Construction of multiwavelets on an interval (Q402306)

Standard wavelet theory only considers functions on the entire real line. In practice we deal with functions on a finite interval. One way to deal with this problem is to present special boundary basis functions. Boundary functions for wavelets on a finite interval are often constructed as linear combinations of boundary-crossing scaling functions. An alternative approach is based on linear algebra techniques. The problem with the linear algebra is that it involves multiplication by arbitrary orthogonal matrices. In this paper, the authors present a linear algebra algorithm that works for all multiwavelets and removes most or all of the non-uniqueness while ensuring maximum possible boundary approximation orders.