-9. Make it work on a cartesian product of cones in the wrong order
- (apply a perm utation before/after).
+9. Come up with a fast heuristic (like making nu huge and taking e1 as
+ our point) that finds a primal feasible point.
+
+10. Ensure that we only compute eigenvalues of *symmetric* matrices
+ (so that the eigenvalues are real).