Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver

@article{Gttel2015ZolotarevQR,
  title={Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver},
  author={S. G{\"u}ttel and E. Polizzi and P. Tang and G. Viaud},
  journal={SIAM J. Sci. Comput.},
  year={2015},
  volume={37}
}
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 of the error of a certain rational approximant to an indicator function. We propose improved rational approximants leading to FEAST variants with faster convergence, in particular, when using rational approximants based on the work of Zolotarev. Numerical… Expand
Enhancing the performance and robustness of the FEAST eigensolver
  • B. Gavin, E. Polizzi
  • Computer Science, Mathematics
  • 2016 IEEE High Performance Extreme Computing Conference (HPEC)
  • 2016
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