computes the one-dimensional maximal overlap discrete wavelet transform (MODWT) at a single level. The initialization routine c09aaf
must be called first to set up the MODWT options.
computes the one-dimensional MODWT of a given input data array,
, at a single level. For a chosen wavelet filter pair, the output coefficients are obtained by applying convolution to the input,
. The approximation (or smooth) coefficients,
, are produced by the low pass filter and the detail coefficients,
, by the high pass filter. Periodic (circular) convolution is available as an end extension method for application to finite data sets. The number
, of coefficients
is returned by the initialization routine c09aaf
If on entry
, explanatory error messages are output on the current error message unit (as defined by x04aaf
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.
Background information to multithreading can be found in the Multithreading
This example computes the one-dimensional maximal overlap discrete wavelet decomposition for values using the Daubechies wavelet, .