Adapted Wavelet Analysis from Theory to Software

Chapter 1: Mathematical Preliminaries

The behavior of the algorithms discussed in this volume cannot be understood without some knowledge of the mathematical properties of the underlying functions. Thus, we will go over a few facts from real and harmonic analysis. This chapter can be skipped by those who are skimming the text, but the reader is advised to try the exercises as preparation for the mathematical development later.

1.1 Basic Analysis

Analysis is the mathematical theory of infinite algorithms: evaluation of infinite sums, limits of arithmetic operations iterated infinitely many times, and so on. While no such algorithm can ever be implemented, some of its properties can be determined a priori without ever completing the calculation. What is more, a large finite number of arithmetic operations from a convergent infinite algorithm will produce a result close to the limit, whose properties will be similar to those of the limit. We will have a truncated infinite algorithm if we simply stop after a sufficiently large number of steps.

If a finite algorithm is a truncated infinite algorithm which has no limit, then the finite algorithm will be unstable, i. e., the result will vary greatly with differing truncations. On the other hand, truncating a convergent infinite process at any sufficiently large number of steps will produce essentially the same result. This is the idea behind Cauchy's criterion for a sequence { a( n)}: For each ? > 0 we can find a sufficiently large N

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