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Orthogonality, inverse, and Parseval identity for the finite periodic Haar transform

Statement

For every J≥1 and x∈R2J, the transform TH of Finite periodic Haar transform is an orthogonal linear map. Its inverse is THT and ∥THx∥22=∥x∥22.

Facts & Assumptions

Given: An integer J≥1 and x∈R2J.

[F1]

Finite periodic Haar transform: at each stage the approximation/detail pair from (u,v) is ((u+v)/2,(u−v)/2), and the final output lists the coarse coefficient followed by detail blocks.

[F2]

The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn: the squared Euclidean norm of a vector is the finite sum of the squares of its coordinates.

Proof

1.1givenF1F2algebra

For any real u,v, the two outputs of one Haar pair satisfy ((u+v)/2)2+((u−v)/2)2=u2+v2 by expansion and cancellation of the cross terms. Thus the pair map has matrix 2−1/2(111−1) whose transpose times itself is the identity; applying it to disjoint coordinate pairs preserves the squared Euclidean norm.

2.1givenstep 1.1F1algebra∎

At stage r, the approximation coordinates are replaced by their pair-map outputs, with the second outputs recorded as d(r) and the first outputs passed to stage r+1. Therefore the map from the original vector to all stored stage outputs is a composition of the orthogonal pair maps and a coordinate permutation. It is orthogonal; hence its transpose is its inverse and it preserves squared norm.

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