A Wavelet-Based Preconditioning Method for Dense Matrices with Block Structure
Abstract
In recent years application of a discrete wavelet transform (DWT) has become an established tool for the design of preconditioners for smooth, dense matrices, such as those that arise in the solution of certain integral equations. In this paper we consider the higher dimensional case, where the matrix A is not itself smooth, but has a smooth block structure. To precondition such matrices, we use repeated application of a level 1 block-wise DWT to exploit the fact that corresponding entries in adjacent blocks are close in value. We illustrate the effectiveness of our methods by means of numerical examples.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 2001
- Accession Number
- ADP013746
Entities
People
- Judith M. Ford
- Ke Chen
Organizations
- University of Liverpool