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Benchmark intel MKL LDLT algorithms. #9

@pettni

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@pettni

The intel math kernel library (package libmkl-dev) contains both dense and sparse LDLT decompositions.

The dense version is a LAPACK implementation (dsytrf), must figure out how to link against it.

/usr/include/mkl/mkl_lapack.h

The sparse version can be interfaced with through the <Eigen/PardisoSupport> header.

/usr/include/mkl/mkl_pardiso.h

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