The exponentially convergent trapezoidal rule

LN Trefethen, JAC Weideman - SIAM review, 2014 - SIAM
It is well known that the trapezoidal rule converges geometrically when applied to analytic
functions on periodic intervals or the real line. The mathematics and history of this …

FEAST as a subspace iteration eigensolver accelerated by approximate spectral projection

PT Peter Tang, E Polizzi - SIAM Journal on Matrix Analysis and Applications, 2014 - SIAM
The calculation of a segment of eigenvalues and their corresponding eigenvectors of a
Hermitian matrix or matrix pencil has many applications. A new density-matrix-based …

[HTML][HTML] A filter diagonalization for generalized eigenvalue problems based on the Sakurai–Sugiura projection method

T Ikegami, T Sakurai, U Nagashima - Journal of Computational and …, 2010 - Elsevier
The Sakurai–Sugiura projection method, which solves generalized eigenvalue problems to
find certain eigenvalues in a given domain, was reformulated by using the resolvent theory …

Zolotarev quadrature rules and load balancing for the FEAST eigensolver

S Guttel, E Polizzi, PTP Tang, G Viaud - SIAM Journal on Scientific Computing, 2015 - SIAM
The FEAST method for solving large sparse eigenproblems is equivalent to subspace
iteration with an approximate spectral projector and implicit orthogonalization. This relation …

Numerical algorithms based on analytic function values at roots of unity

AP Austin, P Kravanja, LN Trefethen - SIAM Journal on Numerical Analysis, 2014 - SIAM
Let f(z) be an analytic or meromorphic function in the closed unit disk sampled at the n th
roots of unity. Based on these data, how can we approximately evaluate f(z) or f^(m)(z) at a …

FEAST eigensolver for non-Hermitian problems

J Kestyn, E Polizzi, PT Peter Tang - SIAM Journal on Scientific Computing, 2016 - SIAM
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 …

A projection method for nonlinear eigenvalue problems using contour integrals

S Yokota, T Sakurai - Jsiam Letters, 2013 - jstage.jst.go.jp
In this paper, we indicate that the Sakurai-Sugiura method with Rayleigh-Ritz projection
technique, a numerical method for generalized eigenvalue problems, can be extended to …

[HTML][HTML] Nonlinear eigenvalue problems and contour integrals

M Van Barel, P Kravanja - Journal of Computational and Applied …, 2016 - Elsevier
In this paper Beyn's algorithm for solving nonlinear eigenvalue problems is given a new
interpretation and a variant is designed in which the required information is extracted via the …

Efficient parameter estimation and implementation of a contour integral-based eigensolver

T Sakurai, Y Futamura… - Journal of Algorithms & …, 2013 - journals.sagepub.com
We consider an eigensolver for computing eigenvalues in a given domain and the
corresponding eigenvectors of large-scale matrix pencils. The Sakurai-Sugiura (SS) method …

Computing eigenvalues of real symmetric matrices with rational filters in real arithmetic

AP Austin, LN Trefethen - SIAM Journal on Scientific Computing, 2015 - SIAM
Powerful algorithms have recently been proposed for computing eigenvalues of large
matrices by methods related to contour integrals; best known are the works of Sakurai and …