Multilevel Jacobi and Gauss–Seidel type iteration methods for solving ill-posed integral equations

Abstract

Abstract In this paper, multilevel Jacobi and Gauss–Seidel type iteration methods with compression technique are developed for solving ill-posed integral equations by making use of the multiscale structure of the matrix representation of the integral operator. The methods are based on the combination of Tikhonov regularization and multiscale Galerkin methods, and lead to fast solutions of discrete regularization methods for the equations. Choice for an a posteriori regularization parameter is proposed. An optimal convergence order for the method with the choices of parameters is established. Numerical experiments are given to illustrate the efficiency of the method.