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New Ops: Cholesky decomposition #1078

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@ethanluoyc

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@ethanluoyc

Hi!

I am trying to write an operator for computing Cholesky decomposition (and gradients).
It will roughly be based on the approach in TensorFlow (which is based on https://homepages.inf.ed.ac.uk/imurray2/pub/16choldiff/choldiff.pdf). I am half way through and
have created a PR tensorflow/tfjs-core#1492 but I think I need some help with a few details for implementing it. In particular
I would like to know

  1. What's the best way to copy the values of a tensor? I have tried tensor.clone() but apparently it does not do deep copying (Clone() doesn't actually clone? #1032).
  2. I would like to know how I can do in-place update to the content of the result tensor. The original code (in Numpy) does in place updates with a[:] = b but I don't know if there is a simple way to do this in tfjs. Right now I am just creating loops to iterate through the indices to do updates but is there a better way?

Thanks!

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