Add license and copyright information to README.md.

Author: wo80

README.md

@@ -18,3 +18,15 @@ All methods are described in detail in the excellent textbook _Direct Methods fo
 * Creating a [sparse Cholesky factorization](https://github.com/wo80/CSparse.NET/wiki/Sparse-Cholesky-example)
 * Creating a [sparse QR factorization](https://github.com/wo80/CSparse.NET/wiki/Sparse-QR-example)
 * Using [Math.NET Numerics and CSparse.NET](https://github.com/wo80/CSparse.NET/wiki/Math.NET-Numerics-and-CSparse)
+
+## License
+
+CSparse: a Concise Sparse Matrix package.
+
+Copyright (c) 2006-2017, Timothy A. Davis.
+
+This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version.
+
+This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU Lesser General Public License for more details.
+
+You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301 USA