Hi,
i'm trying to solve (sparse) symmetric generalized eigenvalue problems using dfeast_scrgv().
It always worked fine with relatively small problems (up to 2000*2000 sparse matrix), but it turned out i can't solve the bigger ones (about 60000*60000 sparse matrix) as it always returns 'info = -2", that I know it refers to inner memory problems, but I don't know how to fix it.
The problem is solvable using other algorithms (not included in MKL).
I'm using the latest Intel MKL 2019 library and Intel C++ Compiler 19.0 on Visual Studio 2013 Platform Toolset.
May I ask you for some help?
Thanks in advance,
Daniele