FEAST Eigenvalue Solver v3.0 User Guide (1203.4031v3)

Abstract: The FEAST eigensolver package is a free high-performance numerical library for solving the Hermitian and non-Hermitian eigenvalue problems, and obtaining all the eigenvalues and (right/left) eigenvectors within a given search interval or arbitrary contour in the complex plane. Its originality lies with a new transformative numerical approach to the traditional eigenvalue algorithm design - the FEAST algorithm. The FEAST eigensolver combines simplicity and efficiency and it offers many important capabilities for achieving high performance, robustness, accuracy, and scalability on parallel architectures. FEAST is both a comprehensive library package, and an easy to use software. It includes flexible reverse communication interfaces and ready to use predefined interfaces for dense, banded and sparse systems. The current version v3.0 of the FEAST package can address both Hermitian and non-Hermitian eigenvalue problems (real symmetric, real non-symmetric, complex Hermitian, complex symmetric, or complex general systems) on both shared-memory and distributed memory architectures (i.e contains both FEAST-SMP and FEAST-MPI packages). This User's guide provides instructions for installation setup, a detailed description of the FEAST interfaces and a large number of examples.