Shared memory or distributed? For the latter I would look at Elemental. For the former, you can use a multithreaded BLAS in the LAPACK eigenvalue calls, though from reports it appears MKL is often better optimized on eigenvalue computation that openblas.
- [julia-users] Compute eigenvalues in parallel AStupidbear
- [julia-users] Compute eigenvalues in parallel Tony Kelman
