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The FEAST algorithm is a subspace iteration method that uses a spectral projector as a rational filter in order to efficiently solve interior eigenvalue problems in parallel. Although the solutions from the FEAST algorithm converge rapidly…

Numerical Analysis · Mathematics 2016-05-30 Brendan Gavin , Eric Polizzi

The calculation of a segment of eigenvalues and their corresponding eigenvectors of a Hermitian matrix or matrix pencil has many applications. A new density-matrix-based algorithm has been proposed recently and a software package FEAST has…

Numerical Analysis · Mathematics 2014-01-21 Ping Tak Peter Tang , Eric Polizzi

Calculating portions of eigenvalues and eigenvectors of matrices or matrix pencils has many applications. An approach to this calculation for Hermitian problems based on a density matrix has been proposed in 2009 and a software package…

Numerical Analysis · Mathematics 2014-04-11 Ping Tak Peter Tang , James Kestyn , Eric Polizzi

The FEAST eigenvalue algorithm is a subspace iteration algorithm that uses contour integration in the complex plane to obtain the eigenvectors of a matrix for the eigenvalues that are located in any user-defined search interval. By…

Numerical Analysis · Mathematics 2017-06-05 Brendan Gavin , Eric Polizzi

We present a variant of the FEAST matrix eigensolver for solving restricted real and symmetric eigenvalue problems. The method is derived from a combination of a variant of the FEAST method, which employs two contour integrals per…

Numerical Analysis · Mathematics 2022-03-08 Man-Chung Yeung , Long Lee

The FEAST algorithm, due to Polizzi, is a typical contour-integral based eigensolver for computing the eigenvalues, along with their eigenvectors, inside a given region in the complex plane. It was formulated under the circumstance that the…

Numerical Analysis · Mathematics 2016-12-13 Guojian Yin

In a recent article [1], the FEAST algorithm has been presented as a general purpose eigenvalue solver which is ideally suited for addressing the numerical challenges in electronic structure calculations. Here, FEAST is presented beyond the…

Materials Science · Physics 2015-05-28 Alan Levin , Deyin Zhang , Eric Polizzi

The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem i.e. H({{\psi}}){\psi} = E{\psi}. This new scheme is derived from a…

Computational Physics · Physics 2015-06-12 Brendan Gavin , Eric Polizzi

A detailed new upgrade of the FEAST eigensolver targeting non-Hermitian eigenvalue problems is presented and thoroughly discussed. It aims at broadening the class of eigenproblems that can be addressed within the framework of the FEAST…

Numerical Analysis · Mathematics 2015-06-16 James Kestyn , Eric Polizzi , Ping Tak Peter Tang

The linear FEAST algorithm is a method for solving linear eigenvalue problems. It uses complex contour integration to calculate the eigenvectors whose eigenvalues that are located inside some user-defined region in the complex plane. This…

Computational Physics · Physics 2018-01-31 Brendan Gavin , Agnieszka Międlar , Eric Polizzi

The contour-integral based eigensolvers are the recent efforts for computing the eigenvalues inside a given region in the complex plane. The best-known members are the Sakurai-Sugiura (SS) method, its stable version CIRR, and the FEAST…

Numerical Analysis · Mathematics 2015-06-10 Guojian Yin , Raymond H. Chan , Man-Chung Yeung

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…

Numerical Analysis · Computer Science 2012-04-10 Lukas Krämer , Edoardo Di Napoli , Martin Galgon , Bruno Lang , Paolo Bientinesi

The FEAST method for solving large sparse eigenproblems is equivalent to subspace iteration with an approximate spectral projector and implicit orthogonalization. This relation allows to characterize the convergence of this method in terms…

Numerical Analysis · Mathematics 2014-07-31 Stefan Guettel , Eric Polizzi , Ping Tak Peter Tang , Gautier Viaud

We present Randomized-Accelerated FEAST (RA-FEAST), a hybrid algorithm that combines contour-integration-based eigensolvers with randomized numerical linear algebra techniques for efficiently computing partial eigendecompositions of…

Numerical Analysis · Mathematics 2025-12-02 Ayush Nadiger

The FEAST library package represents an unified framework for solving various family of eigenvalue problems and achieving accuracy, robustness, high-performance and scalability on parallel architectures. Its originality lies with a new…

Mathematical Software · Computer Science 2020-02-13 Eric Polizzi

The eigenvalue density of a matrix plays an important role in various types of scientific computing such as electronic-structure calculations. In this paper, we propose a quantum algorithm for computing the eigenvalue density in a given…

Quantum Physics · Physics 2021-12-13 Yasunori Futamura , Xiucai Ye , Tetsuya Sakurai

The FEAST eigensolver package is a free high-performance numerical library for solving the Hermitian and non-Hermitian eigenvalue problems, and obtaining all the eigenvalues and (right/left) eigenvectors within a given search interval or…

Mathematical Software · Computer Science 2015-06-17 Eric Polizzi , James Kestyn

Earlier this decade, the so-called FEAST algorithm was released for computing the eigenvalues of a matrix in a given interval. Previously, rational filter functions have been examined as a parameter of FEAST. In this thesis, we expand on…

Numerical Analysis · Computer Science 2017-10-24 Konrad Kollnig

We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis , Simon Vary , Bart Vandereycken

We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…

Numerical Analysis · Mathematics 2015-09-22 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow
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