unsymmetric multifrontal multithreaded sparse LU factorization

 Suitesparse is a collection of libraries for computations involving
 sparse matrices.
 .
 ParU is an implementation of the multifrontal sparse LU factorization
 method. Parallelism is exploited both in the BLAS and across different frontal
 matrices using OpenMP tasking, a shared-memory programming model for modern
 multicore architectures. The package is written in C++ and real sparse matrices
 are supported.