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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

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 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

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

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 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

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

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 success of the application of machine-learning techniques to compilation tasks can be largely attributed to the recent development and advancement of program characterization, a process that numerically or structurally quantifies a…

Programming Languages · Computer Science 2016-11-01 Pai-Shun Ting , Chun-Chen Tu , Pin-Yu Chen , Ya-Yun Lo , Shin-Ming Cheng

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

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

This paper proposes a unique optimization approach for estimating the minimax rational approximation and its application for evaluating matrix functions. Our method enables the extension to generalized rational approximations and has the…

Numerical Analysis · Mathematics 2025-04-03 Nir Sharon , Vinesha Peiris , Nadia Sukhorukova , Julien Ugon

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

Matrix factorization (MF) is a widely used collaborative filtering (CF) algorithm for recommendation systems (RSs), due to its high prediction accuracy, great flexibility and high efficiency in big data processing. However, with the…

Information Retrieval · Computer Science 2026-03-26 Yining Wu , Shengyu Duan , Gaole Sai , Chenhong Cao , Guobing Zou

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

Optimization and Control · Mathematics 2019-04-25 Yongfeng Li , Haoyang Liu , Zaiwen Wen , Yaxiang Yuan

This paper provides a new way of developing the fast iterative shrinkage/thresholding algorithm (FISTA) that is widely used for minimizing composite convex functions with a nonsmooth term such as the $\ell_1$ regularizer. In particular,…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

The "fast iterative shrinkage-thresholding algorithm", a.k.a. FISTA, is one of the most well-known first-order optimisation scheme in the literature, as it achieves the worst-case $O(1/k^2)$ optimal convergence rate in terms of objective…

Optimization and Control · Mathematics 2021-01-21 Jingwei Liang , Tao Luo , Carola-Bibiane Schönlieb

In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through non-linear least square optimization of…

Numerical Analysis · Mathematics 2021-12-14 Konrad Kollnig , Paolo Bientinesi , Edoardo Di Napoli

We consider information retrieval when the data, for instance multimedia, is coputationally expensive to fetch. Our approach uses "information filters" to considerably narrow the universe of possiblities before retrieval. We are especially…

Information Retrieval · Computer Science 2007-05-23 Neil C. Rowe
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