FortranCWT

The Fortran 95 codes for fast implementation of the Continuous Wavelet Transform (CWT) of the one-dimensional signals.

If you use our codes or your research is related to our paper, please kindly cite the following paper, in which the fast CWT algorithms are reviewed and compared.

@article{Wang2023,
    author = {Wang, Yun and He, Ping},
    title = "{Comparisons between fast algorithms for the continuous wavelet transform and applications in cosmology: the 1D case}",
    journal = {RAS Techniques and Instruments},
    volume = {2},
    number = {1},
    pages = {307-323},
    year = {2023},
    month = {06},
    issn = {2752-8200},
    doi = {10.1093/rasti/rzad020},
    url = {https://doi.org/10.1093/rasti/rzad020},
    eprint = {https://academic.oup.com/rasti/advance-article-pdf/doi/10.1093/rasti/rzad020/50722942/rzad020.pdf},
}

Tutorial:

Our codes can be used to process 1D signals with periodic boundary conditions as well as zero boundary conditions. In our codes, four types of wavelets are available, namely the cubic B-spline wavelet (CBSW), the Gaussian-derived wavelet (GDW), the cosine-weighted Gaussian-derived wavelet (CW-GDW), and the Morlet wavelet (MW). The former three wavelets are real valued and the last one is complex valued, which are shown in the figure below.

The module FFTCWT.f95 contains two subroutines, the rFFTCWT_periodbc, and the cFFTCWT_periodbc.
The module V97CWT.f95 contains two subroutines, the rV97CWT_periodbc, and the cV97CWT_periodbc.
The module M02CWT.f95 contains four subroutines, the rM02CWT_zerobc, the rM02CWT_periodbc, the cM02CWT_zerobc, and the cM02CWT_periodbc.
The module A19CWT.f95 contains four subroutines, the rA19CWT_zerobc, the rA19CWT_periodbc, the cA19CWT_zerobc, and the cA19CWT_periodbc.

The prefix "r" ("c") indicates that the subroutine uses real-valued (complex-valued) wavelets. The suffix "periodbc" ("zerobc") indicates that the the signals are assumed to satisfy periodic boundary conditions (zero boundary conditions).

All these subroutines receive five input arguments, which are

signal, type: real(kind=8), the signal to be analyzed, which is a 1D array.
Nmesh, type: integer, the number of data points in the array signal.
Lbox, type: real(kind=8), the spatial length or time duration of signal.
Nsubs, type: integer, in our codes, the scales are set as $w\propto w_02^{i+j/Nsubs}$, which divides the scales into Nlevs levels, numbered by $i$ and determined automatically by subroutines; then each level is divided into Nsubs, numbered by $j$. Thus, there is a total of Nscales=Nlevs*Nsubs scales, and Nsubs controls the scale resolution.
wavelet_name, type: character, cbsw, gdw, and cwgdw are available for the subroutines with the prefix r, while mw is available for the subroutines with the prefix c.

Subroutines with the prefix r will output three arguments, which are

scales, type: real(kind=8), the 1D array contains all scale parameters.
Nscales, type: integer, the number of scale parameters, which satisfies Nscales=Nlevs*Nsubs.
CWT, type: real(kind=8), dimension: (Nscales,Nmesh), the CWT of the signal, which is a 2D array.

Subroutines with the prefix c will output four arguments, which are

scales, type: real(kind=8), the 1D array contains all scale parameters.
Nscales, type: integer, the number of scale parameters, which satisfies Nscales=Nlevs*Nsubs.
realCWT, type: real(kind=8), dimension: (Nscales,Nmesh), the real part of the CWT, which is a 2D array.
imagCWT, type: real(kind=8), dimension: (Nscales,Nmesh), the imaginary part of the CWT, which is a 2D array.

Example:

As an example, we use rFFTCWT_periodbc to perform the CWT of 1D density fields (see Wang & He 2023 ) with periodic boundary conditions, and the program is shown below. Note that the use of the FFTCWT module requires that FFTW3 be installed beforehand, while other modules do not.

Program test
Use FFTCWT
Implicit None

! Declaring Parameters
Integer, Parameter :: Nsubs = 12              ! Number of sub-levels of scales
Integer, Parameter :: Nmesh = 4096            ! Data points of the signal
Real(8), Parameter :: Lbox  = 1d0             ! Spatial length of the signal

! Declaring variables
Integer :: i, Nscales 
Real(8) :: t1, t2, Dx
Real(8), Dimension(0:Nmesh-1) :: signal
Real(8), Allocatable, Dimension(:) :: scales
Real(8), Allocatable, Dimension(:,:) :: cwt   ! cwt, realcwt, imagcwt
Character(len=:), Allocatable :: wavelet

! Choose a real valued wavelet, e.g. cbsw, gdw, and cwgdw 
wavelet = "cwgdw"

! Load the test signal 
Dx = Lbox/Real(Nmesh,8)        
Open(101, file="path/delta_100.dat")        ! the 1D signal with periodic boundary condition        
! Open(101, file="path/delta_1.dat")        ! the 1D signal with periodic boundary condition                                                                                         
Do i = 0, Nmesh-1                                                
  Read(101,*) signal(i)                                           
End Do
Close(101)  


Call CPU_time(t1)

! Perform the CWT
Call rFFTCWT_periodbc( signal, Nmesh, Lbox, Nsubs, wavelet, scales, Nscales, cwt )

Call CPU_time(t2)

! Output the CPU time
Write (*,*) (t2-t1)

! Output the CWT of the signal
Open(102, file="cwt.dat")
Do i = 0, Nscales-1
  Write (102,*) cwt(i,:)
End Do
Close(102)

! Output the scales 
Open(103, file="scales.dat")
Do i = 0, Nscales-1
  Write (103,*) scales(i)
End Do
Close(103)

End Program test

As shown in the figure below, the outcome of the program is

WangYun1995 / FortranCWT

FortranCWT

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