Try superlu with incomplete cholesky preconditioning

[ViralBShah]

One possibility to improve memory utilization is to use superlu with incomplete cholesky preconditioning. Scipy seems to have incomplete-LU from superlu, which could allow for a quick trial.

If this works, it could potentially use lesser memory. Trying it casually did not work, and some more effort is required to figure out what's going on.