Directly use scipy lapack functions instead of scipy wrappers

[jessegrabowski]

Description

We take small performance hits by using scipy.linalg functions rather than directly calling lapack functions in our perform methods. These wrappers include a lot of data validation checks that we don't need, and sometimes end up copying things that we don't want to copy.

Instead of using these wrappers, we can use scipy.linalg.get_lapack_funcs to get and use the relevant routine. For example, calling potrs instead of using linalg.cholesky.

Which routine to call is easy to figure out by looking at the scipy source code and checking which function the wrapper calls, and with which arguments.