Matrix Extension with Symmetry and Applications to Symmetric Orthonormal Complex M-wavelets

Matrix extension with symmetry is to find a unitary square matrix P of 2π-periodic trigonometric polynomials with symmetry such that the first row of P is a given row vector p of 2πperiodic trigonometric polynomials with symmetry satisfying pp = 1. Matrix extension plays a fundamental role in many areas such electronic engineering, system sciences, wavelet analysis, and applied mathematics. In this paper, we shall solve matrix extension with symmetry by developing a step-by-step simple algorithm to derive a desired square matrix P from a given row vector p of 2πperiodic trigonometric polynomials with complex coefficients and symmetry. As an application of our algorithm for matrix extension with symmetry, for any dilation factor M , we shall present two families of compactly supported symmetric orthonormal complex M -wavelets with arbitrarily high vanishing moments. Wavelets in the first family have the shortest possible supports with respect to their orders of vanishing moments; their existence relies on the establishment of nonnegativity on the real line of certain associated polynomials. Wavelets in the second family have increasing orders of linear-phase moments and vanishing moments, which are desirable properties in numerical algorithms.