Eigen
3.3.9

A sparse direct LU factorization and solver based on the PARDISO library.
This class allows to solve for A.X = B sparse linear problems via a direct LU factorization using the Intel MKL PARDISO library. The sparse matrix A must be squared and invertible. 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<> 
This class follows the sparse solver concept .