The mathematical theory of wavelets is less than 15 years old, yet already wavelets have become a fundamental tool in many areas of applied mathematics and engineering. This introduction to wavelets assumes a basic background in linear algebra (reviewed in Chapter 1) and real analysis at the undergraduate level. Fourier and wavelet analyses are first presented in the finite-dimensional context, using only linear algebra. Then Fourier series are introduced in order to develop wavelets in the infinite-dimensional, but discrete context. Finally, the text discusses Fourier transform and wavelet theory on the real line. The computation of the wavelet transform via filter banks is emphasized, and applications to signal compression and numerical differential equations are given. This text is ideal for a topics course for mathematics majors, because it exhibits and emerging mathematical theory with many applications. It also allows engineering students without graduate mathematics prerequisites to gain a practical knowledge of wavelets.

Wavelet theory is on the boundary between mathematics and engineering, making it ideal for demonstrating to students that mathematics research is thriving in the modern day. Students can see non-trivial mathematics ideas leading to natural and important applications, such as video compression and the numerical solution of differential equations. The only prerequisites assumed are a basic linear algebra background and a bit of analysis background. Intended to be as elementary an introduction to wavelet theory as possible, the text does not claim to be a thorough or authoritative reference on wavelet theory.