Have written base Cholesky and block-Cholesky functions for computing and applying Cholesky factorizations. Does not wrap this functionality in required LinearOperator format as desired by Optimization library. This is left for a future pull request.
Have written base Cholesky and block-Cholesky functions for computing and applying Cholesky factorizations. Does not wrap this functionality in required
LinearOperatorformat as desired byOptimizationlibrary. This is left for a future pull request.