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
${n}_{c}$ 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
$n$,
nag_imodwt (c09dbc) will reconstruct the data array
${y}_{i}$, for
$\mathit{i}=1,2,\dots ,n$,
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.
None.