tansey

'''Fast sampling from a multivariate normal with covariance or precision
    parameterization. Supports sparse arrays. Params:
        - mu: If provided, assumes the model is N(mu, Q)
        - mu_part: If provided, assumes the model is N(Q mu_part, Q).
                    This is common in many conjugate Gibbs steps.
        - sparse: If true, assumes we are working with a sparse Q
        - precision: If true, assumes Q is a precision matrix (inverse covariance)
        - chol_factor: If true, assumes Q is a (lower triangular) Cholesky
                        decomposition of the covariance matrix
                        (or of the precision matrix if precision=True).