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Added Pseudo-inverse preconditioner for EqQP. #133

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Added Pseudo-inverse preconditioner for EqQP. #133

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Commits on Dec 17, 2021

  1. Added Pseudo-inverse preconditioner for EqQP. 

    This allows to precompute a preconditioner, and share it across multiple
outer loops, where the inner loop is solving an Equality Constrained QP.
This should provide speedups when the parameters of the inner loop QP
don't change too much.

TODO: modify the implicit diff decorator so that the jvp also uses the preconditioner.
    @GeoffNN
    GeoffNN committed Dec 17, 2021
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