Replace FindKLU with FindSuiteSparse #206
Merged
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Replaced
FindKLU.cmake
file with a more generalFindSuiteSparse.cmake
. The new finding function now looks for AMD, COLAMD and KLU libraries. This will be needed for HyKKT integration (currently in works by @shakedregev) as HyKKT links directly to AMD but not KLU. The new finding function can be easily extended to add other libraries from SuiteSparse (I suspect we'll need CHOLMOD soon).Also changed in this PR -- all external dependencies are off by default. User needs to enable them explicitly now.
This PR is mainly reusing @cameronrutherford's work in GridKit.