Reduce memory usage in covariance estimation. When using the SPARSE_QR algorithm, now a Q-less factorization is used. This results in significantly less memory usage. The inversion of the semi-normal equations is now threaded using openmp. Indeed if one has SuiteSparse compiled with TBB, then both the factorization and the inversion are completely threaded. Change-Id: Ia07591e48e7958d427ef91ff9e67662f6e982c21