nag_imlmodwt (c09ddc) computes the inverse one-dimensional multi-level maximal overlap discrete wavelet transform (MODWT). This function reconstructs data from (possibly filtered or otherwise manipulated) wavelet transform coefficients calculated by nag_mlmodwt (c09dcc)
from an original set of data. The initialization function nag_wfilt (c09aac)
must be called first to set up the MODWT options.
nag_imlmodwt (c09ddc) performs the inverse operation of nag_mlmodwt (c09dcc)
. That is, given a set of wavelet coefficients computed by nag_mlmodwt (c09dcc)
using a MODWT as set up by the initialization function nag_wfilt (c09aac)
on a real array of length
, nag_imlmodwt (c09ddc) 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.