Question

Ax=lambda*Bx

how to find the value of lambda using MKL?

Answer 1

The best function to call depends on the structure and data types of your matrices. Intel provides this guide on function selection for various eigen value solutions .

To set up your inputs, consult the
MKL Notes on calling from c

Here’s a snippet:

When calling LAPACK routines from C-language programs, make sure that you follow Fortran rules: Pass variables by ‘address’ as opposed to pass by ‘value’. Be sure to store your data Fortran-style, i.e. data stored column-major rather than row-major order.