[PATCH] Support sparse matrices in cholinsert

[Daniel Kraft]

Hi!

The attached patches implement support for sparse matrices in
cholinsert.  (By using the corresponding functions in CHOLMOD.)

Are they ok?  It seems to work for me, but since this was the first time
that I worked with CHOLMOD, I may well have done something wrong.

Note that this may put Octave ahead of its "competition" -- at least
Matlab 2011b (which is the version I have access to) seems not to
support this.

If the patch is ok, I will also implement sparse matrices for cholupdate
and choldelete, for which also CHOLMOD support exists.

One question:  For each operation, the Cholesky factor has to be copied
to construct the cholmod_factor object, which is quite costly.  So I
believe that there would be a definite performance benefit if multiple
rows could be added at once.  Do you think it is a good idea to extend
cholinsert to support this (possibly only for sparse matrices)?  Or
create a new function to do this?  Unfortunately, adding multiple rows
gets a bit messy since after each addition the indices shift and also
each successively added row is one entry longer than the previous ones.
 The precise interface will have to be discussed and documented well.
I'm willing to do all that.

Yours,
Daniel

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patch_1.diff
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patch_2.diff
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