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Chapter Introduction
NAG Toolbox

NAG Toolbox: nag_wav_1d_mxolap_fwd (c09da)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_wav_1d_mxolap_fwd (c09da) computes the one-dimensional maximal overlap discrete wavelet transform (MODWT) at a single level. The initialization function nag_wav_1d_init (c09aa) must be called first to set up the MODWT options.

Syntax

[ca, cd, icomm, ifail] = c09da(x, lenc, icomm, 'n', n)
[ca, cd, icomm, ifail] = nag_wav_1d_mxolap_fwd(x, lenc, icomm, 'n', n)

Description

nag_wav_1d_mxolap_fwd (c09da) computes the one-dimensional MODWT of a given input data array, xi, for i=1,2,,n, at a single level. For a chosen wavelet filter pair, the output coefficients are obtained by applying convolution to the input, x. The approximation (or smooth) coefficients, Ca, are produced by the low pass filter and the detail coefficients, Cd, by the high pass filter. Periodic (circular) convolution is available as an end extension method for application to finite data sets. The number nc, of coefficients Ca or Cd is returned by the initialization function nag_wav_1d_init (c09aa).

References

Percival D B and Walden A T (2000) Wavelet Methods for Time Series Analysis Cambridge University Press

Parameters

Compulsory Input Parameters

1:     xn – double array
x contains the input dataset xi, for i=1,2,,n.
2:     lenc int64int32nag_int scalar
The dimension of the arrays ca and cd. this must be at least the number, nc, of approximation coefficients, Ca, and detail coefficients, Cd, of the discrete wavelet transform as returned in nwc by the call to the initialization function nag_wav_1d_init (c09aa). Note that nc=n for periodic end extension, but this is not the case for other end extension methods which will be available in future releases.
Constraint: lencnc, where nc is the value returned in nwc by the call to the initialization function nag_wav_1d_init (c09aa).
3:     icomm100 int64int32nag_int array
Contains details of the discrete wavelet transform and the problem dimension as setup in the call to the initialization function nag_wav_1d_init (c09aa).

Optional Input Parameters

1:     n int64int32nag_int scalar
Default: the dimension of the array x.
The number of elements, n, in the data array x.
Constraint: this must be the same as the value n passed to the initialization function nag_wav_1d_init (c09aa).

Output Parameters

1:     calenc – double array
cai contains the ith approximation coefficient, Cai, for i=1,2,,nc.
2:     cdlenc – double array
cdi contains the ith detail coefficient, Cdi, for i=1,2,,nc.
3:     icomm100 int64int32nag_int array
Contains additional information on the computed transform.
4:     ifail int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:
   ifail=1
On entry, n is inconsistent with the value passed to the initialization function.
   ifail=3
On entry, array dimension lenc not large enough.
   ifail=6
On entry, the initialization function nag_wav_1d_init (c09aa) has not been called first or it has not been called with wtrans='T', or the communication array icomm has become corrupted.
   ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
   ifail=-399
Your licence key may have expired or may not have been installed correctly.
   ifail=-999
Dynamic memory allocation failed.

Accuracy

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.

Further Comments

None.

Example

This example computes the one-dimensional maximal overlap discrete wavelet decomposition for 8 values using the Daubechies wavelet, wavnam='DB4'.
function c09da_example


fprintf('c09da example results\n\n');

% 1d maximal overlap discrete wavelet decomposition using a Daubechies wavelet

n      = int64(8);
x      = [1 3 5 7 6 4 5 2];

wavnam = 'DB4';
mode   = 'Periodic';
wtrans = 'Time invariant';

% Setup for wavelet
[nwlmax, nf, nwc, icomm, ifail] = c09aa(wavnam, wtrans, mode, n);

% Compute decomposition
[ca, cd, icomm, ifail] = c09da(x, nwc, icomm);

disp('Approximation coefficients:')
fprintf('%8.4f',ca);
fprintf('\n');
disp('Detail coefficients:')
fprintf('%8.4f',cd);
fprintf('\n');

% Reconstruct
[y, ifail] = c09db(ca, cd, n, icomm);
disp('Reconstruction:')
fprintf('%8.4f',y);
fprintf('\n');


c09da example results

Approximation coefficients:
  2.7781  1.5146  2.2505  4.8788  6.6845  6.3423  4.7869  3.7644
Detail coefficients:
 -0.6187  0.6272  0.1883 -1.1966  1.2618  0.3354 -0.3314 -0.2660
Reconstruction:
  1.0000  3.0000  5.0000  7.0000  6.0000  4.0000  5.0000  2.0000

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Chapter Contents
Chapter Introduction
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