numerical-methodspardiso

Using ARPACK with PARDISO

This is a question similar to a question here.

I wonder is there already an open source implementation or example of ARPACK Eigensolver that works well with PARDISO solver and Intel mkl library?

Solution

  • I've implemented it already, in C#.

    The idea is that one must convert the matrix format in CSR format. Then, one can use MKL to compute linear equation solving algorithm ( using pardiso solver), the matrix-vector manipulation.