Parameters 

Description 

B 

The sparse matrix B, which must be symmetric, positive definite and have full storage.  

D 

Returns the eigenvalues.  

EigVectors 

Returns the eigenvectors in rows. Pass nil for this paramter, if you don't require eigen-vectors,  

DesiredEigCount 

The function will return up to DesiredEigCount largest eigen values.  

fpm 

Processing parameter list. Leave nil, to use default values. Optiona: processing parameter list. Leave nil, to use default values. If you do pass this parameter, its length must be minimum 129 items. (Reference: Intel MKL manual).  

R 

Returns the relative residual vector  

fpm[0] 

0 Reserved for future use.  

fpm[1] 

6 Defines the tolerance for the stopping criteria: tol = 10-pm 1 + 1  

fpm[2] 

0 Specifies the algorithm to use: • 0 - Decided at runtime • 1 - The Krylov-Schur method • 2 - Subspace Iteration technique based on FEAST algorithm  

fpm[3] 

This parameter is referenced only for Krylov-Schur Method. It indicates the number of Lanczos/Arnoldi vectors (NCV) generated at each iteration. This parameter must be less than or equal to size of matrix and greater than number of eigenvalues (k0) to be computed. If unspecified, NCV is set to be at least 1.5 times larger than k0.  

fpm[4] 

Maximum number of iterations. If unspecified, this parameter is set to 10000 for the Krylov-Schur method and 60 for the subspace iteration method.  

fpm[5] 

0 Power of Chebychev expansion for approximate spectral projector. Only referenced when pm[2]=1  

fpm[6] 

1 Used only for Krylov-Schur Method. If 0, then the method only computes eigenvalues. If 1, then the method computes eigenvalues and eigenvectors. The subspace iteration method always computes eigenvectors/singular vectors. You must allocate the required memory space.  

fpm[7] 

Convergence stopping criteria.  

fpm[8] 

Specifies if for detecting convergence the solver must compute the true residuals for eigenpairs for the Krylov-Schur method or it can only use the residual norm estimates. If 0, only residual norm estimates are used. If 1, the solver computes not just residual norm estimates but also the true residuals as defined in the description of pm[7].  

fpm[9] 

Used only for the Krylov-Schur method and only as an output parameter. Reports the reason for exiting the iteration loop of the method: • If 0, the iterations stopped since convergence has been detected. • If -1, maximum number of iterations has been reached and even the residual norm estimates have not converged. • If -2, maximum number of iterations has been reached despite the residual norm estimates have converged (but the true residuals for eigenpairs have not). • If -3, the iterations stagnated and even the residual norm estimates have not converged. • If -4, the iterations stagnated while the eigenvalues have converged (but the true residuals for eigenpairs do not).  

fpm[10..128] 

reserved