I am in need of an open source library for computing Fast wavelet transforms (FWT) and Inverse fast wavelet transforms (IFWT) - this is to be part of a bigger code I am currently writing.
The things I am looking for in the library:
1) Contains a good variety of wavelet families (Daub,Haar, Coif etc.)
2) Ability to run in parallel - VERY IMPORTANT
3) Reasonable documentation, so that I can include new wavelets of my own without having to modify the complete source ( Maybe an OOPS based approach would help?)
I am flexible about the language - C/C++/Fortran90/Fortran77/Python .... Any language would do for me, though I would prefer something which is optimized for speed and in parallel.
So far, I have found PyWavelets - it looks good, but it is in Python ( therefore considerably slow) and it doesn't run in parallel. I am going to use the DWT for processing really huge datasets, so speed is an important concern for me.
Its understandable there may not be anything with all the requirements I mentioned. But I wanted to hear from the community if they have any suggestions.