UCD4IDS / WaveletsExt.jl

A Julia extension package to Wavelets.jl
BSD 3-Clause "New" or "Revised" License
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Implementation of wavelet multiplication + nonstandard transforms #48

Closed zengfung closed 2 years ago

zengfung commented 2 years ago

Adding new features to the current package. The main idea of this feature is to be able to compute approximations of y = Mx (which is computed in the order of O(n^2)) in O(n) time. This is done by transforming M and x into sparse matrices and multiplying them, then computing the inverse transform.

The pull request should include: