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FEAST Mathematica

Stephen_S_2
Beginner
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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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5 Replies
Alexander_K_Intel2
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HI,

Have you change portrait or only nonzero values in portrait?

Thanks,

Alex 

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Stephen_S_2
Beginner
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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

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Alexander_K_Intel2
581 Views

Hi Stephen,

By changing protrait i mean changing ia and ja arrays. Or you change only values of matrix?

Thanks,

Alex

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Stephen_S_2
Beginner
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Alex,

I changed the values only.  In fact, the magnitudes are even the same.  I am only multiplying some entries by a complex phase.

Thanks,

Stephen

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Matthias_B_Intel
Employee
580 Views

Hallo,

i just installed Mathematica11 to run FEAST as well - but I cannot find the correct license server.
Could someone please share URL?

Thanks in advance.

Regards Matthias

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