Intel® Math Kernel Library 2019 Developer Reference - C

Extended Eigensolver Routines

The Extended Eigensolver functionality in Intel Math Kernel Library (Intel MKL) supports two types of partial eigenvalue problem:

Note

Intel MKL only supports the shared memory programming (SMP) version of the eigenvalue solver.

Routines to find the largest/smallest eigenvalues support only symmetric real sparse (CSR, BSR) matrices.

Routines to find the eigenvalues within an interval support only real and complex Hermitian matrices.