Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6419371 | Journal of Mathematical Analysis and Applications | 2012 | 10 Pages |
Abstract
In this paper, we develop a fast block Jacobi method for linear systems based on discrete wavelet transform (DWT). Traditional wavelet-based methods for linear systems do not fully utilize the sparsity and the multi-level block structure of the transformed matrix after DWT. For the sake of numerical efficiency, we truncate the transformed matrix to be a sparse matrix by letting the small values be zero. To combine the advantages of the direct method and the iterative method, we solve the sub-systems appropriately based on the multi-level block structure of the transformed matrix after DWT. Numerical examples show that the proposed method is very numerically effective.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Dongsheng Cheng, Chunyuan Lu, Taishan Zeng,