Fix memory leaks from the UMFPack wrapper
The main offender is TBB whose parallel sort has memory leaks (https://github.com/oneapi-src/oneDPL/pull/1589) so now, the parallel sorts need to be explicitly enabled.
The main offender is TBB whose parallel sort has memory leaks (https://github.com/oneapi-src/oneDPL/pull/1589) so now, the parallel sorts need to be explicitly enabled.