We study the first kind integral equation
integral(0)(+infinity) k(x - y)sigma(y)dy =g(x)
by the wavelet method. The integral equation is discretized with respect to
two different wavelet bases. We then have two different linear systems. On
e of them is a Toeplitz system and the other one is a system with condition
number kappa = O(1) after a diagonal scaling. By using the preconditioned
conjugate gradient (PCG) method with the fast wavelet transform (FWT) and t
he fast Fourier transform (FFT), we can solve the systems in O(n log n) ope
rations where n is the size of the systems.