I recently realized this functionality is available with pardiso - great!
I am testing it now and I have some questions. I have read the instructions in https://software.intel.com/en-us/mkl-developer-reference-c-intel-mkl-pardiso-parallel-direct-sparse-solver-interface#LOW_RANK.
In particular, I am using matching as I am solving a highly indefinite symmetric system: iparm=1. With iparm=1 the instructions for iparm say A must be filled with relevant values during phase 11. This makes me wonder whether iparm=1 is compatible with the low-rank update functionality (i.e. it suggests phase 11 must be run whenever A is updated as matching is enabled).
I also note that the improved two-level factorization algorithm must be used with the low rank update (iparm=10). But it is unclear to me whether matching works together with (improved) two-level factorization.
Could you please clarify?