Wavelet-based SPAI pre-conditioner using local dropping

Authors:
J. Martínez;G. Larrazábal
Affiliations:
Multidisciplinary Center of Visualization and Scientific Computing (CEMVICC), Faculty of Sciences and Technology (FACYT), University of Carabobo, Valencia, Venezuela;Multidisciplinary Center of Visualization and Scientific Computing (CEMVICC), Faculty of Sciences and Technology (FACYT), University of Carabobo, Valencia, Venezuela
Venue:
Mathematics and Computers in Simulation - Special issue: Applied and computational mathematics - selected papers of the fifth PanAmerican workshop - June 21-25, 2004, Tegucigalpa, Honduras
Year:
2006

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Abstract

In this work we performed an experimental study to determine if a wavelet basis can be used to build and apply a highly parallel and low density pre-conditioner known as sparse approximation of the inverse (SPAI), to solve large and sparse linear systems. Test matrices arising from discretizing a second order 3D elliptic scalar operator and from fluid flow simulation in porous media were used as test cases. The results show that low density wavelet-based SPAI pre-conditioners can be built and applied to yield good results.