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Sparse Solver

Intel® MKL provides a user-callable direct sparse solver subroutine to solve symmetric and symmetricly-structured matrices with real or complex coefficients. For sparse symmetric matrices, this solver can solve both positive definite and indefinite systems.

pardiso calculates the solution of a set of sparse linear equations with multiple right-hand sides.
Fortran:
call pardiso(pt, maxfct, mnum, mtype, phase, n, a, ia, ja, perm, nrhs, iparm, msglvl, b, x, error)
C:
pardiso(pt, &maxfct, &mnum, &mtype, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);

Additionally to PARDISO interface, Intel MKL supports