GEMM(H, H, LR) Improvement

[wawando]

Current gemm(H, H, LR) implementation converts C to Dense and recurse to gemm(H, H, D).

define_method(
  void, gemm_omm,
  (
    const Hierarchical& A, const Hierarchical& B, LowRank& C,
    const double alpha, const double beta,
    const bool TransA, const bool TransB
  )
) {
  Dense CD(C);
  gemm(A, B, CD, alpha, beta, TransA, TransB);
  C = LowRank(CD, C.eps); //or C = LowRank(CD, rank);
}

However, converting C to Hierarchical (e.g. use split function) might be better since this avoids unnecessary multiplications with Dense block.

  Hierarchical CH(C);
  gemm(A, B, CH, alpha, beta, TransA, TransB);
  C = LowRank(CH, C.eps); //or C = LowRank(CH, rank);

For this to work, additional LowRank constructor from a Hierarchical object is needed. Also when converting LowRank C to Hierarchical, make sure that C.eps is passed down to the resulting LowRank blocks