Support allocating the output beforehand

[sanderdemeyer]

Would it be possible to support a function like eigen!(A, (D, V)), where we have allocated the matrices where the input will be stored already, and eigen! copies the result there?

[RalphAS]

There is a package which handles this for BLAS-type elements: https://github.com/DynareJulia/FastLapackInterface.jl

If there is demand for it, I may be able to extend their methods with wrappers for the more general internal implementations in this package.

[sanderdemeyer]

I am mainly using this for BigFloats, so such an extension would definitely be interesting