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Add Cholesky factorization, triangular solves, and tests #311

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@shakedregev

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@shakedregev

Summary

Write a different version of this test within the ReSolve framework. Implement the necessary classes and functions on cpu/cuda/hip (or copy implementations as possible). Note that it is crucial to separate numeric and symbolic factorizations, because symbolic factorization is only called once.

Rationale

Cholesky factorization and solve are essential for HyKKT to work. A simpler version could be used for a single matrix in a series for other solvers for problems that are fully SPD.

Description

  1. Any originally cpu functions need only have cpu implementations
  2. Any originally gpu functions should have cpu/cuda/hip support.
  3. Write tests as within the rest of ReSolve.
  4. Write a test that generates an SPD matrix of arbitrary (square) size, multiplies by a known solution x (with current matvec in ReSolve) to get the right hand side b, and then solves and verifies that the solution is correct. The simplest solution would be to test $||Ax-b||/||b||$

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