A preconditioning method of ill conditioned matrices using wavelet bases

After discretizations with respect to two different wavelet bases of the partial differential equations (PDEs), we obtain a big sparse ill-conditioned linear system of equations. For discretizing of PDEs with wavelet method , this paper present a preconditioning techinque for linear systems involving the operator such that the system becomes a sparse systems in the wavelet basis. In fact  the condition number of the matrix involved in the solution of PDEs, after a diagonal preeonditioning appears to be bounded. The orthogonal property of the wavelets is used to cnstruct efficient  iterative methods for the solution of the resultant linear algebraic systems.

Additional information

Author(s)

Pop, Nicolae