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FEAST Eigensolver: Theory, Recent Developments and Applications

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Friday, March 30, 2018 1:05 pm

This is a past event.

Eric Polizzi, Professor,

Department of Electrical and Computer Engineering,

Department of Mathematics and Statistics,

University of Massachusetts, Amherst

Abstract: The FEAST solver ( is a new open source numerical library for solving the eigenvalue problem, which has also been recently integrated into the INTEL-MKL library. The solver is based on an innovative numerical algorithm - the FEAST algorithm - which is using a combination of elements from complex analysis, numerical linear algebra and approximation theory for solving the eigenvalue problem. FEAST offers a set of important capabilities for achieving high-performance, robustness, accuracy, and potential for linear scalability on parallel architectures.

Since the first FEAST publication in 2009, we have been working on (i) establishing a solid mathematical foundation for the algorithm that successfully demonstrates its fast convergence property; (ii) advancing the algorithm development to broaden the class of eigenvalue problems  that can be addressed (e.g. non-Hermitian and non-linear); (iii) enhancing its multilevel parallel performances to achieve load balancing on high-end computing platform (PFEAST);  and (iv) removing the need for large-scale factorization using inexact subspace iterations (IFEAST).

In this presentation, we will review all the current features and developments of the solver, and discuss how FEAST has considerably broaden the perspectives for enabling reliable and high-performance eigenvalue computations with applications in computational nanosciences.

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