A Subspace Iteration Algorithm for Fredholm Valued Functions

Abstract EN

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.