a simple C library for DWT and IDWT mainly for micros. pretty compatible with pywt
needed work buffer size is determined at compile time based on your decomposition level requirements
use pywt to export your filters
vector multiplication and copy
static float32_t coif4HighFilter[] = { -0.000892313902537003, -0.001629492425226786, 0.007346167936268051, 0.01606894713157503, -0.02668230466960483, -0.08126671024919373, 0.05607731960356926, 0.41530842700068227, -0.7822389344242826, 0.43438603311435653, 0.06662747236681717, -0.09622042453595264, -0.03933442260558915, 0.02508225333794961, 0.015211728187697211, -0.0056582838001308835, -0.0037514346971460866, 0.0012665610789256603, 0.0005890202246332165, -0.0002599743371222568, -6.233885431278719e-05, 3.1229861599195265e-05, 3.259647940030751e-06, -1.7849909144933469e-06 };
static float32_t coif4LowFilter[] = { -1.7849909144933469e-06, -3.259647940030751e-06, 3.1229861599195265e-05, 6.233885431278719e-05, -0.0002599743371222568, -0.0005890202246332165, 0.0012665610789256603, 0.0037514346971460866, -0.0056582838001308835, -0.015211728187697211, 0.02508225333794961, 0.03933442260558915, -0.09622042453595264, -0.06662747236681717, 0.43438603311435653, 0.7822389344242826, 0.41530842700068227, -0.05607731960356926, -0.08126671024919373, 0.02668230466960483, 0.01606894713157503, -0.007346167936268051, -0.001629492425226786, 0.000892313902537003 };
DWT_ctx dwtctx;
DWT_Out dwtOut;
static float indata[128] = { 2603.14,1934.47,1480.34,1738.37,2807.33,4263.94,5402.56,5673.5,5034.78,3951.12,3054.67,2801.37,2333.8,2781.86,2363.62,1562.36,869.446,877.83,1821.63,3358.14,4755.37,5329.68,4886.09,3816.41,3857.36,2568.9,2405.47,2574.94,2355.6,1636.5,809.348,511.893,1157.88,2597.08,4169.32,5085.05,4915.54,4096.61,3310.8,1709.39,1497.56,1615.17,1511.31,881.755,-46.7874,-648.383,-349.094,913.504,2594.49,3859.63,3980.62,4670.51,2089.39,1179.55,974.483,1283.34,1530.69,1242.81,450.049,-298.968,-318.741,693.306,2393.55,1206.89,2899.81,4188.17,2921.03,1626.91,920.753,888.224,1102.16,1006.66,385.256,-437.531,-810.675,-240.609,-956.958,245.228,4001.11,3991.55,2998.86,1681.27,756.961,523.118,703.526,730.304,239.318,-604.869,-1201.88,-1733.77,-1698.86,1901.88,3183.35,3439.12,2621.25,1278.55,166.01,-271.105,-158.344,-24.0203,-328.285,-1065.52,-773.645,-1569.66,-696.557,917.57,2358.86,2893.06,2316.13,1072.63,-67.7551,-543.069,-362.24,-32.3427,-120.572,-773.645,-1569.66,-1810.53,-1041.77,567.938,2300.26,3307.71,3139.2,2026.2,694.501,-137.526,-226.133,0 };
#define SAMPLESIZE 128
#define FILTERSIZE 24
#define DECLEVELS 4
float dwtbuffer[DWTBUFSIZE_4(SAMPLESIZE, FILTERSIZE)] = { 0 };
DWT_Init(&dwtctx,sizeof(coif4HighFilter) / sizeof(float), coif4HighFilter, coif4LowFilter, DWT_PADDING_SYMMETRIC, 4, dwtbuffer, DWTBUFSIZE_4(SAMPLESIZE, FILTERSIZE), SAMPLESIZE);
DWT_Decomposition(&dwtctx, indata, SAMPLESIZE, &dwtOut);