This paper presents an interesting comparison among three methods for solvinglinear system Ax = b. These methods are the LU method, conjugate gradientmethod, and the wavelet method. We concluded that the wavelet method is moreefficient than the others, because its need short time in computation for all kind ofmatrices, dense, tridiagonal and sparse. This comparison is explained by manynumerical examples. In this paper we conclude that wavelet method can be usedto solve a large linear sparse system equation in a shorter time than other methods.STMIK AKAKOM;E-mail: riyad_m@yahoo.com E-mail: kaisismail@yahoo.comE-mail: totok@akakom.ac.id
