Support of MKL Sparse BLAS extensions through Eigen. https://software.intel.com/en-us/mkl-developer-reference-c-sparse-blas-level-2-and-level-3-routines. It would be nice if Eigen wraps the MKL Sparse BLAS extensions.
Wrapping around the linked routines should be relatively easy, but Intel says that they are deprecated (not sure if this is worth implementing, nevertheless). For the Inspector-executor Sparse BLAS https://software.intel.com/en-us/mkl-developer-reference-c-inspector-executor-sparse-blas-execution-routines there once was an attempt here (if someone wants to build on that): https://bitbucket.org/eigen/eigen/pull-requests/473/add-support-of-intel-r-mkl-inspector/ For anyone who wants to implement this: Please first read the corresponding discussions and make sure that there is actually a benefit from using MKL here. Also, try to avoid producing too much boiler-plate code.
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