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The Intel® oneAPI Math Kernel Library PARDISO package is a high-performance, robust, memory fficient, and easy to use software package for solving large sparse linear systems of equations on shared memory multiprocessors.
https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/sparse-solver-routines/onemkl-pardiso-parallel-direct-sparse-solver-iface.html
Related: #52
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