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Add functionality test for LUSOL #189
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Overall, this file is structured very clearly. Separating the code into more functions, incorporating data files without hardcoded paths, avoiding manual memory management with new/delete, and adding some more high level comments that provide more insight into exactly what is going on with the validation sections would improve it. I selected the "Submit feedback that must be addressed before merging." option before submitting this review: if you prefer, I can instead select "Submit general feedback without explicit approval" in future reviews.
The test is based on KLU functionality test but because LUSOL does not have refactorization option, the test simply performs two full factorizations for different matrices.
This is based on @superwhiskers test in #164.
Resolves #158.