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To get a better performance for eigen value decomposition, I would like til link with MKL. I am on Windows using MKL 11.1 and Visual Studio 2012. Here is my code:
which runs just fine without the "#include EIGEN_USE_LAPACKE" statement. However with the statement i get the following error:
Am I doing something wrong or is Eigen simply not compatible with MKL 11.1? Thanks, emher |
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Have you looked at this page http://software.intel.com/en-us/article ... e-advisor/ to find the right compilation flags?
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