In physical problems, it's quite common that we need to solve for specific eigenvalues in the complex plane, e.g. with a positive real part and negative imaginary part. In this case, we are looking for eigenvalues and associated eigenvectors in the second quadrant.
I am curious if the FEAST algorithm could deliver faster and more accurate results for this kind of problem (dense as well), with respect to solving the full problem using
GEEV routine from LAPACK and do the sorting explicitly.
Does anyone have experience or suggestion?