Eigen
3.3.9

A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library.
This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite. 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<> 
UpLo  can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used. UpperLower can be used to tell both triangular parts can be used as input. 
This class follows the sparse solver concept .