Matrix sweep algorithm for computing multiwavelets of odd order orthogonal to polynomials
Boris Shumilov · Optoelectronics Instrumentation and Data Processing · 2015
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.