Hermite Interpolants and Biorthogonal Multiwavelets with Arbitrary Order of Vanishing Moments

Bin Han
Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ 08544

Abstract
Biorthogonal multiwavelets are generated from re nable function vectors by using multiresolution analyses. To obtain a biorthogonal multiwavelet, we need to construct a pair of primal and dual masks, from which two re nable function vectors are obtained so that a multiresolution analysis is formed to derive a biorthogonal multiwavelet. It is well known that the order of vanishing moments of a biorthogonal multiwavelet is one of the most desirable properties of a biorthogonal multiwavelet in various applications. To design a biorthogonal multiwavelet with high order of vanishing moments, we have to design a pair of primal and dual masks with high order of sum rules. In this paper, we shall study an important family of primal masks | Hermite interpolatory masks. A general way for constructing Hermite interpolatory masks with increasing order of sum rules is presented. Such family of Hermite interpolants from the Hermite interpolatory masks includes the piecewise Hermite cubics as a special case. In particular, a 3 Hermite interpolant is constructed with support 3 3] and multiplicity 2. Next, we shall present a construction by cosets (CBC) algorithm to construct biorthogonal multiwavelets with arbitrary order of vanishing moments. By employing the CBC algorithm, several examples of biorthogonal multiwavelets are provided to illustrate the general theory. In particular, a 1 dual function vector of the well-known piecewise Hermite cubics is given.
C ; C

Keywords: Hermite interpolants, biorthogonal multiwavelets, vanishing moments, CBC algorithm

1 Introduction
In 8], Daubechies constructed a family of compactly supported univariate orthogonal scaling functions and their corresponding orthogonal wavelets. Each Daubechies wavelet is generated from one scaling function and therefore, is called a scalar wavelet. Scalar orthogonal wavelets constructed by Daubechies in 8] are very useful in many applications 9]. However, scalar orthogonal wavelets lack symmetry and there are a lot of generalizations of scalar orthogonal wavelets to overcome this shortcoming. As a generalization of orthogonal wavelets, biorthogonal wavelets prove to be more e cient than orthogonal ones in many applications. Another generalization of a scalar wavelet is a multiwavelet where a scaling function vector instead of a single scaling function is used. Due to many desirable properties of multiwavelets, it is of great interest in the literature to study them. To compare with scalar wavelets, multiwavelets have several advantages such as shorter support and higher vanishing moments. The success of wavelets largely contributes to the short support and high vanishing moments which are competing objectives in the design of wavelets. That is, to obtain a wavelet with higher vanishing moments, it is necessary to enlarge its support. Such advantages of multiwavelets provide new opportunities and choices in the wavelet theory which are impossible to achieve by using scalar wavelets. With more exible trade-o between high vanishing moments and short support,
bhan@xihu.math.ualberta.ca

, Fax 780-492-6826. Web: http://xihu.math.ualberta.ca/ bhan

multiwavelets are particularly attractive in the construction of wavelets on a bounded domain 6, 22] to deal with problems arising from a nite domain with boundary conditions and are expected to be useful in many applications such as numerical solutions to partial di erential equations. As a generalization of the scalar wavelets, it is also of interest in its own right to investigate multiwavelets. The advantages of multiwavelets and their promising features in applications have attracted a great deal of interest and e ort in recent years to extensively study them. To only mention a few references here, see 1, 2, 4, 6, 7, 10, 11, 13, 14, 15, 18, 19, 22, 23, 24, 25, 27, 28, 29, 30, 31, 32, 33] and references therein on discussion of various topics on multiwavelets and their applications. Let `(Z) denote the linear space of all sequences on Z and `0 (Z) denote the linear space of all nitely supported sequences on Z. For any positive integer r, by `(Z) r r we denote the linear space of all sequences of r r matrices on Z and by `(Z) r we denote the linear space of all sequences of r 1 vectors on Z. Similarly, we de ne `0 (Z) r r and `0 (Z) r . In this paper, we are concerned with the following re nement equation: =
X

2Z

a( ) (2

);

(1)

where = ( 1 ; ; r )T is a r 1 vector of functions, called a re nable function vector, and a is a nitely supported sequence of r r matrices on Z, called the (matrix re nement) mask. When r = 1, is called a scalar re nable function and a is called a scalar re nement mask. By J a (0) we denote the following matrix associated with a mask a as

J a (0) :=

2Z

a( ):

If 1 ; ; r are functions in L1 (R) with stable shifts and = ( 1 ; ; r )T satis es the re nement equation (1) with a mask a, then it was proved in Dahmen and Micchelli 7] that J a (0) has a simple eigenvalue 2 and all other eigenvalues in modulus are less than 2: (2) Conversely, if J a (0) satis es the condition (2), it was known that there exists a unique vector of compactly supported distributions such that satis es (1) and J a (0) b(0) = b(0) with k b(0)k2 = 1 and the rst nonzero component of b(0) being positive. We call such solution the normalized solution of (1) and throughout this paper we denote the normalized solution of (1) with mask a by a . If is another distribution solution of (1), then we must have = c a for some constant c. A biorthogonal multiwavelet comes from a primal function vector = ( 1 ; ; r )T and a dual function vector e = ( e1 ; ; er )T such that =
X

2Z
r
Z

a( ) (2

and

e=

2Z

e(

a ) e(2

);

where both a and e a in `0(Z) r

are matrix masks, and they satisfy the following biorthogonal condition (x) e(x + )T dx = ( )Ir

where Ir denotes the r r identity matrix, and (0) = 1, ( ) = 0 for all 2 Znf0g. A necessary condition for and e to satisfy the conditions in (3) is the following well known discrete biorthogonal relations:
X

8 2 Z;

(3)

2Z

a( ) e a( + 2 )T = 2 ( )Ir
2

8 2 Z:

(4)

For a mask a in `0 (Z) r r , if there exists a sequence e a in `0 (Z) r r such that the conditions in (4) are satis ed, then we say that a is a primal mask and any such mask e a will be called a dual mask of a. Dahmen and Micchelli proved in 7] that if a is a primal mask with e a being a dual mask of a, then a is a being a dual function vector of a if and only if the subdivision schemes a primal function vector with e associated with a and e a converge in the L2 norm, respectively. It is a known fact that the order of vanishing moments of a biorthogonal multiwavelet is desirable in various applications and it is closely related to the order of sum rules satis ed by their masks. For any mask a in `0 (Z) r r , we denote

a(" + 2 )(" + 2 ) ; J"a ( ) := 2 ! 2Z

X X

2 Z ; " 2 f0; 1g;

+

(5)

where Z+ := f 2 Z : 0g. For any mask a in `0 (Z) r r , we say that the mask a satis es the sum rules of order k if there exists a set of r 1 vectors fy : 0 < kg with y0 6= 0 such that
0

a ( )T y ( 1) J"

=2 y

80

< k; " 2 f0; 1g:

(6)

In the univariate setting, Plonka's factorization technique of a matrix symbol is very useful in studying re nable function vectors 29, 30] and was used by Plonka and Strela in 31] to construct smooth re nable function vectors. This factorization technique was also used by Strela in 33] to construct univariate multiwavelets. However, the factorization technique does not apply to the higher dimensions and the biorthogonal multiwavelets constructed by the factorization technique in 33] have very long support. It is known that if a re nable function vector a lies in C k (R) and has linearly independent shifts, then its mask a must satisfy the sum rules of order k + 1. As we mentioned before, the vanishing moments of a biorthogonal multiwavelet are important in both applications and construction of smooth biorthogonal multiwavelets. For a primal mask a, to obtain a dual mask e a of a, we can easily solve the discrete biorthogonal relation (4) which is a system of linear equations. To achieve high vanishing moments of the resulting biorthoga , the dual mask e onal multiwavelet or to obtain smooth dual function vector e a must satisfy the sum rules of high order. In general, it is not easy to solve the following equations of sum rules
X
0

e a ( )T y ( 1) J" e

=2 y e

80

< k; " 2 f0; 1g

(7)

to achieve desired order of sum rules satis ed by e a. The reason is that when r > 1, to obtain a dual mask a of a given primal mask a, even the equations in the biorthogonal conditions (4) are linear, the equations given in (7) for sum rules are no longer linear equations since in general the vectors y e in (7) are determined by e a. Due to such di culty, not many examples of biorthogonal multiwavelets are available in the literature. One important problem in the wavelet theory is how to design wavelets with some desirable properties. There are a lot of literature on this topic and various constructions and examples of orthogonal and biorthogonal multiwavelets were reported. For example, multiwavelets were reported by Donovan, Geronimo, Hardin and Massopust 11], Dahmen, Han, Jia and Kunoth 6], He and Lai 23], Han and Jiang 22] and other examples were given in 4, 27, 33]. One purpose of this paper is to try to overcome such di culty. In the scalar case, a construction by cosets (CBC) algorithm was proposed by Han in 16] to construct scalar biorthogonal wavelets with arbitrary order of vanishing moments. Later on, such CBC algorithm was generalized by Chen, Han and Riemenschneider 3] to construct scalar biorthogonal wavelets with arbitrary order of vanishing moments for any general dilation matrix and any primal masks. Such algorithm was also employed in Han and Jia 21] to construct quincunx biorthogonal wavelets. More recently, such CBC algorithm was generalized to the biorthogonal multiwavelets with a general dilation matrix in Han 18]. In 18], we demonstrate that for any primal matrix mask with a general dilation matrix, a dual mask with arbitrary order of sum rules can be constructed. The purpose of this paper is to survey some results in Han 18] for the univariate setting with the dilation factor 2. We shall apply the general results to obtain new examples of biorthogonal multiwavelets 3

in this paper. For the advantages of the CBC algorithm over other known methods on construction of scalar biorthogonal wavelets, the reader is referred to 3, 16, 21]. Another important question to be answered is how to obtain primal masks with arbitrary order of sum rules. In Section 2, we shall study an important family of primal masks { Hermite interpolatory masks. A general way for constructing Hermite interpolatory masks will be presented in Section 2. Then in Section 3, a CBC algorithm is proposed to construct dual masks with arbitrary order of sum rules for any primal mask. Finally, in Section 4, several examples of biorthogonal multiwavelets are given.

2 Construction of Hermite Interpolatory Masks

To construct biorthogonal multiwavelets, we have to obtain pairs of primal and dual masks. In this section, we shall study an important family of primal masks | Hermite interpolatory masks. Hermite interpolatory masks are employed and are useful in curve design in computer aided geometric design 12]. A family of Hermite interpolatory masks will be constructed in this section. At the end of this section, several examples of Hermite interpolants are presented to illustrate the general theory developed in this section. In particular, a C 3 Hermite interpolant with support 3; 3] and multiplicity 2 is presented. Before proceeding further, let us recall some de nitions and results related to accuracy order. Given any compactly supported distribution vector = ( 1 ; ; r )T , we de ne the following linear operator c on `(Z) r by

c ( ) :=

2Z

( )T (

);

2 `(Z) r ;

(1)

where AT denotes the transpose of a matrix A. The shifts of are said to be linearly independent if c ( ) = 0 for in `(Z) r implies = 0. It was proved by Jia and Micchelli in 26] that the shifts of a compactly supported distribution vector = ( 1 ; ; r )T are linearly independent if and only if the ; r are linearly independent for all 2 C . The shifts of are stable if sequences c j ( + 2 ) 2Z; j = 1; ; r are linearly independent for all 2 R. Therefore, if the shifts of the sequences c j ( + 2 ) 2Z; j = 1; a are stable or linearly independent, then (2) holds true. Given a vector = ( 1 ; ; r )T of compactly supported distributions on R, let S ( ) = fc ( ) : 2 r `(Z) g where the linear operator c is de ned in (1). Following Heil, Strang and Strela 24], we say that has accuracy order k if k 1 S ( ) where k 1 denotes the set of all polynomials of degree less than k. Accuracy order of has a close relation with both the approximation order provided by and the well known Strang-Fix conditions on . Given a mask a in `0 (Z) r r , the subdivision operator Sa associated with the mask a is de ned by

Sa ( ) =

2Z

a(

2 )T ( );

2 Z; 2 `(Z) r :

(2)

By r k we denote the set of r 1 polynomial vectors with each component being a polynomialr of degree r , we naturally have a sequence pjZ 2 `(Z) given by r at most k, and by r := 1 k=0 k . For any p 2 r pjZ( ) = p( ); 2 Z. Since the mapping from ! r jZ is one-to-one and onto, without confusion, we may use p 2 r as both a polynomial vector in r and a polynomial sequence in `(Z) r since it is easy to distinguish them in the context. In particular, for any p 2 r , if Sa (pjZ) is a polynomial sequence in `(Z) r , then we may use Sa p to represent both the polynomial vector in r and the polynomial sequence in `(Z) r . The following result is a special case of Theorem 2.4 in 18]. 4

Theorem 2.1 Let a be a mask in ` (Z) r r and satisfy the condition (2). Let
0

= ( 1 ; ; r )T be the normalized solution of the re nement equation (1) with the mask a. Suppose that the sequences ^j ( " + 2 ) 2Z; j = 1; ; r are linearly independent for all " 2 f0; 1g. Then the following statements are equivalent:
a

1. a has accuracy order k; a 2. dim Pa k 1 = dim k 1 where the space Pk

Pa k
1

is de ned by

j r := fp 2 r k 1 : Sa p 2 k 1 jZ 8 j 2 N g and the subdivision operator Sa is de ned in (2); a 3. The mapping c a jPa k 1 : Pk 1 jZ ! k 1 is one-to-one onto where c a is de ned in (1); 4. a satis es the sum rules of order k.

Moreover, if a satis es the sum rules of order k given in (6) with fy : 0

T ^a (0) = 1, then < kg and y0

x = X X yT ! =0 2Z !

a (x

80

< k:

The equivalence between (1) and (4) in Theorem 2.1 was also given in 2, 24, 30, 25]. For a proof and a more general result of Theorem 2.1, the reader is referred to 18]. Let = ( 1 ; ; r )T be a function vector. We say that is a Hermite interpolant if all the functions ; r belong to C r 1 (R) and satisfy j ; j = 1;
(l) j (k ) =

(j l 1) (k)

8k 2 Z; l = 0;

; r 1; j = 1;

; r;

(3)

l) where ( j is the l-th derivative of j . Let = ( 1 ; can construct a function f as follows:

; r )T and clk ; k 2 Z; l = 0;
l+1 (x

; r 1 be given data. We

f (x) =

r 1X X

l=0 k2Z

clk

k);

x 2 R: ; r 1.
1 1

If is a Hermite interpolant, then f (l) (k) = clk for all k 2 Z and l = 0;

0

Lemma 2.2 Let a 2 ` (Z) r r be a nitely supported mask and be the normalized solution of the re nement equation (1) with the mask a. If is a Hermite interpolant, then a(2j ) = (j )diag(1; 2 ; ; 2 r ) for all j 2 Z and a satis es the sum rules of order r as de ned in (6) with fy ; ; yr g where yj = ej ; j =
0;

; r 1 and ej is the j -th coordinate unit vector in Rr .

(k); 0 (k);

+1

Proof: From the re nement equation (1), we have

;
(

1)

(k)] =

j 2Z

a(j ) (2k j ); 2 0 (2k j );

; 2r

1)

(2k j )]

for all k 2 Z. By (3), it is evident that a(2j ) = (j )diag(1; 2 1; ; 21 r ) for all j 2 Z. Note that the shifts of are linearly independent since is a Hermite interpolant. Therefore, 2 C r 1 implies that has accuracy order r. By Theorem 2.1, a must satisfy the sum rules of order r with some vectors fy0; y1 ; ; yr 1 g such that r 1X xr 1 = X j yT (r 1)! ! r 1 (x j ) 8 x 2 R:
=0

j 2Z

Therefore,

xr 1 ; (r 1)!

; x; 1 =

r 1X X
=0

Since is a Hermite interpolant, from (3), we have

j 2Z

j yT ! r

(x j );
r 1 X
=0

1)

(x j )]; x 2 R:

kr 1 ; kr 2 ; (r 1)! (r 2)!
which implies yj = ej+1 for all j = 0;
r r

; k; 1 =

k yT ! r

8 k 2 Z;

; r 1.

For any sequence a in `0 (Z) , we say that a is a Hermite interpolatory mask if a(2j ) = (j )diag(1; 2 1; ; 21 r ) for all j 2 Z and a satis es the sum rules of order r as de ned in (6) with fy0; y1 ; ; yr 1g where yj = ej+1 ; j = 0; ; r 1 and ej is the j -th coordinate unit vector in Rr . Let a be the normalized solution of (1) with a mask a. If a is a Hermite interpolant, by Lemma 2.2, it is necessary that a is a Hermite interpolatory mask. The following theorem gives us a family of Hermite interpolatory masks.
r r Theorem 2.3 For any positive integers r and N , there is a unique mask br such that N in ` (Z)
0

1. br N is supported on 1 2N; 2N 1]; 2. br N is a Hermite interpolatory mask; 3. br N satis es the sum rules of order 2rN .

Proof: For simplicity of proof, in the following, we prove the above claim for r = 2. The proof for the general case is similar. Without further mention, in the following proof, we assume r = 2. 2 2 By the de nition of sum rules, it is equivalent to proving that there is a unique mask b2 N in `0 (Z) such that bN is supported on 1 2N; 2N 1], b2 N (2j ) = (j )diag(1; 1=2) and
X
0

bN T ( 1) J1 () y
2

=2 y

80

< 4N;

(4)

T = 1; 0], y T = 0; 1] and y = 0 for 2 where y0 < 4N . By b2 1 N (1 + 2j ) i; k ] we denote the (i; k ) entry of the 2 matrix bN (1 + 2j ). It su ces to prove that the following linear systems: for all 0 < 4N , N 1 X j= N

( 2 + j) b2 N (1 + 2j ) 1; 1] !
1 1

N 1 X j= N N 1 X j= N

( 2 + j) b2 N (1 + 2j ) 2; 1] ( 1)! = ( )
1 1 1 1

(5)

and
N 1 X j= N

( 2 + j) b2 N (1 + 2j ) 1; 2] !

( 2 + j) b2 N (1 + 2j ) 2; 2] ( 1)! =

1)

(6)

have a unique solution. Here, we used the convention ( 1)! = 1. Let A be a 4N by 4N square matrix given by A ; 2(j + N )] = (1=2 + j ) = ! and A ; 2(j + N ) + 1] = (1=2 + j ) 1 =( 1)! for 0 < 4N and j = N; ; N 1. Then the linear system (5) can be rewritten in the matrix form as: Ax = 1; 0; ; 0]T 6

2 where x 2(j + N )] = b2 ; N 1. N (1 + 2j ) 1; 1] and x 2(j + N ) + 1] = bN (1 + 2j ) 2; 1] for j = N; To see that the linear system (5) has a unique solution, it su ces to demonstrate that A is invertible, i.e., if T A = 0 for some vector = ( )0 <4N , then = 0. Let

F (x) :=
0

<4N

x : !

is equivalent to F (1=2 + j ) = 0 and F 0 (1=2 + j ) = 0 8 j = N; ; N 1: (7) It is well known that the only solution to (7) is F = 0. Therefore, = 0 and (5) has a unique solution. Similarly, (6) has a unique solution. Before we proceeding further to give some examples of Hermite interpolants, let us recall the de nition of Lp smoothness of a function vector. For any 1 p 1 and 0 < 1, the Lipschitz space Lip ; Lp (R) consists of those functions f in Lp (R) for which kf f ( t)kp C jtj 8 t 2 R; where C is a constant independent of t. The Lp smoothness of a function f 2 Lp (R) in the Lp norm is described by its Lp critical exponent p (f ) de ned by (n) 2 Lip ; Lp (R) 8 n 2 Z+g; p (f ) := supfn + : f If f = (f1 ;

Then

TA = 0

; fr )T is a function vector in Lp(R) r , then its Lp critical exponent p (f ) is de ned by ; p (fr ) : p (f ) := min p (f1 );

In the following, let us present some examples of Hermite interpolatory masks and their associated Hermite interpolants.

Example 2.4 The Hermite interpolatory mask b in Theorem 2.3 is given by

2 1

b2 1 ( 1) =

1 2 1 8

3 4 1 8

1 0 ; b2 (1) = ; b2 1 (0) = 1 0 1
2

1 2 1 8

3 4 1 8

with b2 6= 1; 0; 1. Note that 1 ( ) = 0 for 24]) and can be explicitly expressed as:
b2 1
1

b2 1

=(

b2 1
1

b2 1
2

)T is the well known piecewise Hermite cubics (see + (t 1)2 (2t + 1)

0 1]

(t) = (t + 1)2 ( 2t + 1)
b2 1
2

1 0]

and

(t) = (t + 1)2 t where E is the characteristic function of the set E . 1 p 1.

2 2

1 0]

b2 1

+ (t 1)2 t 0;1] ; has accuracy order 4 and p (

b2 1 ) = 2 + 1=p

for any

Example 2.5 The Hermite interpolatory mask b in Theorem 2.3 is given by

b2 2 ( 3) = b (1) =
2 2 13 512 3 512 243 512 81 512 5 512 1 512 405 512 81 512

; b2 2 ( 1) = ; b (3) =
2 2 13 512 3 512

243 512 81 512 5 512 1 512

405 512 81 512 2 2

1 0 ; ; b2 2 (0) = 0 1
2

; b ( ) = 0 8 6= 3; 1; 0; 1; 3:

2 2 is a Hermite interpolant such that 2 ( b2 ) Then b2 3:39496 and 2 2 is a C 2 Hermite interpolant since 1 ( b2 ) 2 ( b2 ) 2:89496.

b2 2

has accuracy order 8. Therefore,

b2 2

Based on Example 2.5, we have the following example.

Example 2.6 The Hermite interpolatory mask a is given by

a( 3) = a(1) =
13 512 3 512 243 512 81 512 1 32 1 128 27 32 27 128

; a( 1) = ; a(3) =
13 512 3 512

243 512 81 512 1 32 1 128

27 32 27 128

0 ; a(0) = 1 0 1 ;
2

; a( ) = 0 8 6= 3; 1; 0; 1; 3:
a

Then a is a Hermite interpolant such that 2 ( a ) 3:84745 and C 3 Hermite interpolant since 1 ( a ) 3:34745.
3 1

has accuracy order 7. Therefore,

is a

In the following, let us present some Hermite interpolants with multiplicity r > 2.

Example 2.7 The Hermite interpolatory mask b in Theorem 2.3 is given by

2 6 6 b3 1 ( 1) = 4
1 2 5 32 1 64 15 16 7 32 1 64

0
3 8

3 7 7 5

2 6

6 b3 1 (1) = 4

1 2 5 32 1 64

15 16 7 32 1 64

0
3 8 1 16

3 7 7 5

3 and b3 6= 1; 0; 1. Then 1 (0) = diag (1; 1=2; 1=4) and b1 ( ) = 0 for all 3 b3 1 has accuracy order 6 and p ( b1 ) = 3 + 1=p for any 1 p 1. 3 2

1 16

b3 1

is a Hermite interpolant such that

3 7 7 5

Example 2.8 The Hermite interpolatory mask b in Theorem 2.3 is given by

2 6 6 b3 2 ( 3) = 4 2 6 b3 2 (1) = 4 6
383 32768 111 32768 9 32768 16767 32768 5103 32768 729 32768 155 32768 41 32768 3 32768 32805 32768 8019 32768 729 32768 1215 16384 355 16384 29 16384 1215 16384 6075 16384 1701 16384

3 7 7 5

2 6

6 b3 2 ( 1) = 4 2

16767 32768 5103 32768 729 32768 383 32768 111 32768 9 32768

32805 32768 8019 32768

1215 16384 6075 16384

3 7 7 5

6 b3 2 (3) = 4

1701 729 32768 16384 3 155 1215 32768 16384 41 32768 3 32768 355 16384 29 16384

7 7 5

3 and b3 6= 3; 1; 0; 1; 3. Then 2 (0) = diag (1; 1=2; 1=4) and b2 ( ) = 0 for all 3 3 b b 2 2 that has accuracy order 12 and 2 ( ) 4:35105. 4 1

b3 2

is a Hermite interpolant such

3 7 7 7 7 7 5

Example 2.9 The Hermite interpolatory mask b in Theorem 2.3 is given by

2

b4 1 ( 1)

6 6 =6 6 6 4

1 2 11 64 3 128 1 768

35 32 19 64 1 32 1 768

105 16 105 32 15 32 3 128

3 7 7 7 7 7 5

15 32 7 64 1 128

b4 1 (1)

6 6 =6 6 6 4

1 2 11 64 3 128 1 768

35 32 19 64 1 32 1 768

0
15 32 7 64 1 128

105 16 105 32 15 32 3 128

4 and b4 6= 1; 0; 1. Then 1 (0) = diag (1; 1=2; 1=4; 1=8) and b1 ( ) = 0 for all 4 4 b b 1 1 that has accuracy order 8 and p ( ) = 4 + 1=p for any 1 p 1.

b4 1

is a Hermite interpolant such

In fact, for any positive integer r, the Hermite interpolant and support 1; 1]. 8

br 1

is the polynomial B-spline with defect r

3 Construction of Biorthogonal Multiwavelets

In Section 2, we discussed how to construct an important family of primal masks | Hermite interpolatory masks. In this section, we shall discuss how to systematically construct dual masks with arbitrary order of sum rules for any given primal mask. More precisely, given a primal mask a, for any positive integer k, how to nd all the dual masks of a such that the dual masks satisfy the sum rules of order k. To our best knowledge, no systematic method is available in the current literature to deal with this problem. As a matter of fact, it took a relatively long time in the wavelet community to nd a continuous dual function vector of the well known piecewise Hermite cubics 6]. In 18], we demonstrated that designing multiwavelets with arbitrary vanishing moments can be reduced to solve a system of well organized linear equations by using a CBC algorithm. As an application of this method, a C 1 dual function vector with support 4; 4] of the piecewise Hermite cubics was reported in 18]. In this paper, we shall rst recall the CBC algorithm on construction of biorthogonal multiwavelets with arbitrary order of sum rules. Then we shall apply such algorithm to obtain several examples of biorthogonal multiwavelets in Section 4.

Theorem 3.1 (Construction By Cosets (CBC) Algorithm) Let a 2 ` (Z) r r be a mask such that J a (0) satis es (2), a(0) is invertible and a(2 ) = 0 for all 2 Znf0g. Let k be any positive integer.
0

1. Let y e0 be a nonzero vector such that J a (0)y e0 = 2y e0 . Compute the vectors y e ; 0 < < k by the following recursive formula: X 1 y e = 2 +1 Ir J a (0) )y e ; 0 < < k; (1) 2 J a(
0

a( ) ; J a ( ) := 2 ! 2Z 2. Choose an appropriate subset E of Z such that after setting e a(1 + 2 ) = 0 for all 2 ZnE , the following
X

where the matrices J a ( ) are de ned as follows

<

linear system

X
0

e a ( )T y ( 1) J1 e

=2 y e

80

<k

(2)

e a ( ) are de ned in (5) as has at least one solution for fe a(1 + 2 ) : 2 E g where the matrices J1 X e a ( ) := 2 J1 a(1 + 2 )(1 + 2 ) ; ! 2E e

3. Construct the coset of e a at 0 as follows:

e(2

) = 2 ( )Ir

2E

e(1 + 2

) a(1 + 2(

))

a(0)T

2 Z:

Then the mask e a is a dual mask of the mask a and e a satis es the sum rules of order k.

Proof: Since a(2 ) = 0 for all 2 Znf0g, we can rewrite the discrete biorthogonal relation (4) as
2 ( )Ir =
1 X X

a(2 )T + = a(0)e

"=0

2Z

a(" + 2 ) e a(" + 2 + 2 )T
X

2Z

a(1 + 2

2 )e a(1 + 2 )T :

Therefore, under the assumption that a is an interpolatory mask, the discrete biorthogonal relation (4) is equivalent to the equality in Step (3). To prove that e a satis es the sum rules of order k, by the de nition of sum rules in (6) and equation (2), it su ces to verify that
X
0

e a ( )T y ( 1) J0 e

=2 y e

80

< k:

(3)

Since a and e a satisfy the discrete biorthogonal condition, from (4), we have 2 Note that Therefore, 2 ( )Ir =
e a( + 2 )T ( =(2 + ) ( 1) a( ) ( =2) ! )! 0 2Zs 2Zs 1 X X X ) Je a )T : = ( 1) a(" + 2 ) ("=2 + "( ! "=0 0 2Z X X X X

( )Ir ! = a( ) e a( + 2 ) T ! ; 2Z 2Z 2Z ( =2 + ) !

XX

2Z :
+

! =

=2 =
0

( =2 + ) : ( 1) ( =2) ! ( )!

Hence, we have 2 ( )Ir = For any ; 2 Z+ such that 2y e =

0 1 X X

"=0 0

e a( ( 1) J"a ( )J"

)T ;

2Z :
+

(4)

, multiplying ( 1)j jy e
X

with both sides of (4) and taking sum, we have

( 1) 2 ( )y e
X
0

= = =

1 X X

"=0 0
1 X

( 1) ( 1)
X
0

a( J"a ( ) J"e a( J"a ( ) J"e

e a ( )T y ( 1) J" e

)T y e )T y e

"=0 0
1 X X

"=0 0

J"a ( )

From the de nition of the vectors fy e :0 2y e =

1 X X

< kg in Step (1), it is easy to verify that J"a ( )2 y e

"=0 0

80

< k:

Therefore, subtracting the last equality from the previous one and using equation (2), we end up with
X
0

a( ) J0
0

e a ( )T y ( 1) J0 e

2 10

y e

=0

80

< k:

a (0) = a(0) is invertible, by induction, the above equality implies (3) which completes the proof. Since J0 The advantage of the above algorithm lies in that we only need to deal with the coset " = 1 in Step (2). If e a is a dual mask of a such that e a satis es the sum rules of order k, then e a must come from the above CBC algorithm by choosing some subset E and a solution in (2). The reader may wonder how to choose the subset E of Z such that there is at least one solution to (2). In general, when E is large enough, there must be a solution to (2). Let us demonstrate this fact here. First, without loss of generality, we may assume that y e0 = 1; 0; ; 0]T . Let E be any subset of Z such that #E = k where #E denotes the cardinality of the set E . Now set e a(1 + 2 ) = 0 for any 2 ZnE . For any matrix A, let A i; j ] denote its (i; j ) entry. Set e a(1 + 2 ) i; j ] = 0 (or any numbers as you want) for all 2 E , i = 2; ; r and j = 1; ; r. Then (2) has a unique solution for fe a(1 + 2 ) 1; j ] : 2 E; j = 1; ; rg since in this case (2) is reduced to the following equation X e a(1 + 2 ) 1; j ](1 + 2 ) = g";j ( ) 8 0 < k

where g";j ( ) are constants derived from (2). It is evident that the above equation has a unique solution since its coe cient matrix is a Vandermonde matrix. For the general primal mask, such CBC algorithm is more complicated. We demonstrated in a constructive way (Theorem 3.5 in 18]) that for any primal mask with any general dilation matrix and any positive integer k, a dual mask of the given primal mask can be constructed such that the dual mask satis es the sum rules of order k. In general, for any given primal mask, there are three major steps in constructing a dual mask with arbitrary order of sum rules. First, solve the linear system given in the discrete biorthogonal relation (4). Secondly, for any xed positive integer k, compute the vectors y e ;0 < k as in Theorem 3.1. Finally, solve the linear system given in the sum rule equations (6) for the dual mask. The existence of such dual mask is guaranteed by Theorem 3.5 in 18] by appropriately choosing the support of the dual mask. For the discussion of the CBC algorithm with a general dilation matrix, the reader is referred to 3, 18].

2E

4 Examples of Biorthogonal Multiwavelets

In this section, we shall present some examples of biorthogonal multiwavelets constructed by the CBC algorithm proposed in Section 3. Throughout this section, by U we denote the following 2 2 matrix: 0 U := 1 0 1 :

Example 4.1 Let b be the Hermite interpolatory mask given in Theorem 2.3. By (1), we obtain
2 1

T = 1; 0]; y T = 0; 1=15]; y T = 1=15; 0]; y T = 0; 1=315]; y T = 1=560; 0] y e0 e1 e2 e3 e4 T = 0; 1=15120]; y T = 1=37800; 0]; y T = 0; 1=1247400]; y e5 e6 e7 T = 1=3991680; 0]; y T = 0; 1=155675520]: y e8 e9 By using the CBC algorithm, we nd a dual mask e a of b2 1 given by
e(0) e(3)

= =

261731 192512

135 2048 4617 14336

540779 336896 43 2048 9717 96256

;e a(1) =

889 2048 52131 14336

39727 288768 111009 96256

; e a(2) =

489 3008 801795 673792

15131 288768 347019 673792

; e a(4) =

141 8192 229941 2695168

23 2048 37245 673792

; e a( ) = 0 8 > 4;
b2 1.

and e a( ) = U e a( )U for all 2 N . It is easy to check that e a ) 1:44075 and e a has accuracy order 6. 2( 11

e a

is a dual function vector of

Moreover,

Another dual mask e a1 of b2 1 is given by:

e1 (0) e1 (2) e1 (4) e1 (6)

= = = =

11046301 7864320

a a

801731 524288 35593 4372675 25165824 786432 62155111 516945 41943040 1048576 424669 39523 15728640 3145728 1785087 93245 10485760 1048576 1051 195121 125829120 1048576 285911 9 41943040 2048

e1 (1)

= = =

; ; ;

e1 (3) e1 (5) e1 (

a a

3235271 7864320 20044101 5242880 2604317 31457280 5880671 10485760 183239 31457280 267049 10485760

120589 983040 5864319 5242880 261013 10485760 1801093 10485760 57119 31457280 82729 10485760

; ; ;

a )=0

8 > 6;

a1 is a dual function vector of b2 1 such and e a1 ( ) = U e a1( )U for all 2 N . It is not di cult to verify that e e a e a e a e a 1 1 1 1 that has accuracy order 10 and 2 ( ) 2:12273. Therefore, 1 ( ) > 1:62272 which implies 2 C 1 . T = 0; 5=56]. By the CBC algorithm, a dual mask e y e1 a of a is given by
e(0) e(3)

Example 4.2 Let a be the Hermite interpolatory mask given in Example 2.6. Then by (1), y eT = 1; 0] and
0

2395 2048

0 = 0 0 0 ;

3311 2048

0 ; e a(1) =
e(4)

1 2 5453 2160 25 4096 7741 221184

27 128 149 160

; e a(2) =

161 2048 176519 552960

321 4096 33341 92160

21 8192 2771 184320

; e a( ) = 0 8 > 4:

a is a dual function vector of a such that 2 ( e a ) 0:91843 and e a has and e a( ) = U e a( )U for all 2 N . e a is a continuous dual function vector of a 2 C 3 since 1 ( e a ) 0:41843. accuracy order 2. Therefore, e

Example 4.3 Let b be the Hermite interpolatory mask given in Theorem 2.3. By (1), we obtain
3 1

T = 60; 0; 1]; y T = 0; 32=7; 0]; y T = 25=7; 0; 3=28]; y T = 0; 4=21; 0]; y e0 e1 e2 e3 T = 1=12; 0; 1=336]; y T = 0; 4=1155; 0]: y e4 e5 By using the CBC algorithm, we nd a dual mask e a of b3 1 given by
2 6 e(0)

=6 4
2

1532513 720896

0
82733 65536

9297 720896

3 7 7 5

2 6

e(2)

=6 4
2

617613 8192 47373 1441792 30225 131072 2534175 360448 29 8192 433 4096 333789 360448

;
3 7 7 5

e(1)

=6 4
2 6

13501 720896 10639 4096 537051 16384 511 65536 1193 8192 214011 180224

117 2048 11167 8192

19691 2883584 429 8192

3 7 7 5

8603 8192 431 1441792 5275 131072

28769 1441792 41059 131072 267011 180224 529 524288 1927 65536 367105 1441792

; e a(3) = 6 4
e(

46545 1517 2048 65536 3 65 9 8192 262144 195 1024 415 256 367 32768 80285 720896

7 7 5

e(4)

=6 4

0 0

155229 360448

3 7 7 5

a )=0

8 >4

267 360448

a is a dual function and e a( ) = U3 e a( )U3 for all 2 N where U3 := diag(1; 1; 1). It is easy to check that e 3 b e a e a e a vector of 1 . Moreover, 2 ( ) 1:15737 and has accuracy order 6. Therefore, is a continuous dual 3 b 1 function vector of the Hermite interpolant .

For more examples of Hermite interpolatory masks, biorthogonal multiwavelets and the CBC algorithm for the general primal mask with a general dilation matrix, the reader is referred to Han 18] for more detail. 12

0.15 1 0.8 0.6 0.4 0.2 0 1 0.5 0 (a) 0.5 1 0.1 0.05 0 0.05 0.1 0.15 1 0.5 0 (b) 0.5 1

1.5 1 0.5 0 0.5 4 2 0 (c) 2 4

10 5 0 5 10 4 2 0 (d) 2 4

b1 e a and e a in Example 4.1, respectively. 1 Figure 1: (a), (b), (c) and (d) are the graphs of b 1 2 1 , 2 , 2 e a 1 b piecewise Hermite cubics and is a C dual function vector of 1 .
2 2
1 0.8 0.6 0.4 0.2 0 3 2 1 0 (a) 1 2 3 0.1 0.2 3 2 1 0 (b) 1 2 3 0.2 0.1 0

b2 1

is the

2 1.5 1

10 5 0

0.5 0 0.5 4 2 0 (c) 2 4 5 10 4 2 0 (d) 2 4

a, e a and e a in Example 4.2, respectively. Figure 2: (a), (b), (c) and (d) are the graphs of a 1, 2 1 2 e a Hermite interpolant and is a continuous dual function vector of a .

is a C 3

13

1.5

10

0 0.5

5 0 10

0.5 6 4 2 0 (c) 2 4 6 6 4 2 0 (d) 2 4 6

Figure 3: (c) is the graph of b2 1.

e a1
1

and (d) is the graph of

e a1
2

in Example 4.1.

e a1

is a dual function vector of

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