Solve a system of linear equations many times without allocating memory

[MartinOtter]

@Tamas_Papp

@stevengj

To be completely allocation-free, the caller would need to pass an additional workspace parameter.

I think that should be feasible. Alternatively, something like

Alu = lu(A)
lu!(Alu, A) # use previously allocated results if types are compatible

could also work and could provide a nice general interface for similar methods.

Yes, this is a nice general interface (especially, since the caller does not need to know the type of the internally allocated memory).