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NAG Toolbox: nag_wav_2d_multi_fwd (c09ec)
Purpose
nag_wav_2d_multi_fwd (c09ec) computes the two-dimensional multi-level discrete wavelet transform (DWT). The initialization function
nag_wav_2d_init (c09ab) must be called first to set up the DWT options.
Syntax
[
c,
dwtlvm,
dwtlvn,
icomm,
ifail] = c09ec(
a,
lenc,
nwl,
icomm, 'm',
m, 'n',
n)
[
c,
dwtlvm,
dwtlvn,
icomm,
ifail] = nag_wav_2d_multi_fwd(
a,
lenc,
nwl,
icomm, 'm',
m, 'n',
n)
Description
nag_wav_2d_multi_fwd (c09ec) computes the multi-level DWT of two-dimensional data. For a given wavelet and end extension method,
nag_wav_2d_multi_fwd (c09ec) will compute a multi-level transform of a matrix
, using a specified number,
, of levels. The number of levels specified,
, must be no more than the value
returned in
nwlmax by the initialization function
nag_wav_2d_init (c09ab) 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 to the input matrix, . Level 1 consists of the first set of coefficients computed: the vertical (), horizontal () and diagonal () coefficients are stored at this level while the approximation () coefficients are used as the input to a repeat of the wavelet transform at the next level. This process is continued until, at level , all four types of coefficients are stored. The output array, , stores these sets of coefficients in reverse order, starting with followed by .
References
None.
Parameters
Compulsory Input Parameters
- 1:
– double array
-
lda, the first dimension of the array, must satisfy the constraint
.
The by data matrix .
- 2:
– int64int32nag_int scalar
-
The dimension of the array
c.
c must be large enough to contain,
, wavelet coefficients. The maximum value of
is returned in
nwct by the call to the initialization function
nag_wav_2d_init (c09ab) and corresponds to the DWT being continued for the maximum number of levels possible for the given data set. When the number of levels,
, is chosen to be less than the maximum,
, then
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
for
in
nag_wav_2d_init (c09ab) and
for
, where the input data is of dimension
at that level and
is the filter length
nf provided by the call to
nag_wav_2d_init (c09ab). At the final level the storage is
times this value to contain the set of approximation coefficients.
Constraint:
, where
is the total number of coefficients that correspond to a transform with
nwl levels.
- 3:
– int64int32nag_int scalar
-
The number of levels, , in the multi-level resolution to be performed.
Constraint:
, where
is the value returned in
nwlmax (the maximum number of levels) by the call to the initialization function
nag_wav_2d_init (c09ab).
- 4:
– int64int32nag_int array
-
Contains details of the discrete wavelet transform and the problem dimension as setup in the call to the initialization function
nag_wav_2d_init (c09ab).
Optional Input Parameters
- 1:
– int64int32nag_int scalar
-
Default:
the first dimension of the array
a.
Number of rows, , of data matrix .
Constraint:
this must be the same as the value
m passed to the initialization function
nag_wav_2d_init (c09ab).
- 2:
– int64int32nag_int scalar
-
Default:
the second dimension of the array
a.
Number of columns, , of data matrix .
Constraint:
this must be the same as the value
n passed to the initialization function
nag_wav_2d_init (c09ab).
Output Parameters
- 1:
– double array
-
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
nag_wav_2d_coeff_ext (c09ey) or
nag_wav_2d_coeff_ins (c09ez) 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
denote the number of coefficients (of each type) at level
, for
, such that
. Then, letting
and
, for
, the coefficients are stored in
c as follows:
- , for
- Contains the level approximation coefficients, .
- , for
- Contains the level vertical, horizontal and diagonal coefficients. These are:
- vertical coefficients if ;
- horizontal coefficients if ;
- diagonal coefficients if ,
for
- 2:
– int64int32nag_int array
-
The number of coefficients in the first dimension for each coefficient type at each level.
contains the number of coefficients in the first dimension (for each coefficient type computed) at the ()th level of resolution, for . Thus for the first levels of resolution, 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, is the size of the first dimension of the matrices of approximation, vertical, horizontal and diagonal coefficients computed.
- 3:
– int64int32nag_int array
-
The number of coefficients in the second dimension for each coefficient type at each level.
contains the number of coefficients in the second dimension (for each coefficient type computed) at the ()th level of resolution, for . Thus for the first levels of resolution, 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, is the size of the second dimension of the matrices of approximation, vertical, horizontal and diagonal coefficients computed.
- 4:
– int64int32nag_int array
-
Contains additional information on the computed transform.
- 5:
– int64int32nag_int scalar
unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
Errors or warnings detected by the function:
-
-
Constraint:
, the value of
m on initialization (see
nag_wav_2d_init (c09ab)).
Constraint:
, the value of
n on initialization (see
nag_wav_2d_init (c09ab)).
-
-
Constraint: .
-
-
lenc is too small, the total number of coefficents to be generated.
-
-
Constraint:
in
nag_wav_2d_init (c09ab).
Constraint: .
-
-
Either the initialization function has not been called first or
icomm has been corrupted.
Either the initialization function was called with
or
icomm has been corrupted.
-
An unexpected error has been triggered by this routine. Please
contact
NAG.
-
Your licence key may have expired or may not have been installed correctly.
-
Dynamic memory allocation failed.
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.
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
Arguments). For example, given an input data set,
, denoising can be carried out by applying a thresholding operation to the detail (vertical, horizontal and diagonal) coefficients at every level. The elements
to
, as described in
Arguments, contain the detail coefficients,
, for
and
, where
is the number of each type of coefficient at level
and
and
is the transformed noise term. If some threshold parameter
is chosen, a simple hard thresholding rule can be applied as
taking
to be an approximation to the required detail coefficient without noise,
. The resulting coefficients can then be used as input to
nag_wav_2d_multi_inv (c09ed) in order to reconstruct the denoised signal. See
Example in
nag_wav_2d_coeff_ins (c09ez) for a simple example of denoising.
See the references given in the introduction to this chapter for a more complete account of wavelet denoising and other applications.
Example
This example performs a multi-level resolution transform of a dataset using the Daubechies wavelet (see
in
nag_wav_2d_init (c09ab)) 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
nag_wav_2d_multi_inv (c09ed).
Open in the MATLAB editor:
c09ec_example
function c09ec_example
fprintf('c09ec example results\n\n');
m = int64(7);
n = int64(8);
a = [3, 7, 9, 1, 9, 9, 1, 0;
9, 9, 3, 3, 4, 1, 2, 4;
7, 8, 1, 3, 8, 9, 3, 3;
1, 1, 1, 1, 2, 8, 4, 0;
1, 2, 4, 6, 5, 6, 5, 4;
2, 2, 5, 7, 3, 6, 6, 8;
7, 9, 3, 1, 3, 4, 7, 2];
fprintf('\nInput data a:\n');
disp(a);
wavnam = 'DB2';
mode = 'Half';
wtrans = 'Multilevel';
[nwl, nf, nwct, nwcn, icomm, ifail] = ...
c09ab(...
wavnam, wtrans, mode, m, n);
lenc = nwct;
[c, dwtlvm, dwtlvn, icomm, ifail] = c09ec(a, lenc, nwl, icomm);
fprintf('\nLength of wavelet filter : %d\n', nf);
fprintf('Number of Levels : %d\n', nwl);
fprintf('Number of coefficients in first dimension for each level :\n');
disp(transpose(dwtlvm(1:nwl)));
fprintf('Number of coefficients in second dimension for each level :\n');
disp(transpose(dwtlvn(1:nwl)));
fprintf('\nTotal number of wavelet coefficients : %d\n', nwct);
fprintf('\nWavelet coefficients c :\n');
for ilevel = 1:nwl
fprintf('-------------------------------------------------------\n');
d1 = dwtlvm(ilevel);
d2 = dwtlvn(ilevel);
level = nwl-ilevel+1;
fprintf('Level %d output is %d by %d\n', level, d1, d2);
fprintf('-------------------------------------------------------\n');
for itype_coeffs = int64(1:4)
switch itype_coeffs
case {1}
if (ilevel == 1)
fprintf('Approximation coefficients:\n');
end
case {2}
fprintf('Vertical coefficients:\n');
case {3}
fprintf('Horizontal coefficients:\n');
case {4}
fprintf('Diagonal coefficients:\n');
end
if (itype_coeffs>1 || ilevel==1)
[d, icomm, ifail] = c09ey(...
level, itype_coeffs-1, c, icomm);
disp(d(1:d1,1:d2));
end
end
fprintf('\n');
end
[b, ifail] = c09ed(nwl, c, m, n, icomm);
fprintf('Reconstruction b:\n');
disp(b);
c09ec example results
Input data a:
3 7 9 1 9 9 1 0
9 9 3 3 4 1 2 4
7 8 1 3 8 9 3 3
1 1 1 1 2 8 4 0
1 2 4 6 5 6 5 4
2 2 5 7 3 6 6 8
7 9 3 1 3 4 7 2
Length of wavelet filter : 4
Number of Levels : 2
Number of coefficients in first dimension for each level :
4 5
Number of coefficients in second dimension for each level :
4 5
Total number of wavelet coefficients : 139
Wavelet coefficients c :
-------------------------------------------------------
Level 2 output is 4 by 4
-------------------------------------------------------
Approximation coefficients:
24.9724 25.6017 20.8900 7.9280
27.6100 27.0955 18.7941 8.2804
11.2663 11.0273 19.6410 18.6651
27.6050 26.6443 14.5913 18.0835
Vertical coefficients:
-2.5552 -6.1078 -4.0629 8.2136
-1.6061 -7.2355 -3.3633 7.6075
-0.2225 -1.6283 -0.5301 3.7415
-0.9052 -6.5810 0.8023 1.8591
Horizontal coefficients:
-3.8069 -3.0730 2.1121 -1.8525
-2.7548 -4.5949 -0.8321 -4.8155
4.8398 4.5104 -1.5308 -0.6456
-6.4332 -4.5381 2.4753 6.8224
Diagonal coefficients:
-0.8978 -0.2326 -1.2515 2.6346
0.5708 -4.9783 -1.5309 6.4569
-0.1854 -1.8430 0.2426 -0.0754
0.0345 7.1864 1.5938 -5.9745
-------------------------------------------------------
Level 1 output is 5 by 5
-------------------------------------------------------
Vertical coefficients:
-2.5981 4.6471 2.5392 -2.8415 -0.2165
-1.3203 -0.0592 3.0490 -2.5837 1.0458
-0.4330 -1.6405 -1.1752 0.2533 -2.3448
-0.4118 -0.0682 -2.4608 -0.0167 0.4387
-1.5368 -1.1450 -0.5547 4.5936 -3.6863
Horizontal coefficients:
-4.3301 -1.8170 0.8023 5.7566 -2.8146
4.3089 3.6908 0.8349 3.4653 1.7108
-1.5311 -1.0736 1.5257 0.0212 -0.9608
2.8873 3.1148 -1.9118 -0.4007 -1.5302
-2.2377 -2.7611 2.4453 -0.3705 4.3448
Diagonal coefficients:
-1.5000 4.4151 -0.0057 -0.8236 -1.1250
-0.1953 -2.9530 1.8840 -1.7635 0.9877
-0.4330 0.2745 1.1450 0.4632 -0.5547
-0.3538 -0.3215 0.6462 1.3705 -1.2778
0.7288 0.4587 -1.8873 -1.8828 2.4028
Reconstruction b:
3.0000 7.0000 9.0000 1.0000 9.0000 9.0000 1.0000 0.0000
9.0000 9.0000 3.0000 3.0000 4.0000 1.0000 2.0000 4.0000
7.0000 8.0000 1.0000 3.0000 8.0000 9.0000 3.0000 3.0000
1.0000 1.0000 1.0000 1.0000 2.0000 8.0000 4.0000 0.0000
1.0000 2.0000 4.0000 6.0000 5.0000 6.0000 5.0000 4.0000
2.0000 2.0000 5.0000 7.0000 3.0000 6.0000 6.0000 8.0000
7.0000 9.0000 3.0000 1.0000 3.0000 4.0000 7.0000 2.0000
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