Abstract

SummaryEstimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications, and it is a prerequisite of eigensolvers based on a divide‐and‐conquer paradigm. Often, an exact count is not necessary, and methods based on stochastic estimates can be utilized to yield rough approximations. This paper examines a number of techniques tailored to this specific task. It reviews standard approaches and explores new ones based on polynomial and rational approximation filtering combined with a stochastic procedure. We also discuss how the latter method is particularly well‐suited for the FEAST eigensolver. Copyright © 2016 John Wiley & Sons, Ltd.

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