A ProfileSPDLinDirectSkypackSolver object can be constructed
to solve a ProfileSPDLinSOE object. It does this by direct means using
the routines supplied in the SKYPACK library, a library which uses the
BLAS levels 1,2 and 3 for the factorization and substitution.
The routines in SKYPACK require a number of work areas: int
block[3] and double invD[size]. In addition, to allow the use
of the BLAS 2 and 3, work areas double rw[mRows x mCols],
double tw[mRows x mRows] and int index[max(mCols,mRows)] are
created.