Algorithms
For compactly supported wavelets defined by filters, in general no closed form
analytic formula exists.
The algorithm used is the cascade algorithm. It uses the single-level inverse wavelet
transform repeatedly.
Let us begin with the scaling function ϕ.
Since ϕ is also equal to ϕ0,0, this function is characterized
by the following coefficients in the orthogonal framework:
= 1 only if
n = 0 and equal to 0 otherwise
= 0 for positive
j, and all k.
This expansion can be viewed as a wavelet decomposition structure. Detail coefficients
are all zeros and approximation coefficients are all zeros except one equal to 1.
Then we use the reconstruction algorithm to approximate the function ϕ over a dyadic
grid, according to the following result:
For any dyadic rational of the form x =
n2−j in which the function is
continuous and where j is sufficiently large, we have pointwise
convergence and
where C is a constant, and α is a positive constant depending on
the wavelet regularity.
Then using a good approximation of ϕ on dyadic rationals, we can use piecewise
constant or piecewise linear interpolations η on dyadic intervals, for which uniform
convergence occurs with similar exponential rate:
So using a J-step reconstruction scheme, we obtain an approximation
that converges exponentially towards ϕ when J goes to
infinity.
Approximations are computed over a grid of dyadic rationals covering the support of
the function to be approximated.
Since a scaled version of the wavelet function ψ can also be expanded on the
(ϕ−1,n))n,
the same scheme can be used, after a single-level reconstruction starting with the
appropriate wavelet decomposition structure. Approximation coefficients are all zeros
and detail coefficients are all zeros except one equal to 1.
For biorthogonal wavelets, the same ideas can be applied on each of the two
multiresolution schemes in duality.
Note
This algorithm may diverge if the function to be approximated is not continuous on
dyadic rationals.