You need to check your system paths. Please check MKL and Compiler User's guide how to install these.
below you may see the quick check how this example is compiled and executed from command line prompt.
I used Intel Fortran Compiler and usual option /Qmkl ( linking with LP64 and threading layer of MKL). MKL 2018. Everething works as expected.
C:\Apps\Intel2018\compilers_and_libraries\windows\mkl\examples\solvers_eef\source>dexample_sparse_f.exe
Sparse matrix size 11
Search interval 3.00000000000000 7.00000000000000
Testing dfeast_scsrev
Intel MKL Extended Eigensolvers: double precision driver
Intel MKL Extended Eigensolvers: List of input parameters fpm(1:64)-- if different from default
Intel MKL Extended Eigensolvers: fpm(1)=1
Search interval [3.000000000000000e+00;7.000000000000000e+00]
Intel MKL Extended Eigensolvers: Size subspace 8
#Loop | #Eig | Trace | Error-Trace | Max-Residual
0,6,2.570747125938328e+01,1.000000000000000e+00,6.482954464586578e-06
1,6,2.570747126011605e+01,1.046817236069078e-10,3.387996133676337e-11
2,6,2.570747126011606e+01,5.075305255429287e-16,5.090168922706407e-16
Intel MKL Extended Eigensolvers have successfully converged (to desired tolerance).
Intel MKL Extended Eigensolvers have successfully converged (to desired tolerance).
FEAST OUTPUT INFO 0
Number of eigenvalues found 6
Computed | Expected
Eigenvalues | Eigenvalues
3.17157287525381 3.17157287525381
4.00000000000000 4.00000000000000
4.00000000000000 4.00000000000000
4.12924848418909 4.12924848418909
4.40664990067315 4.40664990067315
6.00000000000000 6.00000000000000
Max value of
| computed eigenvalue -expected eigenvalues | 2.664535259100376E-015
*************************************************
************** REPORT ***************************
*************************************************
# Search interval [Emin,Emax] 3.00000000000000 7.00000000000000
# mode found/subspace 6 8
# iterations 2
Relative error on the trace 5.075305255429287E-016
Eigenvalues/Residuals
1 3.17157287525381 | 1.752559301667446E-016
2 4.00000000000000 | 3.947600454143145E-016
3 4.00000000000000 | 3.904784723663274E-016
4 4.12924848418909 | 1.892424847101820E-016
5 4.40664990067315 | 4.219595942862164E-016
6 6.00000000000000 | 5.090168922706407E-016
Max absolute value of the matrix
(transposed of X)*X-I 4.440892098500626E-016
Testing dfeast_scsrgv
Intel MKL Extended Eigensolvers: double precision driver
Intel MKL Extended Eigensolvers: List of input parameters fpm(1:64)-- if different from default
Intel MKL Extended Eigensolvers: fpm(1)=1
Search interval [3.000000000000000e+00;7.000000000000000e+00]
Intel MKL Extended Eigensolvers: Size subspace 8
#Loop | #Eig | Trace | Error-Trace | Max-Residual
0,7,3.259411364459005e+01,1.000000000000000e+00,4.822065566418076e-01
1,6,2.570747126011606e+01,9.838060549248558e-01,5.007802803472852e-11
2,6,2.570747126011605e+01,1.522591576628786e-15,3.835996311692877e-16
Intel MKL Extended Eigensolvers have successfully converged (to desired tolerance).
Intel MKL Extended Eigensolvers have successfully converged (to desired tolerance).
FEAST OUTPUT INFO 0
Number of eigenvalues found 6
Computed | Expected
Eigenvalues | Eigenvalues
3.17157287525381 3.17157287525381
4.00000000000000 4.00000000000000
4.00000000000000 4.00000000000000
4.12924848418909 4.12924848418909
4.40664990067315 4.40664990067315
6.00000000000000 6.00000000000000
Max | computed eigenvalue -expected eigenvalues | 1.776356839400250E-015
*************************************************
************** REPORT ***************************
*************************************************
# Search interval [Emin,Emax] 3.00000000000000 7.00000000000000
# mode found/subspace 6 8
# iterations 2
Relative error on the trace 1.522591576628786E-015
Eigenvalues/Residuals
1 3.17157287525381 | 1.359734746820817E-016
2 4.00000000000000 | 3.027799317329866E-016
3 4.00000000000000 | 3.820159509369450E-016
4 4.12924848418909 | 2.429464330738821E-016
5 4.40664990067315 | 3.835996311692877E-016
6 6.00000000000000 | 3.042645045144006E-016
Max absolute value of the matrix
(transposed of X)*X-I 7.771561172376096E-016
0