Intel® Math Kernel Library (Intel® MKL) provides user-callable sparse solver software to solve real or complex, symmetric, structurally symmetric or non-symmetric, positive definite, indefinite or Hermitian sparse linear system of equations.
The terms and concepts required to understand the use of the Intel MKL sparse solver routines are discussed in the Appendix "Linear Solvers Basics". If you are familiar with linear sparse solvers and sparse matrix storage schemes, you can skip these sections and go directly to the interface descriptions.
See the description of the direct sparse solver PARDISO* and the alternative interface for the direct sparse solver referred to here as DSS interface; iterative sparse solvers (ISS) based on the reverse communication interface (RCI); and two preconditioners based on the incomplete LU factorization technique.
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