Question

Fast is good and support for wide range of wavelet families is also good.

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Solution

Checkout this one: http://waveletstudio.codeplex.com/

It provides Discrete Wavelet Transform (DWT), Inverse Discrete Wavelet Transform (IDWT), most common discrete wavelet (Haar, Daubechies 2 to 10, Coiflets1-5, DMeyer, Symlets 2 to 8) and you can use your own mother wavelet function.

OTHER TIPS

I wrote an extendable managed wavelet library myself in the end.

Contact me via LightWell if you want to get hold of it...

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