Are you use Feast functionality from link in your post or corresponded Extended Eigensolver in official MKL release? In any case i could recommend to turn off OOC mode of PARDISO - the simplest way is to use RCI interface of FEAST or Extended EigenSolver and switch iparm(1) and iparm(60) to 1.
Thanks Alexander for your help. I am using Feast found at that link. I managed to use RCI and switch to OOC mode.
Now I am getting a Error code -10 return by the Pardiso (during factorization (ZeB-A) ), I see that the documentation says that this error can happen in the case of wrong permissions or when files were removed or blocked or not released after the previous steps. I do have the permission and I am see that its writing the files in the specified location.
Can throw some light as to whats happening and how i can get around the issue.