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I'm looking for an open source software package that provides a fast evaluation of continuous Daubechies/Symmlet wavelet/scaling functions.

GSL only has the discrete wavelets, and PyWavelets comes close to what I want, in that it gives a gives the values of the functions on an equispaced grid of whatever refinement you desire.

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  • $\begingroup$ In case you need to roll your own I can recommend memoization, with it my program almost got fast enough. $\endgroup$
    – Emil
    Feb 19 '19 at 6:51
  • $\begingroup$ Did you check out Wavelab? Matlab package, open source, Stanford University. $\endgroup$
    – GertVdE
    Feb 19 '19 at 12:14
  • $\begingroup$ @Emil: Very interested, do you have a link? $\endgroup$
    – user14717
    Feb 19 '19 at 18:16
  • $\begingroup$ @GertVdE: I don't have Matlab. Perhaps I could read the source without being able to run it; in any case the documentation at the link is broken. $\endgroup$
    – user14717
    Feb 19 '19 at 18:18
  • $\begingroup$ @user14717: it is just a technique. I used it to precompute a filter bank. (it saves function output keyed by the function arguments). $\endgroup$
    – Emil
    Feb 19 '19 at 18:56

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