The FEAST solver package is a free high-performance numerical library for solving the standard or generalized eigenvalue problem, and obtaining all the eigenvalues and eigenvectors within a given search interval. It is based on an innovative fast and stable numerical algorithm -- named the FEAST algorithm -- which deviates fundamentally from the traditional Krylov subspace iteration based techniques (Arnoldi and Lanczos algorithms) or other Davidson-Jacobi techniques. The FEAST algorithm takes its inspiration from the density-matrix representation and contour integration technique in quantum mechanics. It is free from explicit orthogonalization procedures, and its main computational tasks consist of solving very few inner independent linear systems with multiple right-hand sides and one reduced eigenvalue problem orders of magnitude smaller than the original one. The FEAST algorithm combines simplicity and efficiency and offers many important capabilities for achieving high performance, robustness, accuracy, and scalability on parallel architectures.

This general purpose FEAST solver package includes both reverse communication interfaces and ready to use predefined interfaces for dense, banded and sparse systems. It includes double and single precision arithmetic, and all the interfaces are compatible with Fortran (77,90) and C. FEAST is both a comprehensive library package, and an easy to use software. This solver is expected to significantly augment numerical performances and capabilities in large-scale modern applications.

The current version v2.1 of the FEAST package focuses on solving the symmetric eigenvalue problems (real symmetric or complex Hermitian systems) on both shared-memory and distributed memory architectures (i.e contains both FEAST-SMP and FEAST-MPI packages).

Note : FEAST v2.1 (SMP version only) has also been directly integrated into INTEL MKL 11.2 under the name Intel MKL Extended Eigensolver

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