Hi,
I am running the FEAST algorithm on Mathematica/10.0. I have sparse matrices of dimension around 500,000, looking for around 50 eigenvalues. I have noticed the runtime depends massively on what the entries are.
For instance, if I have two sparse matrices with precisely the same non-zero entries, I just modify them slightly, the runtime can slow down 5x or more. The specified intervals are the same and the results return very nearly the same number of eigenvalues.
Is this a known issue with FEAST?
Thanks,
Stephen
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I'm not sure what you mean by portrait. If you mean the search interval, then I did not change it, but both cases return the same number of eigenvalues (around 50). I set the subspace size to 100. The interval includes 0.
Thanks,
Stephen