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Is there a progress function, e.g. for factorization functions? #51

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@burgi-berlin

It would be nice, especially for big problems, if there was a callback progress routine for the LAPACK functions (comparable to the mkl_progress function of the Intel MKL) to be able to inform the user.
If there is already such a function in the "depths of the code", I would be very grateful for an info.

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