A Subspace Iteration Algorithm for Fredholm Valued Functions

Christian Engström and Luka Grubišić

Mathematical Problems in Engineering, 2015, vol. 2015, 1-14

Abstract:

We present an algorithm for approximating an eigensubspace of a spectral component of an analytic Fredholm valued function. Our approach is based on numerical contour integration and the analytic Fredholm theorem. The presented method can be seen as a variant of the FEAST algorithm for infinite dimensional nonlinear eigenvalue problems. Numerical experiments illustrate the performance of the algorithm for polynomial and rational eigenvalue problems.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:459895

DOI: 10.1155/2015/459895

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