I want to use PARDISO with ARPACK to solver a genralized eigenvalue problem in shift-invert mode ( in ARPACK lingo , bmat='G', iparam(7)=3).

This requires using PARDISO to factor the matrix (A-sigma*M) where , in my case, A and M are large SPARSE matrices in CSR format, but not of identical sparse structure. I was wondering if in the MKL routines there is an efficient way to form the A-sigma*M matrix as a sparse matrix.

Andrew