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S2LET: A code to perform fast wavelet analysis on the sphere

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 Added by Boris Leistedt
 Publication date 2012
and research's language is English




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We describe S2LET, a fast and robust implementation of the scale-discretised wavelet transform on the sphere. Wavelets are constructed through a tiling of the harmonic line and can be used to probe spatially localised, scale-depended features of signals on the sphere. The scale-discretised wavelet transform was developed previously and reduces to the needlet transform in the axisymmetric case. The reconstruction of a signal from its wavelets coefficients is made exact here through the use of a sampling theorem on the sphere. Moreover, a multiresolution algorithm is presented to capture all information of each wavelet scale in the minimal number of samples on the sphere. In addition S2LET supports the HEALPix pixelisation scheme, in which case the transform is not exact but nevertheless achieves good numerical accuracy. The core routines of S2LET are written in C and have interfaces in Matlab, IDL and Java. Real signals can be written to and read from FITS files and plotted as Mollweide projections. The S2LET code is made publicly available, is extensively documented, and ships with several examples in the four languages supported. At present the code is restricted to axisymmetric wavelets but will be extended to directional, steerable wavelets in a future release.



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We review scale-discretized wavelets on the sphere, which are directional and allow one to probe oriented structure in data defined on the sphere. Furthermore, scale-discretized wavelets allow in practice the exact synthesis of a signal from its wavelet coefficients. We present exact and efficient algorithms to compute the scale-discretized wavelet transform of band-limited signals on the sphere. These algorithms are implemented in the publicly available S2DW code. We release a new version of S2DW that is parallelized and contains additional code optimizations. Note that scale-discretized wavelets can be viewed as a directional generalization of needlets. Finally, we outline future improvements to the algorithms presented, which can be achieved by exploiting a new sampling theorem on the sphere developed recently by some of the authors.
174 - J. D. McEwen , Y. Wiaux 2011
We develop a novel sampling theorem on the sphere and corresponding fast algorithms by associating the sphere with the torus through a periodic extension. The fundamental property of any sampling theorem is the number of samples required to represent a band-limited signal. To represent exactly a signal on the sphere band-limited at L, all sampling theorems on the sphere require O(L^2) samples. However, our sampling theorem requires less than half the number of samples of other equiangular sampling theorems on the sphere and an asymptotically identical, but smaller, number of samples than the Gauss-Legendre sampling theorem. The complexity of our algorithms scale as O(L^3), however, the continual use of fast Fourier transforms reduces the constant prefactor associated with the asymptotic scaling considerably, resulting in algorithms that are fast. Furthermore, we do not require any precomputation and our algorithms apply to both scalar and spin functions on the sphere without any change in computational complexity or computation time. We make our implementation of these algorithms available publicly and perform numerical experiments demonstrating their speed and accuracy up to very high band-limits. Finally, we highlight the advantages of our sampling theorem in the context of potential applications, notably in the field of compressive sampling.
In the general context of complex data processing, this paper reviews a recent practical approach to the continuous wavelet formalism on the sphere. This formalism notably yields a correspondence principle which relates wavelets on the plane and on the sphere. Two fast algorithms are also presented for the analysis of signals on the sphere with steerable wavelets.
We construct a directional spin wavelet framework on the sphere by generalising the scalar scale-discretised wavelet transform to signals of arbitrary spin. The resulting framework is the only wavelet framework defined natively on the sphere that is able to probe the directional intensity of spin signals. Furthermore, directional spin scale-discretised wavelets support the exact synthesis of a signal on the sphere from its wavelet coefficients and satisfy excellent localisation and uncorrelation properties. Consequently, directional spin scale-discretised wavelets are likely to be of use in a wide range of applications and in particular for the analysis of the polarisation of the cosmic microwave background (CMB). We develop new algorithms to compute (scalar and spin) forward and inverse wavelet transforms exactly and efficiently for very large data-sets containing tens of millions of samples on the sphere. By leveraging a novel sampling theorem on the rotation group developed in a companion article, only half as many wavelet coefficients as alternative approaches need be computed, while still capturing the full information content of the signal under analysis. Our implementation of these algorithms is made publicly available.
A sampling theorem on the sphere has been developed recently, requiring half as many samples as alternative equiangular sampling theorems on the sphere. A reduction by a factor of two in the number of samples required to represent a band-limited signal on the sphere exactly has important implications for compressed sensing, both in terms of the dimensionality and sparsity of signals. We illustrate the impact of this property with an inpainting problem on the sphere, where we show the superior reconstruction performance when adopting the new sampling theorem compared to the alternative.
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