Add check=false with newest KLU

[rayegun]

Checklist

• Appropriate tests were added
• Any code changes were done in a way that does not break public API
• All documentation related to code changes were updated
• The new code follows the
  contributor guidelines, in particular the SciML Style Guide and
  COLPRAC.
• Any new documentation only uses public API

[rayegun]

Note @oscardssmith that infeasible isn't necessarily a correct retcode for both UMFPACK and KLU. It could be an OOM (I know that's pretty much fatal, but it could be), etc. allowsingular may be a better keyword to use starting in 1.11.

[codecov]

Codecov Report

Attention: Patch coverage is 87.50000% with 1 lines in your changes are missing coverage. Please review.

Project coverage is 66.16%. Comparing base (f97cf52) to head (d8f8c2c).

Files	Patch %	Lines
src/factorization.jl	87.50%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #478      +/-   ##
==========================================
- Coverage   66.31%   66.16%   -0.16%     
==========================================
  Files          28       28              
  Lines        2203     2202       -1     
==========================================
- Hits         1461     1457       -4     
- Misses        742      745       +3     

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