[eigen] Eigen 3.1.0-alpha2 released with support for Intel MKL!

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Eigen 3.1.0-alpha2 has been released today.

The source archive is at:

The key novelty of this alpha release is the possibility to fallback
to Intel MKL [1] (or another external BLAS library) for a couple of
operations including matrix products (BLAS L2/L3), dense matrix
decompositions (LAPACKE), and math array operations (via the Intel
VML). These completely '''optional''' backends can be enabled through
some compile-time preprocessor directives as explained in the
respective manual page [2].
In the same vein, this version also brings support for the Intel MKL
PARDISO direct sparse solver.
Recall that [http://eigen.tuxfamily.org/Counter/redirect_to_mkl.php
Intel MKL] is '''proprietary''' software (see this notice [2]).

This new version also provides improved performance for small
matrix-matrix products, support for rank updates/downdates in LDLt and
LLT, a new fast sparse matrix assembly interface from a random list of
triplets, and many other minor improvements and fixes as detailed in
the changelog [3].

[1] Intel MKL - http://eigen.tuxfamily.org/Counter/redirect_to_mkl.php
[2] http://eigen.tuxfamily.org/dox-devel/TopicUsingIntelMKL.html
[3] http://http://eigen.tuxfamily.org/index.php?title=ChangeLog#Eigen_3.1.0-alpha2


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