GPU: Add sparse solvers, FFT, and SpMV (cuDSS, cuFFT, cuSPARSE)

Add GPU sparse direct solvers (Cholesky, LDL^T, LU) via cuDSS, 1D/2D FFT
via cuFFT with plan caching, and sparse matrix-vector/matrix multiply
(SpMV/SpMM) via cuSPARSE.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

Eigen/src/GPU/GpuSparseLU.h

@@ -0,0 +1,59 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+// GPU sparse LU factorization via cuDSS.
+//
+// For general (non-symmetric) sparse matrices. Uses pivoting.
+// Same three-phase workflow as GpuSparseLLT.
+//
+// Usage:
+//   GpuSparseLU<double> lu(A);          // analyze + factorize
+//   VectorXd x = lu.solve(b);           // solve
+
+#ifndef EIGEN_GPU_SPARSE_LU_H
+#define EIGEN_GPU_SPARSE_LU_H
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+#include "./GpuSparseSolverBase.h"
+
+namespace Eigen {
+
+/** GPU sparse LU factorization (general matrices).
+ *
+ * Wraps cuDSS with CUDSS_MTYPE_GENERAL and CUDSS_MVIEW_FULL.
+ * Accepts ColMajor SparseMatrix (CSC); internally converts to RowMajor
+ * CSR since cuDSS requires CSR input.
+ *
+ * \tparam Scalar_  float, double, complex<float>, or complex<double>
+ */
+template <typename Scalar_>
+class GpuSparseLU : public internal::GpuSparseSolverBase<Scalar_, GpuSparseLU<Scalar_>> {
+  using Base = internal::GpuSparseSolverBase<Scalar_, GpuSparseLU>;
+  friend Base;
+
+ public:
+  using Scalar = Scalar_;
+
+  GpuSparseLU() = default;
+
+  template <typename InputType>
+  explicit GpuSparseLU(const SparseMatrixBase<InputType>& A) {
+    this->compute(A);
+  }
+
+  static constexpr bool needs_csr_conversion() { return true; }
+  static constexpr cudssMatrixType_t cudss_matrix_type() { return CUDSS_MTYPE_GENERAL; }
+  static constexpr cudssMatrixViewType_t cudss_matrix_view() { return CUDSS_MVIEW_FULL; }
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_GPU_SPARSE_LU_H