Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver

DOI10.1137/140980090zbMath1321.65055arXiv1407.8078OpenAlexW1598589780MaRDI QIDQ2947045

Eric Polizzi, Gautier Viaud, Ping Tak Peter Tang, Stefan Güttel

Publication date: 21 September 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.8078

zbMATH Keywords

quadratureload balancinggeneralized eigenproblemfilter designFEAST method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Approximation by rational functions (41A20) Parallel numerical computation (65Y05)

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Uses Software

• FEAST
• CIRR

Cites Work

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• Contour integral eigensolver for non-Hermitian systems: a Rayleigh-Ritz-type approach
• The ADI minimax problem for complex spectra
• A projection method for generalized eigenvalue problems using numerical integration.
• Dissecting the FEAST algorithm for generalized eigenproblems
• CIRR: a Rayleigh-Ritz method with contour integral for generalized eigenvalue problems
• A filter diagonalization for generalized eigenvalue problems based on the Sakurai-Sugiura projection method
• Optimal finite difference grids and rational approximations of the square root I. Elliptic problems
• Near-Optimal Perfectly Matched Layers for Indefinite Helmholtz Problems
• Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
• FEAST As A Subspace Iteration Eigensolver Accelerated By Approximate Spectral Projection
• Numerical Algorithms Based on Analytic Function Values at Roots of Unity
• The Exponentially Convergent Trapezoidal Rule
• Efficient estimation of eigenvalue counts in an interval
• On a Zolotarev problem in the method of alternating directions
• An Error Analysis of Galerkin Projection Methods for Linear Systems with Tensor Product Structure
• A Numerical Method for Locating the Zeros of an Analytic Function

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