Implementing Cholesky decomposition of Cov mat
Implementing Cholesky decomposition of Cov mat

Cholesky decomposition can help reduce the computational load of
evaluating the MSE.
It also speeds up the likelihood evaluation because the logdet has a
simpler form (the current implementation is not complete).
It needs more work because currently Cho_L is not calculated when the
dual_coef_ is updated via cg.

marcocaccin/scikit-learn,marcocaccin/scikit-learn,marcocaccin/scikit-learn,marcocaccin/scikit-learn