Dissecting the FEAST algorithm for generalized eigenproblems
Numerical Analysis
2012-04-10 v1 Numerical Analysis
Abstract
We analyze the FEAST method for computing selected eigenvalues and eigenvectors of large sparse matrix pencils. After establishing the close connection between FEAST and the well-known Rayleigh-Ritz method, we identify several critical issues that influence convergence and accuracy of the solver: the choice of the starting vector space, the stopping criterion, how the inner linear systems impact the quality of the solution, and the use of FEAST for computing eigenpairs from multiple intervals. We complement the study with numerical examples, and hint at possible improvements to overcome the existing problems.
Cite
@article{arxiv.1204.1726,
title = {Dissecting the FEAST algorithm for generalized eigenproblems},
author = {Lukas Krämer and Edoardo Di Napoli and Martin Galgon and Bruno Lang and Paolo Bientinesi},
journal= {arXiv preprint arXiv:1204.1726},
year = {2012}
}
Comments
11 Pages, 5 Figures. Submitted to Journal of Computational and Applied Mathematics