FEAST eigensolver for nonlinear eigenvalue problems

The linear FEAST algorithm is a method for solving linear eigenvalue problems. It uses complex contour integration to calculate the eigenvectors associated with eigenvalues that are located inside some user-defined region in the complex plane. This makes it possible to parallelize the process of solving eigenvalue problems by simply dividing the complex plane into a collection of disjoint regions and calculating the eigenpairs in each region independently of the eigenpairs in the other regions. In this paper we present a generalization of the linear FEAST algorithm that can be used to solve nonlinear eigenvalue problems. Like its linear progenitor, the nonlinear FEAST algorithm can be used to solve nonlinear eigenvalue problems for the eigenpairs corresponding to eigenvalues that lie in a user-defined region in the complex plane, thereby allowing for the calculation of large numbers of eigenpairs in parallel. We describe the nonlinear FEAST algorithm, and use several physically motivated examples to demonstrate its properties.