Aidan Costello comments

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                                            Aidan Costello

Directly use scipy lapack functions instead of scipy wrappers

I would like to work on this. Would it be necessary/relevant to replace the wrappers outside of `perform` methods? (e.g. [lu_factor.py](https://github.com/pymc-devs/pytensor/blob/6aeed97c6baa795f5b7c03c8c231621510349b8d/pytensor/link/numba/dispatch/linalg/decomposition/lu_factor.py#L63-L68), test suites )

Directly use scipy lapack functions instead of scipy wrappers

I am unsure if I've missed some assumptions that would eliminate more of the checks that are in the `scipy` wrapper. There seems to be a small improvement. The `check_finite`...

Directly use scipy lapack functions instead of scipy wrappers

Since the changes were very similar to Cholesky, I thought it would be more convenient for reviewing to put CholeskySolve, LUFactor, SolveTriangular in one PR. If not I can make...

Directly use scipy lapack functions instead of scipy wrappers

The existing `lu_solve`/`_lu_solve` functions don't call Scipy and just use `slinalg.solve_triangular`. Should this still be changed to use `getrs` if `solve_triangular` is no longer using Scipy?