Add support for dense Cholesky

[sshin23]

This PR adds cholesky option to MadNLPLapackCPU and MadNLPLapackGPU.

[codecov]

Codecov Report

Merging #89 (fca252a) into master (4633bf9) will increase coverage by 0.21%.
The diff coverage is 91.30%.

@@            Coverage Diff             @@
##           master      #89      +/-   ##
==========================================
+ Coverage   87.50%   87.72%   +0.21%     
==========================================
  Files          28       28              
  Lines        3249     3290      +41     
==========================================
+ Hits         2843     2886      +43     
+ Misses        406      404       -2     

Impacted Files	Coverage Δ
lib/MadNLPGPU/src/lapackgpu.jl	81.03% <86.95%> (+2.90%)	⬆️
src/LinearSolvers/lapack.jl	97.56% <95.65%> (-0.48%)	⬇️
lib/MadNLPHSL/src/ma86.jl	84.90% <0.00%> (+3.77%)	⬆️
lib/MadNLPHSL/src/ma97.jl	84.00% <0.00%> (+4.00%)	⬆️

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