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]:
Intel® MKL now has support for Intel® Xeon Phi™ coprocessor based on the Intel® Many Integrated Core Architecture (Intel® MIC Architecture) on Linux* and Windows* OS. There are three Intel MKL usage models on Intel Xeon Phi coprocessor: automatic offload, compiler assisted offload and native execution.
Here is the list of Automatic Offload enabled functions in Intel MKL on Intel® Xeon Phi™ coprocessors:
- BLAS Level-3 subroutines - ?SYMM,?TRMM, ?TRSM, ?GEMM
New functionality in Intel MKL 11.0 now allows you to balance performance with reproducible results by allowing greater flexibility in code path choice and by ensuring that algorithms are deterministic. To learn more about Conditional Numerical Reproducibility (CNR) see the following resources: