Wavelet sparse approximate inverse preconditioners

被引:43
作者
Chan, TF
Tang, WP
Wan, WL
机构
[1] UNIV CALIF LOS ANGELES,DEPT MATH,LOS ANGELES,CA 90095
[2] UNIV WATERLOO,DEPT COMP SCI,WATERLOO,ON N2L 3G1,CANADA
来源
BIT | 1997年 / 37卷 / 03期
基金
加拿大自然科学与工程研究理事会;
关键词
preconditioning; approximate inverses; sparse matrices; wavelet;
D O I
10.1007/BF02510244
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We show how to use wavelet compression ideas to improve the performance of approximate inverse preconditioners. Our main idea is to first transform the inverse of the coefficient matrix into a wavelet basis, before applying standard approximate inverse techniques. In this process, smoothness in the entries of A(-1) are converted into small wavelet coefficients, thus allowing a more efficient approximate inverse approximation. We shall justify theoretically and numerically that our approach is effective for matrices with smooth inverses.
引用
收藏
页码:644 / 660
页数:17
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