inplace QR

[tinatorabi]

I have incorporated the in-place QR add/del operations in bpdual. However, I suspect the CI tests will most likely fail because the updates to QRupdate.jl have not yet been released as a new version. @mpf would it be possible for you to create a new release of QRupdate? Thanks.

[cortner]

I like the idea very much. Can you run benchmarks that compare the old and the new version?

[tinatorabi]

I just encountered a bug in QRupdate.jl and filed an issue there. I have a somewhat quick fix for it but it makes it a bit less memory efficient(still better than the original dynamic qrupdate). I can open up a PR there and fix it but I just emailed Nicolás Barnafi(the person who wrote the in-place qrupdate code) and he told me he's working on an updated implementation of this and it might fix the issue + keep it memory efficient. So I'm waiting on that.

[mpf]

@tinatorabi — I see that the unit tests are still failing with the latest commit. Please let me know if I can help.

[tinatorabi]

Hi!
With this PR I wanted to incorporate the in-place qr operations into ASP but apparently there are some on-going issues in QRupdate that Nicolás is hoping to fix soon. Let's Ignore this PR for now until that's fixed. I reverted BPdual to the way it was before but added tests for OMP.

[tinatorabi]

Hi! Now that the new QRupdate version is merged, everything is working just as we wanted and all the CIs just passed! I’ve updated both BPdual and omp to use in-place QR operations. :) @mpf, I think you can go ahead and merge this!

[cortner]

@tinatorabi -- there seem to be a few small issues for you to address to merge this.