[Dune] [#931] provide patches/updated version of alglib

[Dune]

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The following task has a new comment added:

FS#931 - provide patches/updated version of alglib
User who did this - Christoph Grüninger (gruenich)

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The ALGLIB parts which Andreas and Martin use contain a subset of ALGLIB used for Lobatto-Points and (Gauß-)Lobatto-Quadrature in dune-geometry and are used in dune-localfunctions in the files field.hh and lfematrix.hh but I don't know what they are for.

The problem with ALGLIB, AFAIK, are interface changes between different versions. It is time-consuming to patch new version to run with Dune. The code relies on ALGLIB's linear algebra. It should be possible to replace the calls with linear algebra provided by Dune but it'd be quite a bit of work.

Is anyone besides Andreas and Martin interested in the functions provided?

Currently our options are:
i)   Keep the current status. That means we depends on external libraries 
     one has to get by email, it is not documented and most people don't 
     what it is for. I don't like the status quo.
ii)  Ask Sergey Bochkanov to relicense small part of ALGLIB for Dune and
     get the functions for everybody. Someone has to do the work and has
     to  advocate this way.
iii) Implement some of the functions without using ALGLIB. For example
     Lobatto-Points of the lowest few orders could be implemented by hard-
     coding the values in a file. This might be less work than ii) and
     suffice for most people. Still someone has to do this, but it can be
     done.

I thought ii) would be the right way but I was not ware of the disinterest on this topic and the amount of work. Would iii) suffice?
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