A fast and well-conditioned spectral method for singular integral equations

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in O(m(2)n) operations using an adaptive QR factorization, where m is the bandwidth and n is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to O(mn) operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The JULIA software package SingularIntegralEquations.j1 implements our method with a convenient, user-friendly interface. (C) 2016 Elsevier Inc. All rights reserved.