Adapted wavelet computation methods
Mladen Victor Wickerhauser · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1995
We briefly survey how to use libraries of (orthonormal) bases of well-behaved waveforms, including wavelets and lapped orthogonal transforms, so as to obtain fast numerical algorithms for the expansion of functions and operators in these bases. The most important applications are fast approximate matrix multiplication, and application of matrices to vectors.