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

[Stephen Tu]

> Any reason for the name Svec/Smat/SvecIndex? I'm not recognizing the name.

These correspond to the names in the paper (https://www.cs.nyu.edu/overton/papers/pdffiles/pdsdp.pdf) that I'm basing this implementation off of. 

> Inlining SvecIndex() is probably a good idea, though it requires it to be in the header file.

Ok, can I just plop it in the header file or do you prefer `lin_alg_impl.hpp`?

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