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Add eigen backend #3

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@Delaunay Delaunay commented Sep 8, 2022

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@Delaunay Delaunay closed this Sep 9, 2022
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Eigen is a bit faster, I think the speedup will grow if matrices get bigger.
Eigen also provide SparseMatrice & solver that could be interesting to experiment with.

| Metrics   |   Eigen | Regular | Eigen < Regular |
|-----------|--------:|--------:|-----------------|
|    99.00% | 0.00748 | 0.00765 |       TRUE      |
|    95.00% | 0.00737 | 0.00752 |       TRUE      |
|    75.00% | 0.00679 | 0.00734 |       TRUE      |
|    Median | 0.00640 | 0.00656 |       TRUE      |
|       Avg | 0.00624 | 0.00658 |       TRUE      |
| Deviation | 0.00071 | 0.00074 |       TRUE      |

@Delaunay Delaunay reopened this Sep 10, 2022
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