In this paper, we present the wavelet transform (WT) method to reduce the dimension of a matrix without sacrificing too much precision on elgenvalues. By using the WT, the original matrix is split into two matrices, with each being a quarter the size of the original one. One of the derived matrices contains the smaller eigenvalues, while the other has larger ones. Moreover, this procedure can be taken successively, one can have a series of reduced order matrices.
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