remove Woodbury special matrix type

[jakebolewski]

This is not used anywhere in the Linalg module or in Base and the number of methods it supports a fairly limited compared to the other special matrix types. Now would be a good time to extract it out into an external package. See #4638

cc @timholy, @jiahao

[timholy]

Seems reasonable to me.

[jakebolewski]

Where would you like it to go? I can submit a PR.

[jiahao]

I think @andreasnoack's LinearAlgebra.jl would be a good home for the Woodbury code.

[ViralBShah]

+1 I have been wanting to do this for a while.

[timholy]

https://github.com/timholy/WoodburyMatrices.jl

[timholy]

I can move it to LinearAlgebra.jl if you want. I just wanted to rescue it before it disappeared.

[jakebolewski]

With git nothing disappears :-)

[timholy]

Yes, but the number of keystrokes increases :-).

[andreasnoack]

I'd be happy to host it in LinearAlgebra.jl, but my package is not ready for publication yet so in the meantime it is probably good to have in a separate package. Then we can consolidate later.

[jiahao]

I'll let @andreasnoack comment first, but the idea for LinearAlgebra.jl was to house experimental and more esoteric linear algebra functionality that didn't really belong to Base.

[timholy]

Just create an issue over at WoodburyMatrices when you want me to do something.