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I have the identical SPD matrix and rhs but got the different solution using mkl 11.2.1 on win vs 11.1.0 on linux.
on win
Major version: 11
Minor version: 2
Update version: 1
Product status: Product
Build: n20141023
Processor optimization: Intel(R) Streaming SIMD Extensions 4.2 (Intel(R) SSE4.2) enabled processors
on linux
Major version: 11
Minor version: 1
Update version: 0
Product status: Product
Build: n20130711
Processor optimization: Intel(R) Advanced Vector Extensions (Intel(R) AVX) Enabled Processor
A related question: we want to use intel 15.0. It seems we must use mkl11.2. Is that true?
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What do you mean by "we want to use intel 15.0"? You mean Intel Parallel Studio XE 2015 Composer Edition?
Have you used the same #of threads when called Pardiso from 11.1 and 11.2 versions?
--Gennady
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xian-zhong.guos: why do you have different versions of the input (matrix and rhs) files for Linux and Windows? Are their contents, taken in pairs, the same? I have not looked at the contents of the files (since the files are large), but it should be understandable that different input files will give different output.
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Yes, we want to use Intel Parallel Studio XE 2015 Composer Edition.
Yes, I have compared the matrix/rhs from linux and win and they are same. Sorry, I could have just uploaded one set of matrix/rhs.
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They both use one thread.

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