The PEXSI library has been integrated into the SIESTA package for demonstrating efficient and accurate ab initio materials simulation on massively parallel machines, and can regularly handle systems with 10,000 to 100,000 electrons.
L. Lin, A. Garcia, G. Huhs and C. Yang, SIESTA-PEXSI: Massively parallel method for efficient and accurate ab initio materials simulation without matrix diagonalization, J. Phys. Condens. Matter 26, 305503, 2014.
Download link for SIESTA-PEXSI: http://departments.icmab.es/leem/siesta/CodeAccess/Code/siesta-pexsi/siesta-pexsi.html
PEXSI has also been recently integrated with CP2K.
Tutorials for compiling CP2K-PEXSI: http://www.cp2k.org/howto:compile