This is really awesome work and I am extremely excited to see Eigen have such robust support for sparse matrices. I am hoping to add Eigen based sparse matrix support in Ceres Solver, so that we can reduce our dependencies for large scale solves down to just Eigen and glog if needed.
So, at the risk of sounding like an ingratiate I have a few questions.
1. I noticed that while the SparseLU and SparseQR modules are MPL2 compatible, SparseCholesky is not. Is there any hope/plan to have a MPL2 compatible sparse cholesky factorization in Eigen?
2. Are these factorizations threaded? if not are there any plans on adding threading support.
Thanks,
Sameer