An Implicit Wavelet Sparse Approximate Inverse Preconditioner

  • Authors:
  • Stuart C. Hawkins;Ke Chen

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2005

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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.