Algorithm 876

Algorithm 876: Solving Fredholm integral equations of the second kind in Matlab. We present here the algorithms and user interface of a Matlab program, Fie, that numerically solves Fredholm integral equations of the second kind on an interval [a,b] to a specified, modest accuracy. The kernel function K(s,t) is to be moderately smooth on [a;b]×[a;b] except possibly across the diagonal s=t. If the interval is finite, Fie provides for kernel functions that behave in a variety of ways across the diagonal, viz. K(s,t) may be smooth, have a discontinuity in a low-order derivative, have a logarithmic singularity, or have an algebraic singularity. Fie also solves a large class of integral equations with moderately smooth kernel function on [0,1).

This software is also peer reviewed by journal TOMS.