[mlpack-git] [mlpack] Add a primal-dual interior point SDP solver (#387)

[Ryan Curtin]

Comments on lin_alg.hpp/lin_alg.cpp (maybe I can comment on the diffs you linked?  I didn't see an easy way).  Many of my comments may be somewhat pedantic, so, hopefully they are not too annoying...

* Any reason for the name `Svec`/`Smat`/`SvecIndex`?  I'm not recognizing the name.
* Inlining `SvecIndex()` is probably a good idea, though it requires it to be in the header file.
* GNU libc provides `M_SQRT2` and `M_SQRT1_2`.  If not using GNU libc, you can define it by hand, like in `src/mlpack/prereqs.hpp` for `M_PI`.
* I haven't thought about how to accelerate `SymKronId()` but I'm pretty sure it's possible.

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https://github.com/mlpack/mlpack/issues/387#issuecomment-70570722
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