The Extended Eigensolver functionality in Intel Math Kernel Library (Intel MKL) is based on the FEAST Eigenvalue Solver 2.0 (http://www.ecs.umass.edu/~polizzi/feast) in compliance with a BSD license agreement.
Extended Eigensolver uses the same naming convention as the original FEAST package.
Intel MKL only supports the shared memory programming (SMP) version of the eigenvalue solver.
The FEAST Algorithm gives a brief description of the algorithm underlying the Extended Eigensolver.
Extended Eigensolver Functionality describes the problems that can and cannot be solved with the Extended Eigensolver and how to get the best results from the routines.
Extended Eigensolver Interfaces gives a reference for calling Extended Eigensolver routines.