The linear systems that arise
in the solution of e.g. the Poisson equation have the following properties
simple diagonal scaling and a combination of diagonal scaling and a basis transform to socalled LiftingWavelets. Simple diagonal scaling works fine for 4th and higher order wavelets; while the Liftingpreconditioner yields almost levelindependent condition numbers for all wavelets. The figures below show convergence histories for a Poisson problem on a regular sparse grids of different size with the low order Hierarchical basis. Left: the results for the diagonal scaling. Right: the Liftingpreconditioner.
