Introducing the Extended Eigensolver for sparse matrices and more

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Introducing the Extended Eigensolver for sparse matrices and more

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Intel® MKL 11.0 update 2 introduces an Extended Eigensolver, which can solve Eigenvalue problems for sparse matrices (CSR format). Band matrices and dense matrices are also supported. Please see this article: http://software.intel.com/en-us/articles/introduction-to-the-intel-mkl-extended-eigensolver

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