NAG FL Interface
c09ecf (dim2_​multi_​fwd)

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1 Purpose

c09ecf computes the two-dimensional multi-level discrete wavelet transform (DWT). The initialization routine c09abf must be called first to set up the DWT options.

2 Specification

Fortran Interface
Subroutine c09ecf ( m, n, a, lda, lenc, c, nwl, dwtlvm, dwtlvn, icomm, ifail)
Integer, Intent (In) :: m, n, lda, lenc, nwl
Integer, Intent (Inout) :: icomm(180), ifail
Integer, Intent (Out) :: dwtlvm(nwl), dwtlvn(nwl)
Real (Kind=nag_wp), Intent (In) :: a(lda,n)
Real (Kind=nag_wp), Intent (Inout) :: c(lenc)
C Header Interface
#include <nag.h>
void  c09ecf_ (const Integer *m, const Integer *n, const double a[], const Integer *lda, const Integer *lenc, double c[], const Integer *nwl, Integer dwtlvm[], Integer dwtlvn[], Integer icomm[], Integer *ifail)
The routine may be called by the names c09ecf or nagf_wav_dim2_multi_fwd.

3 Description

c09ecf computes the multi-level DWT of two-dimensional data. For a given wavelet and end extension method, c09ecf will compute a multi-level transform of a matrix A, using a specified number, nfwd, of levels. The number of levels specified, nfwd, must be no more than the value lmax returned in nwlmax by the initialization routine c09abf for the given problem. The transform is returned as a set of coefficients for the different levels (packed into a single array) and a representation of the multi-level structure.
The notation used here assigns level 0 to the input matrix, A. Level 1 consists of the first set of coefficients computed: the vertical (v1), horizontal (h1) and diagonal (d1) coefficients are stored at this level while the approximation (a1) coefficients are used as the input to a repeat of the wavelet transform at the next level. This process is continued until, at level nfwd, all four types of coefficients are stored. The output array, C, stores these sets of coefficients in reverse order, starting with anfwd followed by vnfwd , hnfwd , dnfwd , v nfwd-1 , h nfwd-1 , d nfwd-1 , , v1 , h1 , d1 .

4 References

None.

5 Arguments

1: m Integer Input
On entry: number of rows, m, of data matrix A.
Constraint: this must be the same as the value m passed to the initialization routine c09abf.
2: n Integer Input
On entry: number of columns, n, of data matrix A.
Constraint: this must be the same as the value n passed to the initialization routine c09abf.
3: a(lda,n) Real (Kind=nag_wp) array Input
On entry: the m×n data matrix A.
4: lda Integer Input
On entry: the first dimension of the array a as declared in the (sub)program from which c09ecf is called.
Constraint: ldam.
5: lenc Integer Input
On entry: the dimension of the array c as declared in the (sub)program from which c09ecf is called. c must be large enough to contain, nct, wavelet coefficients. The maximum value of nct is returned in nwct by the call to the initialization routine c09abf and corresponds to the DWT being continued for the maximum number of levels possible for the given data set. When the number of levels, nfwd, is chosen to be less than the maximum, lmax, then nct is correspondingly smaller and lenc can be reduced by noting that the vertical, horizontal and diagonal coefficients are stored at every level and that in addition the approximation coefficients are stored for the final level only. The number of coefficients stored at each level is given by 3× m¯/2 × n¯/2 for mode='P' in c09abf and 3× (m¯+nf-1)/2 × (n¯+nf-1)/2 for mode='H', 'W' or 'Z', where the input data is of dimension m¯×n¯ at that level and nf is the filter length nf provided by the call to c09abf. At the final level the storage is 4/3 times this value to contain the set of approximation coefficients.
Constraint: lencnct, where nct is the total number of coefficients that correspond to a transform with nwl levels.
6: c(lenc) Real (Kind=nag_wp) array Output
On exit: the coefficients of the discrete wavelet transform. If you need to access or modify the approximation coefficients or any specific set of detail coefficients then the use of c09eyf or c09ezf is recommended. For completeness the following description provides details of precisely how the coefficient are stored in c but this information should only be required in rare cases.
Let q(i) denote the number of coefficients (of each type) at level i, for i=1,2,,nfwd, such that q(i) = dwtlvm( nfwd - i + 1 ) × dwtlvn( nfwd - i + 1 ) . Then, letting k1=q(nfwd) and kj+1=kj+q(nfwd-j/3+1), for j=1,2,,3nfwd, the coefficients are stored in c as follows:
c(i), for i=1,2,,k1
Contains the level nfwd approximation coefficients, anfwd.
c(i), for i=kj+1,,kj+1
Contains the level nfwd-j/3+1 vertical, horizontal and diagonal coefficients. These are:
  • vertical coefficients if j mod 3=1;
  • horizontal coefficients if j mod 3=2;
  • diagonal coefficients if j mod 3=0,
for j=1,,3nfwd.
7: nwl Integer Input
On entry: the number of levels, nfwd, in the multi-level resolution to be performed.
Constraint: 1nwllmax, where lmax is the value returned in nwlmax (the maximum number of levels) by the call to the initialization routine c09abf.
8: dwtlvm(nwl) Integer array Output
On exit: the number of coefficients in the first dimension for each coefficient type at each level. dwtlvm(i) contains the number of coefficients in the first dimension (for each coefficient type computed) at the (nfwd-i+1)th level of resolution, for i=1,2,,nfwd. Thus for the first nfwd-1 levels of resolution, dwtlvm(nfwd-i+1) is the size of the first dimension of the matrices of vertical, horizontal and diagonal coefficients computed at this level; for the final level of resolution, dwtlvm(1) is the size of the first dimension of the matrices of approximation, vertical, horizontal and diagonal coefficients computed.
9: dwtlvn(nwl) Integer array Output
On exit: the number of coefficients in the second dimension for each coefficient type at each level. dwtlvn(i) contains the number of coefficients in the second dimension (for each coefficient type computed) at the (nfwd-i+1)th level of resolution, for i=1,2,,nfwd. Thus for the first nfwd-1 levels of resolution, dwtlvn(nfwd-i+1) is the size of the second dimension of the matrices of vertical, horizontal and diagonal coefficients computed at this level; for the final level of resolution, dwtlvn(1) is the size of the second dimension of the matrices of approximation, vertical, horizontal and diagonal coefficients computed.
10: icomm(180) Integer array Communication Array
On entry: contains details of the discrete wavelet transform and the problem dimension as setup in the call to the initialization routine c09abf.
On exit: contains additional information on the computed transform.
11: ifail Integer Input/Output
On entry: ifail must be set to 0, −1 or 1 to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of 0 causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of −1 means that an error message is printed while a value of 1 means that it is not.
If halting is not appropriate, the value −1 or 1 is recommended. If message printing is undesirable, then the value 1 is recommended. Otherwise, the value 0 is recommended. When the value -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry ifail=0 or −1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
ifail=1
On entry, m=value.
Constraint: m=value, the value of m on initialization (see c09abf).
On entry, n=value.
Constraint: n=value, the value of n on initialization (see c09abf).
ifail=2
On entry, lda=value and m=value.
Constraint: ldam.
ifail=3
On entry, lenc=value.
Constraint: lencvalue, the total number of coefficents to be generated.
ifail=5
On entry, nwl=value.
Constraint: nwl1.
On entry, nwl=value and nwlmax=value in c09abf.
Constraint: nwlnwlmax in c09abf.
ifail=7
Either the initialization routine has not been called first or icomm has been corrupted.
Either the initialization routine was called with wtrans='S' or icomm has been corrupted.
ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
ifail=-399
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
ifail=-999
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 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.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
c09ecf is not threaded in any implementation.

9 Further Comments

The wavelet coefficients at each level can be extracted from the output array c using the information contained in dwtlvm and dwtlvn on exit (see the descriptions of c, dwtlvm and dwtlvn in Section 5). For example, given an input data set, A, denoising can be carried out by applying a thresholding operation to the detail (vertical, horizontal and diagonal) coefficients at every level. The elements c(k1+1) to c(knfwd+1), as described in Section 5, contain the detail coefficients, c^ij, for i=nfwd,nfwd-1,,1 and j=1,2,,3q(i), where q(i) is the number of each type of coefficient at level i and c^ij=cij+σεij and σεij is the transformed noise term. If some threshold parameter α is chosen, a simple hard thresholding rule can be applied as
c¯ ij = { 0, if ​ |c^ij| α c^ij , if ​ |c^ij| > α,  
taking c¯ij to be an approximation to the required detail coefficient without noise, cij. The resulting coefficients can then be used as input to c09edf in order to reconstruct the denoised signal.
See the references given in the introduction to this chapter for a more complete account of wavelet denoising and other applications.

10 Example

This example performs a multi-level resolution transform of a dataset using the Daubechies wavelet (see wavnam='DB2' in c09abf) using half-point symmetric end extensions, the maximum possible number of levels of resolution, where the number of coefficients in each level and the coefficients themselves are not changed. The original dataset is then reconstructed using c09edf.

10.1 Program Text

Program Text (c09ecfe.f90)

10.2 Program Data

Program Data (c09ecfe.d)

10.3 Program Results

Program Results (c09ecfe.r)