title: Multithreaded MKL and Eigen
body: <p>I need to use a parallel linear algebra <strong>on OSX</strong> and <strong>as painlessly as possible</strong> (i.e., <em>at most</em> I can use HomeBrew with my colleagues) factorization library due to the number of DOFs I have in my problems.</p>
  
  <p>I've tried Armadillo, it supports sparse algebra which is what I need, I can link with the <code>Accelerate</code> framework, but it just <em>solves</em> linear problems, it doesn't support factorization AFAIK.</p>
  
  <p>Next, MKL, but nothing I can do seems to trigger threading, even with TBB:</p>
  
  <pre><code>tbb::task_scheduler_init scheduler(4);
  mkl_set_dynamic(true);
  mkl_set_num_threads(4);
  mkl_set_num_threads_local(4);
  </code></pre>
  
  <p>Eigen could be cool, but it seems that, like MKL, it won't run in parallel.</p>
  
  <p>Do you have any suggestions?</p>