Windows

Add in-place LU decomposition option for linear solve (#698) #1869

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Run time

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Job	Run time
clang (11)	5m 28s
clang (12)	6m 3s
clang (13)	5m 14s
clang (14)	5m 22s
clang-cl-11 (Win32)	9m 5s
clang (15)	5m 42s
mingw (x64)	18m 12s
clang-cl-11 (x64)	6m 52s
msvc2022 (Release, Win32)	5m 6s
msvc2022 (Release, x64)	5m 13s
	1h 12m 17s