@agramfort :
Here instead of `alphas` we can return `np.arange(n_features)`, followed by `active` and `coef` and this should be usable as-is inside the `_lars_path_residues` function. Unfortunately there is duplication of normalization code and logic and OMP normalization is non-trivial when precomputing is in play.  However I wonder whether many people actually use precomputing; and if so; in another context than sparse coding (where we already have a convenience function).  Maybe we can simplify the logic a bit by disallowing some things, and allow power users to do it through functions instead of estimators.