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try alternative faster way to construct meyer wavelets
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src/LP-NGWP.jl

Lines changed: 11 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -230,16 +230,17 @@ end
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function const_meyer_wavelets(𝚽, Uf; idx = 1:size(Uf, 1))
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N = size(𝚽, 1)
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# assemble smooth orthogonal projector custom to nodes `idx`
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P = Uf[idx, :]' * Uf[idx, idx]
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if diag(P) == χ(idx, N)
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B = 𝚽[:, idx]
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else
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# folding the eigenspace, i.e., 𝚽's column space
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Y = 𝚽 * P
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# find its column space's orthogonal basis
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B = svd(Y).U
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end
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# # assemble smooth orthogonal projector custom to nodes `idx`
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# P = Uf[idx, :]' * Uf[idx, idx]
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# if diag(P) == χ(idx, N)
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# B = 𝚽[:, idx]
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# else
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# # folding the eigenspace, i.e., 𝚽's column space
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# Y = 𝚽 * P
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# # find its column space's orthogonal basis
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# B = svd(Y).U
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# end
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B = 𝚽 * Uf[:, idx]
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# perform varimax rotation to get the meyer_wavelets
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Wavelets = varimax(B)
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return Wavelets

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