This paper proposes an efficient method for computing selected generalized eigenpairs of a sparse Hermitian definite matrix pencil (A, B). Based on Zolotarev's best rational function approximations of the signum function and conformal mapping techniques, we construct the best rational function approximation of a rectangular function supported on an arbitrary interval. This new best rational function approximation is applied to construct spectrum filters of (A, B). Combining fast direct solvers and the shift-invariant GMRES, a hybrid fast algorithm is proposed to apply spectral filters efficiently. Compared to the state-of-the-art algorithm FEAST, the proposed rational function approximation is proved to be optimal among a larger function class, and the numerical implementation of the proposed method is also faster. The efficiency and stability of the proposed method are demonstrated by numerical examples from computational chemistry.
 The FEAST method for solving large sparse eigenproblems is equivalent to subspace iteration with an approximate spectral projector and implicit orthogonalization. This relation allows to characterize the convergence of this method in terms of the error of a certain rational approximant to an indicator function. We propose improved rational approximants leading to FEAST variants with faster convergence, in particular, when using rational approximants based on the work of Zolotarev. Numerical experiments demonstrate the possible computational savings especially for pencils whose eigenvalues are not well separated and when the dimension of the search space is only slightly larger than the number of wanted eigenvalues. The new approach improves both convergence robustness and load balancing when FEAST runs on multiple search intervals in parallel.  A new numerical algorithm for solving the symmetric eigenvalue problem is presented. The technique deviates fundamentally from the traditional Krylov subspace iteration based techniques (Arnoldi and Lanczos algorithms) or other Davidson-Jacobi techniques, and takes its inspiration from the contour integration and density matrix representation in quantum mechanics. It will be shown that this new algorithm - named FEAST - exhibits high efficiency, robustness, accuracy and scalability on parallel architectures. Examples from electronic structure calculations of Carbon nanotubes (CNT) are presented, and numerical performances and capabilities are discussed.  Calculating portions of eigenvalues and eigenvectors of matrices or matrix pencils has many applications. An approach to this calculation for Hermitian problems based on a density matrix has been proposed in 2009 and a software package called FEAST has been developed. The density-matrix approach allows FEAST's implementation to exploit a key strength of modern computer architectures, namely, multiple levels of parallelism. Consequently, the software package has been well received and subsequently commercialized. A detailed theoretical analysis of Hermitian FEAST has also been established very recently. This paper generalizes the FEAST algorithm and theory, for the first time, to tackle non-Hermitian problems. Fundamentally, the new algorithm is basic subspace iteration or Bauer bi-iteration, except applied with a novel accelerator based on Cauchy integrals. The resulting algorithm retains the multi-level parallelism of Hermitian FEAST, making it a valuable new tool for large-scale computational science and engineering problems on leading-edge computing platforms. New methods are proposed for the numerical evaluation of @math or @math , where @math is a function such as @math or @math with singularities in @math and @math is a matrix with eigenvalues on or near @math . The methods are based on combining contour integrals evaluated by the periodic trapezoid rule with conformal maps involving Jacobi elliptic functions. The convergence is geometric, so that the computation of @math is typically reduced to one or two dozen linear system solves, which can be carried out in parallel. Abstract Solving (nonlinear) eigenvalue problems by contour integration, requires an effective discretization for the corresponding contour integrals. In this paper it is shown that good rational filter functions can be computed using (nonlinear least squares) optimization techniques as opposed to designing those functions based on a thorough understanding of complex analysis. The conditions that such an effective filter function should satisfy, are derived and translated in a nonlinear least squares optimization problem solved by optimization algorithms from Tensorlab. Numerical experiments illustrate the validity of this approach.