Abstract
Wavelet-based sparse approximate inverse preconditioners are considered for the linear system Ax = b. The preconditioners are good sparse approximations to the inverse of A computed by taking advantage of the compression obtained by working in a wavelet basis. When the representation of A in a single scale basis (for example, a finite element basis) is available, the formulation presented obviates computation of the representation of A in the wavelet basis and removes the associated costs. Efficient application for both sparse and dense A is considered.
Original language | English |
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Pages (from-to) | 667-686 |
Number of pages | 20 |
Journal | SIAM Journal on Scientific Computing |
Volume | 27 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2005 |
Externally published | Yes |
Bibliographical note
Copyright SIAM Publications. Article archived for private and non-commercial use with the permission of the author and according to publisher conditions. For further information see http://www.siam.org/.Keywords
- Linear system
- Preconditioning
- Sparse approximate inverse
- Wavelet