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The FEAST library package represents an unified framework for solving variousfamily of eigenvalue problems and achieving accuracy, robustness,high-performance and scalability on parallel architectures. Its originalitylies with a new transformative numerical approach to the traditional eigenvaluealgorithm design - the FEAST algorithm. The algorithm gathers key elements fromcomplex analysis, numerical linear algebra and approximation theory, toconstruct an optimal subspace iteration technique using approximate spectralprojectors. FEAST can be used for solving both standard and generalized formsof the Hermitian or non-Hermitian problems (linear or non-linear), and itbelongs to the family of contour integration eigensolvers. FEAST's maincomputational task consists of a numerical quadrature computation that involvessolving independent linear systems along a complex contour, each with multipleright hand sides. In v4.0, FEAST has been reimplemented using an inverseresidual iteration algorithm which enables the linear systems to be solved withvery low accuracy (in single precision) with no impact on the FEAST doubleprecision convergence rate. As a result, v4.0 is on average 3-4 times fasterthan v2.1 and v3.0 using new default optimization parameters (v2.1 has beenfeatured as Intel-MKL's principal HPC eigensolver since 2013). v4.0 alsoimplements new important features such as IFEAST (using Inexact Iterativesolver), Non-linear polynomial FEAST, and PFEAST with its 3-MPI levels ofparallelism. FEAST is both a comprehensive library package, and an easy to usesoftware. It includes flexible reverse communication interfaces and ready touse driver interfaces for dense, banded and sparse systems.

FEAST Eigenvalue Solver v4.0 User Guide