[eigen] Symmetric Indefinite Solver Support

["Cowing-Zitron, Christopher" <ccowingzitron@xxxxxxxx>]

Hello,

I've been going through the Eigen documentation, and it appears that all the symmetry-preserving factorizations available require the matrix to be positive definite. Obviously, this is necessarily the case for the built-in LLt and LDLt factorizations, as they don't do any pivoting. But the documentation also claims that the Pardiso and Pastix LDLt modules only support definite matrices, whereas I know both of those libraries do support 2x2 pivoting for indefinite problems. Is this simply an error in the Eigen documentation? Or have the wrappers truly been written such that supporting symmetric indefinite problems is impossible? If the latter is the case, I would be happy to add indefinite support to those modules. I am already in the process of writing support modules for the Harwell Scientific Library symmetric indefinite solvers HSL_MA57 and HSL_MA86 (which uses OpenMP internally), and I can't imagine it would be much more work to add a few flags to support the Pardiso and Pastix indefinite solvers.

-- Chris Cowing-Zitron