Cholesky decomposition with Intel MKL

[costashatz]

It seems MKL has an implementation for cholesky decomposition..

https://software.intel.com/en-us/node/521465
http://stackoverflow.com/questions/31231428/cholesky-with-scalapack

This could be a nice option to Limbo since we spend a lot time there (esp. with likelihood optimization).

[costashatz]

Partly done with #225, but I am keeping it open to actually test someday with Intel MKL..