Wavelets and their uses

Abstract

This review paper is intended to give a useful guide for those who want to apply the discrete wavelet transform in practice. The notion of wavelets and their use in practical computing and various applications are briefly described, but rigorous proofs of mathematical statements are omitted, and the reader is just referred to the corresponding literature. The multiresolution analysis and fast wavelet transform have become a standard procedure for dealing with discrete wavelets. The proper choice of a wavelet and use of nonstandard matrix multiplication are often crucial for the achievement of a goal. Analysis of various functions with the help of wavelets allows one to reveal fractal structures, singularities etc. The wavelet transform of operator expressions helps solve some equations. In practical applications one often deals with the discretized functions, and the problem of stability of the wavelet transform and corresponding numerical algorithms becomes important. After discussing all these topics we turn to practical applications of the wavelet machinery. They are so numerous that we have to limit ourselves to a few examples only. The authors would be grateful for any comments which would move us closer to the goal proclaimed in the first phrase of the abstract.