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DWT Implementation using FFTs

Module by: Phil Schniter. E-mail the author

Finally, we say a few words about DWT implementation. Here we focus on a single DWT stage and assume circular convolution, yielding an MMxMM DWT matrix T M T M . In the general case, MMxMM matrix multiplication requires M2 M 2 multiplications. The DWT matrices, however, have a circular-convolution structure which allows us to implement them using significantly less multiplies. Below we present some simple and reasonably efficient approaches for the implementation of T M T M and T M T T M .

We treat the inverse DWT first. Recall that in the lowpass synthesis branch, we upsample the input before circularly convolving with Hz H z . Denoting the upsampled coefficient sequence by an a n , fast circular convolution an*hn a n h n can be described as follows (using Matlab notation)


	ifft( fft(a).*fft(h,length(a)) )
      

where we have assumed that length(a) ≥ length(h). 1 The highpass branch is handled similarly using Gz G z , after which the two branch outputs are summed.

Next we treat the forward DWT. Recall that in the lowpass analysis branch, we circularly convolve the input with Hz-1 H z and then downsample the result. The fast circular convolution an*hn a n h n can be implemented using


	wshift('1', ifft(fft(a).*fft(flipud(h),length(a))), length(h)-1 )
      

where wshift accomplishes a circular shift of the ifft output that makes up for the unwanted delay of length(h)-1 samples imposed by the flipud operation. The highpass branch is handled similarly but with filter Gz-1 G z . Finally, each branch is downsampled by factor two.

We note that the proposed approach is not totally efficient because downsampling is performed after circular convolution (and upsampling before circular convolution). Still, we have outlined this approach because it is easy to understand and still results in major saving when MM is large: it converts the OM2 O M 2 matrix multiply into an OMlog 2 M O M 2 M operation.

Footnotes

  1. When implementing the multi-level transform, you must ensure that the data length does not become shorter than the filter length!

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