SparseLU does not accept row-major matrices for the destination.

Eigen/src/SparseLU/SparseLU.h

@@ -140,6 +140,8 @@ class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typ
     }
 
     /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+      *
+      * \warning the destination matrix X in X = this->solve(B) must be colmun-major.
       *
       * \sa compute()
       */