NAG Library Routine Document

C09CAF

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

C09CAF computes the one-dimensional discrete wavelet transform (DWT) at a single level. The initialization routine C09AAF must be called first to set up the DWT options.

2 Specification

SUBROUTINE C09CAF (

N, X, LENC, CA, CD, ICOMM, IFAIL)

INTEGER	N, LENC, ICOMM(100), IFAIL
REAL (KIND=nag_wp)	X(N), CA(LENC), CD(LENC)

3 Description

C09CAF computes the one-dimensional DWT of a given input data array,

x_{i}

, for

i = 1, 2, \dots, n

, at a single level. For a chosen wavelet filter pair, the output coefficients are obtained by applying convolution and downsampling by two to the input,

x

. The approximation (or smooth) coefficients,

C_{a}

, are produced by the low pass filter and the detail coefficients,

C_{d}

, by the high pass filter. To reduce distortion effects at the ends of the data array, several end extension methods are commonly used. Those provided are: periodic or circular convolution end extension, half-point symmetric end extension, whole-point symmetric end extension or zero end extension. The number

n_{c}

, of coefficients

C_{a}

C_{d}

is returned by the initialization routine C09AAF.

4 References

Daubechies I (1992) Ten Lectures on Wavelets SIAM, Philadelphia

5 Parameters

1: N – INTEGERInput: On entry: the number of elements, $n$ , in the data array $x$ .
Constraint: this must be the same as the value N passed to the initialization routine C09AAF.
2: X(N) – REAL (KIND=nag_wp) arrayInput: On entry: X contains the input dataset $x_{i}$ , for $i = 1, 2, \dots, n$ .
3: LENC – INTEGERInput: On entry: the dimension of the arrays CA and CD as declared in the (sub)program from which C09CAF is called. This must be at least the number, $n_{c}$ , of approximation coefficients, $C_{a}$ , and detail coefficients, $C_{d}$ , of the discrete wavelet transform as returned in NWC by the call to the initialization routine C09AAF.
Constraint: $LENC \geq n_{c}$ , where $n_{c}$ is the value returned in NWC by the call to the initialization routine C09AAF.
4: CA(LENC) – REAL (KIND=nag_wp) arrayOutput: On exit: $CA (i)$ contains the $i$ th approximation coefficient, $C_{a} (i)$ , for $i = 1, 2, \dots, n_{c}$ .
5: CD(LENC) – REAL (KIND=nag_wp) arrayOutput: On exit: $CD (i)$ contains the $i$ th detail coefficient, $C_{d} (i)$ , for $i = 1, 2, \dots, n_{c}$ .
6: ICOMM( $100$ ) – INTEGER arrayCommunication Array: On entry: contains details of the discrete wavelet transform and the problem dimension as setup in the call to the initialization routine C09AAF.

On exit: contains additional information on the computed transform.
7: IFAIL – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit: $IFAIL = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: On entry, N is inconsistent with the value passed to the initialization routine C09AAF.

$IFAIL = 2$: On entry, $LENC < n_{c}$ , where $n_{c}$ is the value returned in NWC by the call to the initialization routine C09AAF.

$IFAIL = 6$: On entry, the initialization routine C09AAF has not been called first or it has been called with $WTRANS ='M'$ , or the communication array ICOMM has become corrupted.

7 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.

8 Further Comments

None.

9 Example

This example computes the one-dimensional discrete wavelet decomposition for

8

values using the Daubechies wavelet,

WAVNAM ='DB4'

, with zero end extension.

NAG Library Routine DocumentC09CAF