Intel® MKL 11.0 Update 2 introduced a new component called Extended Eigensolver routines. These routines solve standard and generalized Eigenvalue problems for symmetric/Hermitian and symmetric/Hermitian positive definite sparse matrices. Specifically, these routines computes all the Eigenvalues and the corresponding Eigenvectors within a given search interval [λmin, λmax]:
sparse matrix
Intel® MKL Sparse Solvers Training Material
This article contains a training materials (in PDF format) on Intel® MKL Sparse Solvers which includes details of PARDISO/DSS, Iterative Solvers features and performance.
