nag_imodwt (c09dbc) computes the inverse one-dimensional maximal overlap discrete wavelet transform (MODWT) at a single level. The initialization function nag_wfilt (c09aac)
must be called first to set up the MODWT options.
nag_imodwt (c09dbc) performs the inverse operation of nag_modwt (c09dac)
. That is, given sets of
approximation coefficients and detail coefficients, computed by nag_modwt (c09dac)
using a MODWT as set up by the initialization function nag_wfilt (c09aac)
, on a real data array of length
, nag_imodwt (c09dbc) will reconstruct the data array
from which the coefficients were derived.
The accuracy of the wavelet transform depends only on the floating-point operations used in the convolution and downsampling and should thus be close to machine precision.