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Mathematics of Computation

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On the computation of Battle-Lemarié’s wavelets

Author: Ming Jun Lai
Journal: Math. Comp. 63 (1994), 689-699
MSC: Primary 65T99; Secondary 41A15, 42C15, 65D07
MathSciNet review: 1248971
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Abstract: We propose a matrix approach to the computation of Battle-Lemarié’s wavelets. The Fourier transform of the scaling function is the product of the inverse $F({\mathbf {x}})$ of a square root of a positive trigonometric polynomial and the Fourier transform of a B-spline of order m. The polynomial is the symbol of a bi-infinite matrix B associated with a B-spline of order 2m. We approximate this bi-infinite matrix ${{\mathbf {B}}_{2m}}$ by its finite section ${A_N}$, a square matrix of finite order. We use ${A_N}$ to compute an approximation ${{\mathbf {x}}_N}$ of x whose discrete Fourier transform is $F({\mathbf {x}})$. We show that ${{\mathbf {x}}_N}$ converges pointwise to x exponentially fast. This gives a feasible method to compute the scaling function for any given tolerance. Similarly, this method can be used to compute the wavelets.

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Keywords: B-spline, bi-infinite matrices, exponential decay, finite section, positive operator, Toeplitz matrix, wavelet
Article copyright: © Copyright 1994 American Mathematical Society