Intel® Math Kernel Library (Intel® MKL) provides user-callable sparse solver software to solve real or complex, symmetric, structurally symmetric or nonsymmetric, positive definite, indefinite or Hermitian square sparse linear system of algebraic equations.
The terms and concepts required to understand the use of the Intel MKL sparse solver routines are discussed in the Appendix "Linear Solvers Basics". If you are familiar with linear sparse solvers and sparse matrix storage schemes, you can skip these sections and go directly to the interface descriptions.
See the description of
the direct sparse solver based on PARDISO* which is referred to here as Intel MKL PARDISO;
the alternative interface for the direct sparse solver which is referred to here as the DSS interface;
iterative sparse solvers (ISS) based on the reverse communication interface (RCI);
and two preconditioners based on the incomplete LU factorization technique.