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Avtometriya

2015 year, number 2

MATRIX SWEEP ALGORITHM FOR COMPUTING MULTIWAVELETS OF ODD ORDER ORTHOGONAL TO POLYNOMIALS

B. M. Shumilov
Tomsk State University of Architecture and Building, pl. Solyanaya 2, Tomsk, 634003 Russia
Keywords: Hermitian splines, multiwavelets, orthogonality to polynomials, matrix sweep, signal analysis and synthesis

Abstract

This paper studies polynomial multiwavelets of odd order having a support width equal to two grid spacings and orthogonal to polynomials of the same order on a finite interval. A new approach to calculating a multiwavelet transform is proposed based on an algorithm for solving systems of linear algebraic equations with a block-tridiagonal matrix using the matrix sweep method (block Gauss method). The results of numerical experiments for wavelets of fifth order are presented.