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A transform which localizes a function both in space and scaling and has some desirable properties compared to the Fourier Transform. The transform is based on a Wavelet Matrix, which can be computed more quickly than the analogous Fourier Matrix.
See also Daubechies Wavelet Filter, Lemarie's Wavelet
References
Blair, D. and MathSoft, Inc. ``Wavelet Resources.''
http://www.mathsoft.com/wavelets.html.
Daubechies, I. Ten Lectures on Wavelets. Philadelphia, PA: SIAM, 1992.
DeVore, R.; Jawerth, B.; and Lucier, B. ``Images Compression through Wavelet Transform Coding.''
IEEE Trans. Information Th. 38, 719-746, 1992.
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Wavelet Transforms.'' §13.10 in
Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge
University Press, pp. 584-599, 1992.
Strang, G. ``Wavelet Transforms Versus Fourier Transforms.'' Bull. Amer. Math. Soc. 28, 288-305, 1993.