Date of Award


Document Type

Master's Thesis

Degree Name

Master of Science in Mathematical Sciences (MS)

College, School or Department Name

Department of Mathematical Sciences


Allen Struthers


FEAST is a recently developed eigenvalue algorithm which computes selected interior eigenvalues of real symmetric matrices. It uses contour integral resolvent based projections. A weakness is that the existing algorithm relies on accurate reasoned estimates of the number of eigenvalues within the contour. Examining the singular values of the projections on moderately-sized, randomly-generated test problems motivates orthogonalization-based improvements to the algorithm. The singular value distributions provide experimentally robust estimates of the number of eigenvalues within the contour. The algorithm is modified to handle both Hermitian and general complex matrices. The original algorithm (based on circular contours and Gauss-Legendre quadrature) is extended to contours and quadrature schemes that are recursively subdividable. A general complex recursive algorithm is implemented on rectangular and diamond contours. The accuracy of different quadrature schemes for various contours is investigated.

Included in

Mathematics Commons