Add `check=false` with newest KLU

[rayegun]

Checklist

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

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 :warning:

Additional details and impacted files

```diff @@ 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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