Fast transforms: Banded matrices with
banded inverses
Gilbert Strang
(MIT)
The success of wavelets depends on the property that the inverse
wavelet
transform also involves finite length filters. So the transform
and its
inverse are both represented by **banded matrices**. We provide a
new factorization for all matrices (most of them far from wavelets!)
with this exceptional property. A combinatorial question about
permutation matrices (banded of course) will also arise.