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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

In this work, we combine Beyn's method and the recently developed recursive integral method (RIM) to propose a contour integral-based, region partitioning eigensolver for nonlinear eigenvalue problems. A new partitioning criterion is…

Numerical Analysis · Mathematics 2025-03-18 Yuqi Liu , Jose E. Roman , Meiyue Shao

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

Nonlinear eigenvalue problems (NEPs) present significant challenges due to their inherent complexity and the limitations of traditional linear eigenvalue theory. This paper addresses these challenges by introducing a nonlinear…

Numerical Analysis · Mathematics 2024-09-18 Ronald Katende

Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization…

Numerical Analysis · Mathematics 2021-01-01 Michael C. Brennan , Mark Embree , Serkan Gugercin

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 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 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

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

Solving large-scale Generalized Eigenvalue Problems (GEPs) is a fundamental yet computationally prohibitive task in science and engineering. As a promising direction, contour integral (CI) methods, such as the CIRR algorithm, offer an…

Machine Learning · Computer Science 2025-11-05 Yeqiu Chen , Ziyan Liu , Hong Wang

We propose an algorithm for general nonlinear eigenvalue problems to compute physically relevant eigenvalues within a chosen contour. Eigenvalue information is explored by contour integration incorporating different weight functions. The…

Computational Physics · Physics 2020-11-19 Felix Binkowski , Lin Zschiedrich , Sven Burger

We consider nonlinear eigenvalue problems to compute all eigenvalues in a bounded region on the complex plane. Based on domain decomposition and contour integrals, two robust and scalable parallel multi-step methods are proposed. The first…

Numerical Analysis · Mathematics 2024-01-18 Yingxia Xi , Jiguang Sun

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

A new numerical algorithm for solving the symmetric eigenvalue problem is presented. The technique deviates fundamentally from the traditional Krylov subspace iteration based techniques (Arnoldi and Lanczos algorithms) or other…

Computational Engineering, Finance, and Science · Computer Science 2009-11-13 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

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

An efficient contour integral technique to approximate a cluster of nonlinear eigenvalues of a polynomial eigenproblem, circumventing certain large inversions from a linearization, is presented. It is applied to the nonlinear eigenproblem…

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

A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…

Numerical Analysis · Mathematics 2015-01-09 Hehu Xie
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