On Two Variants of an Algebraic Wavelet Preconditioner

Authors:
Tony F. Chan;Ke Chen
Affiliations:
-;-
Venue:
SIAM Journal on Scientific Computing
Year:
2002

Citing 0
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Abstract

A recursive method of constructing preconditioning matrices for the nonsymmetric stiffness matrix in a wavelet basis is proposed for solving a class of integral and differential equations. It is based on a level-by-level application of the wavelet scales decoupling the different wavelet levels in a matrix form just as in the well-known nonstandard form. The result is a powerful iterative method with built-in preconditioning leading to two specific algebraic multilevel iteration algorithms: one with an exact Schur preconditioning and the other with an approximate Schur preconditioning. Numerical examples are presented to illustrate the efficiency of the new algorithms.