Fix compilation for Julia builds without GPL libraries

[jonathan-conder-sm]

I'm trying to use Flux.jl, which works fine without SuiteSparse provided you don't use any sparse matrices. However it depends on this package, which fails to compile if Base.USE_GPL_LIBS == false.

[ElOceanografo]

Can you confirm what the dependency chain is from Flux to here? I assume it's Zygote > ChainRules > SparseInverseSubset. (This package is required to calculate the rrule for the logdet of a sparse matrix, see JuliaDiff/ChainRules.jl#730.)

If that's the case, I think it might make more sense to put these conditionals in ChainRules? That package is still importing SuiteSparse and relying on its types, so I suspect you'd still get these compilation errors (though I haven't checked).

[jonathan-conder-sm]

Can you confirm what the dependency chain is from Flux to here? I assume it's Zygote > ChainRules > SparseInverseSubset.

Yeah that's right

If that's the case, I think it might make more sense to put these conditionals in ChainRules? That package is still importing SuiteSparse and relying on its types, so I suspect you'd still get these compilation errors (though I haven't checked).

It works fine after this patch. It's only CHOLMOD, SPQR and UMFPACK that are missing from SuiteSparse.

[ElOceanografo]

After some more consideration, I think this logic really does belong in ChainRules rather than here. sparseinv(A::SparseMatrixCSC) just takes the Cholesky decomposition and then passes that factorization to sparseinv(F::SuiteSparse.CHOLMOD.Factor), which calls get_ldup, so the whole package will end up broken on non-GPL builds of Julia.

I think a better approach would be not defining the rrules for (log)determinants of sparse matrices in ChainRules if USE_GPL_LIBS == false, or perhaps implement an alternative version of them that raises an informative error saying that they depend on GPL libraries and data structures and so aren't available on GPL-free builds.

[jonathan-conder-sm]

Makes sense to me.

I'm not going to do any more work on this though: after I made this PR I realised I can set USE_GPL_LIBS = true and just not distribute the GPL binaries. There's still an error message at compile time, from SparseArrays.__init__, but it doesn't prevent compilation and is easy to patch out.