A Subspace Iteration Algorithm for Fredholm Valued Functions

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 dime...

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Bibliographic Details
Main Authors: Christian Engström, Luka Grubišić
Format: Article
Language:English
Published: Hindawi Limited 2015-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2015/459895
Description
Summary: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.
ISSN:1024-123X
1563-5147