Hi,
I am trying to calculate the smallest real eigenvalues of a general problem A*V = B*V*D with sparse matrices using MKL and I have been having four problems when comparing to MATLAB:
1. I am always missing at least one of the smallest eigenvalues in MKL in comparison to MATLAB.
For example
2. Using the same matrix most of the eigenvalues I do get are almost Identical between MATLAB and MKL, but which of the eigenvalues I am missing is somewhat random.
Same System, different results
3. The smallest eigenvalue tend to be a several orders of magnitudes different between MATLAB and MKL (in some unfrequent cases not only the first)
MATLAB both Graphs: -0.000200
MKL first graph: 380057.918617
MKL second graph: 364053.320270
4. For some sparse matrices describing a very similar system with similar sparcity but different non-zero values I get no eigenvalues on MKL but several hundreds on MATLAB
I attached all data needed to reproduce my results in two Zips docs
Could somebody help me understand what I might be doing wrong or what alternative could I use to solve the problem
Thanks a lot
Andrés Delgado