Innovative, fast, stable and efficient is how the author describe this high performance numerical library named FEAST!
The FEAST solver package is a free high-performance numerical library for solving the standard or generalized eigenvalue problem, and obtaining all the eigenvalues and eigenvectors within a given search interval. It is based on an innovative fast and stable numerical algorithm named the FEAST algorithm which deviates fundamentally from traditional eigenvalue algorithms.
The FEAST algorithm combines simplicity and efficiency and offers many important capabilities for achieving high performance, robustness, accuracy, and scalability on parallel architectures.
The code can be downloaded from the following website: the feast fortran library
Will give it a spin in couple of weeks time?