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Add RankOneJacobian for rank-one PSD blocks - #93
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For a PSD block whose constraint matrices are all rank-one, store the m × d factors instead of the sparse d² × m Jacobian. jtprod is computed as U' * Diagonal(w .* y) * U and jprod as rowwise dots of U * V with U, both with dense BLAS products.
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For a PSD block whose constraint matrices are all rank-one, store the m × d factors instead of the sparse d² × m Jacobian. jtprod is computed as U' * Diagonal(w .* y) * U and jprod as rowwise dots of U * V with U, both with dense BLAS products.
H and the Schur matvec are bitwise identical to before on all three instances. All seven relevant test files pass, and the existing rank-one tests now assert that a RankOneJacobian is used.
unsafe_jtprodadd_jprod!unsafe_jtprodadd_jprod!