Github user debasish83 commented on the pull request:
https://github.com/apache/spark/pull/3221#issuecomment-84827225
I looked more into it and I will open up an API in Breeze
QuadraticMinimizer where in-place of DenseMatrix gram, upper triangular gram
can be sent but the inner workspace has to be n x n because for Cholesky we
need to compute LL' and for Quasi Definite System we have to compute LDL' / LU
and both of them need n x n space...so I won't be able to decrease the
QuadraticMinimizer workspace size...for dposv BLAS allocates memory for LL' and
it is not visible to user...
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