A FEAST algorithm with oblique projection for generalized eigenvalue problems.
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Publication:5355100
DOI10.1002/NLA.2092zbMATH Open1463.65078arXiv1404.1768OpenAlexW2963377495MaRDI QIDQ5355100FDOQ5355100
Authors: Guojian Yin, M. C. Yeung, Raymond H. Chan 
Publication date: 6 September 2017
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Abstract: 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 algorithm. An attractive computational advantage of these methods is that they are easily parallelizable. The FEAST algorithm was developed for the generalized Hermitian eigenvalue problems. It is stable and accurate. However, it may fail when applied to non-Hermitian problems. In this paper, we extend the FEAST algorithm to non-Hermitian problems. The approach can be summarized as follows: (i) to construct a particular contour integral to form a subspace containing the desired eigenspace, and (ii) to use the oblique projection technique to extract desired eigenpairs with appropriately chosen test subspace. The related mathematical framework is established. We also address some implementation issues such as how to choose a suitable starting matrix and design good stopping criteria. Numerical experiments are provided to illustrate that our method is stable and efficient.
Full work available at URL: https://arxiv.org/abs/1404.1768
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Cited In (13)
- A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems
- Block Krylov-type complex moment-based eigensolvers for solving generalized eigenvalue problems
- A contour-integral based method with Schur-Rayleigh-Ritz procedure for generalized eigenvalue problems
- A contour-integral based method for counting the eigenvalues inside a region
- FEAST for differential eigenvalue problems
- Contour integral eigensolver for non-Hermitian systems: a Rayleigh-Ritz-type approach
- Complex moment-based eigensolver coupled with two Krylov subspaces
- Fast Randomized Non-Hermitian Eigensolvers Based on Rational Filtering and Matrix Partitioning
- A FEAST SVDsolver based on Chebyshev-Jackson series for computing partial singular triplets of large matrices
- On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems
- A fast contour-integral eigensolver for non-Hermitian matrices
- Recursive integral method for transmission eigenvalues
- Krylov eigenvalue strategy using the FEAST algorithm with inexact system solves.
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