Wavelet Transformation from a Matrix Point of View
The filter bank structure of wavelet transformation is illustrated in the figure below. The input signal is a vector of length , and we assume that is a power of two. Based on this figure, wavelet decomposition is implemented through a series of filtering and downsampling processes.
We remark that wavelet transformation can be regarded as a matrix-vector multiplication from a linear algebra point of view, i.e., the wavelet coefficients of the input signal can be obtained through a matrix-vector multiplication . The matrix is a mathematical representation of the filter bank structure and is called a wavelet matrix.
In our technical report , we present algorithms to formulate the wavelet matrix . The methods can be applied to both orthogonal and biorthogonal wavelet transformation and are of importance in areas such as compressive sensing, sparse signal processing and harmonic analysis.
The pdf version of the report, as well as the MATLAB mfile can be found at