perf(solvers): scope default one-equation calls to one thread

tests/unit/math/dense_blas_internal_test.cpp

@@ -108,5 +108,36 @@ TEST(DenseBlasInternal, CholeskyAndInverseMatchKnownFactorsAndKeepFailedOutput)
                std::invalid_argument);
 }
 
+TEST(DenseBlasInternal, SingleEquationScopeRestoresTlsAndRespectsOverrides) {
+  const int previous = mkl_set_num_threads_local(0);
+  struct Restore {
+    int previous;
+    ~Restore() { static_cast<void>(mkl_set_num_threads_local(previous)); }
+  } restore{previous};
+  const int default_threads = mkl_get_max_threads();
+  {
+    const ScopedSingleEquationThreads scope{1U};
+    EXPECT_EQ(mkl_get_max_threads(), 1);
+  }
+  EXPECT_EQ(mkl_get_max_threads(), default_threads);
+  EXPECT_EQ(mkl_set_num_threads_local(0), 0);
+  {
+    const ScopedSingleEquationThreads scope{2U};
+    EXPECT_EQ(mkl_get_max_threads(), default_threads);
+  }
+  try {
+    const ScopedSingleEquationThreads scope{1U};
+    throw std::runtime_error{"scope failure"};
+  } catch (const std::runtime_error&) {
+  }
+  EXPECT_EQ(mkl_set_num_threads_local(0), 0);
+  static_cast<void>(mkl_set_num_threads_local(3));
+  {
+    const ScopedSingleEquationThreads scope{1U};
+    EXPECT_EQ(mkl_get_max_threads(), 3);
+  }
+  EXPECT_EQ(mkl_get_max_threads(), 3);
+}
+
 }  // namespace
 }  // namespace fesa::dense_blas_internal