Intel® oneAPI Math Kernel Library Developer Reference - Fortran

Achieving Performance With Extended Eigensolver Routines

In order to use the Extended Eigensolver Routines , you need to provide

In return, you can expect

The performance of the basic FEAST algorithm depends on a trade-off between the choices of the number of Gauss quadrature points Ne, the size of the subspace M0, and the number of outer refinement loops to reach the desired accuracy. In practice you should use M0 > 1.5 M, Ne = 8, and at most two refinement loops.

For better performance:

Optimization Notice

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804

This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.