fix sparspak solves in multithreaded loop

[j-fu]

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

Additional context

This should solve PetrKryslUCSD/Sparspak.jl#38 .

[j-fu]

Added a test for this, however tests run with just one thread, so it probably would not detect anything. Not sure how to fix this.

[ChrisRackauckas]

If we need to, then we can spin up a multithreaded test group on buildkite https://github.com/SciML/OrdinaryDiffEq.jl/blob/master/.buildkite/pipeline.yml#L34

[j-fu]

I think it would be good to have this available, however I don't feel able to set this up myself. It would be good if someone could add a skeleton for this in a PR.

It would be good to accept the actual PR independent of this in order to resolve the issue linked above (from someone who runs several ODE solves in multiple threads).