The enum CovarianceAlgorithmType which controls the linear algebra algorithm used to compute the covariance used to combine the choice of
the algorithm and the choice of the sparse linear algebra library into the enum name. So we had SUITE_SPARSE_QR and EIGEN_SPARSE_QR. Covariance::Options now has a separate member allowing the user to choose the sparse linear algebra library, just like the solver and CovarianceAlgorithmType now takes values
DENSE_SVD and SPARSE_QR. This is a forward looking change that will allow us to develop more flexible covariance estimation algorithms with multiple linear algebra backends.
Besides this there is the usual bevy of bug fixes & performance improvements. We would appreciate you testing on as many platforms as possible and we would love to hear of your experiences, good and bad.