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Multiple system OOC solves #125

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@briochemc

I have 12 matrices A and need to repeatedly solve the linear systems A * x = b where I change the right-hand-sides (the bs) but not the matrices (the As). These 12 matrices can be quite big so I quickly hit memory issues during MKLPardiso's factorization phase, so I thought I should try MKLPardiso's out-of-core (OOC) feature. So I have a couple of questions (any pointers much appreciated):

  1. Do I just need to set IPARM[59] = 2 to run MKLPardiso out of core?
  2. How can ensure that the factorizations of my 12 systems are written to 12 different files? Reading the MKLPardiso docs it looks like I should use a config file / environment variables to set these, but this is about a single linear system. What do I do when I have many systems? I thought maybe I could set environment variables at run time, but the Julia docs suggest it's a bad idea.

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