Wavelet Matrix
Any discrete finite wavelet transform can be represented as a matrix, and such a wavelet matrix can be computed in O(n) steps, compared to O(nlgn) for the Fourier matrix, where lgx=log_2x is the base-2 logarithm. A single wavelet matrix can be built using Haar functions.
See also
Fourier Matrix, Haar Function, Wavelet, Wavelet TransformExplore with Wolfram|Alpha
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Cite this as:
Weisstein, Eric W. "Wavelet Matrix." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/WaveletMatrix.html