[eigen] Parallel .solve(B) for B.cols() > 1

[Julian Kent <julian.kent@xxxxxxxxx>]

Hi all

Is there a reason that Eigen doesn't do a parallel x = decomposition.solve(B) by splitting B into column-wise chunks?

Using CompleteOrthogonalDecomposition and solving for B=Identity (to solve pinv) I'm getting a 5.5x speedup on a 6-core CPU, for matrix size 4000 x 4000

Is it just considered a simple enough problem that it isn't necessary to have it done automatically, is this something that was overlooked, or am I missing something here?

Thanks

Julian Kent