl works on GPUs if it can help.