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Description
Is your feature request related to a problem? Please describe.
CHOLMOD always allocates a new vector x when we compute F \ y where
F is a Cholesky or LDL' factorization.
It will be great to update in-place y or give the possibility to reuse x.
Describe the solution you'd like
A routine that performs the backward and forward sweeps in-place.
Additional context
If we compute a factorization with a fill-in reduction permutation P such that A = PLDL'P',
I don't think that additional vectors are needed for the permutation P, contrary to UMFPACK.
If P is stored in a vector p, we can just replace y[i] by ybar[i] = y[p[i]] to perform LDL' \ ybar in-place.
Solving PLDL'P' \ y is equivalent to solving LDL' \ ybar.
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