A Julia implementation of the FEAST eigensolver algorithm [1]. Being develloped for learning and testing purposes.
Current functionality:
- Cauchy contour integral implemented using Gauss-Legendre quadrature along a circle.
- Solution of linear system using direct solver based on LU decomposition.
Limitation:
- The subspace dimension must estimated.
[1] "A Density Matrix-based Algorithm for Solving Eigenvalue Problems", Eric Polizzi, Phys. Rev. B 79, 115112 (2009), e-print: arXiv:0901.2665