Eigen
3.3.9

A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library.
This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite. For complex matrices, A can also be symmetric only, see the Options template parameter. The vectors or matrices X and B can be either dense or sparse.
By default, it runs in incore mode. To enable PARDISO's outofcore feature, set:
MatrixType  the type of the sparse matrix A, it must be a SparseMatrix<> 
Options  can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used. Symmetric can be used for symmetric, nonselfadjoint complex matrices, the default being to assume a selfadjoint matrix. UpperLower can be used to tell both triangular parts can be used as input. 
This class follows the sparse solver concept .