One of the best things about Eigen is that it is the only linear algebra package that I know of that easily supports using the same code for low, high, and arbitrary precision floating point numbers. I had some linear system of equations that I need to solve in grad school where the condition number was small enough that double precision was not sufficient to solve the problem. I was able to very easily use double double, quad double [1], and arbitrary precision floating [2] point number implementations to solve these problems. The matrices I used were not especially large, but I couldn't find any other existing packages that fit this use case.

[1] https://www.davidhbailey.com/dhbsoftware/

[2] http://www.holoborodko.com/pavel/mpfr/