Transformation from integral operator with separable kernel to matrix in eigenvalue problem

Abstract

This paper investigates the eigenvalue problem of integral operators whose kernels can be expressed as a finite sum of pairwise products of single-variable functions, making them separable. By consdiering the matrix form of the separable kernel in the integral operator, we establish the relationship between the eigenvalues and eigenfunctions of the integral operator and the eigenpairs of a matrix. We next generalize the eigenfunction of an integral operator based on the concept of generalized eigenvectors of matrices, and show that solving the Fredholm integral equation of the second kind reduces to computing matrix eigenpairs and generalized eigenvectors. We also provide several examples to validate our results.