diff --git a/wavelet/CMakeLists.txt b/wavelet/CMakeLists.txt
new file mode 100644
index 0000000..caf1670
--- /dev/null
+++ b/wavelet/CMakeLists.txt
@@ -0,0 +1,7 @@
+file(GLOB sources *.cpp)
+
+foreach(source ${sources})
+	get_filename_component(exec ${source} NAME_WE)
+	add_executable(${exec} ${source})
+	target_link_libraries(${exec} ${libs})
+endforeach()
diff --git a/wavelet/periodic_iterator.hpp b/wavelet/periodic_iterator.hpp
new file mode 100644
index 0000000..289f429
--- /dev/null
+++ b/wavelet/periodic_iterator.hpp
@@ -0,0 +1,38 @@
+#pragma once
+
+#include <boost/iterator/iterator_adaptor.hpp>
+
+template <typename Iterator>
+class periodic_iterator : public boost::iterator_adaptor<periodic_iterator<Iterator>, Iterator> {
+	typedef boost::iterator_adaptor<periodic_iterator<Iterator>, Iterator> super_t;
+	friend class boost::iterator_core_access;
+public:
+	periodic_iterator()
+	: super_t()
+	, end()
+	, length(1)
+	{}
+
+	periodic_iterator(Iterator begin, Iterator end)
+	: super_t(begin)
+	, end(end)
+	, length(end - begin)
+	{}
+
+private:
+	void advance(typename super_t::difference_type n){
+		this->base_reference() += n;
+		if(this->base() >= end) this->base_reference() -= length;
+	}
+
+	void increment() { advance(1); }
+	void decrement() { advance(-1); }
+
+	Iterator end;
+	int length;
+};
+
+template <typename Iterator>
+periodic_iterator<Iterator> periodic(Iterator begin, Iterator end){
+	return periodic_iterator<Iterator>(begin, end);
+}
diff --git a/wavelet/periodic_iterator_test.cpp b/wavelet/periodic_iterator_test.cpp
new file mode 100644
index 0000000..22f6c5e
--- /dev/null
+++ b/wavelet/periodic_iterator_test.cpp
@@ -0,0 +1,28 @@
+#include <iostream>
+#include <algorithm>
+#include <iterator>
+#include <vector>
+
+#include <boost/assign.hpp>
+
+#include "periodic_iterator.hpp"
+#include "striding_iterator.hpp"
+
+template <typename Iterator>
+void print10(Iterator it){
+	for(int i = 0; i < 10; ++i){
+		std::cout << *it++ << std::endl;
+	}
+}
+
+int main(){
+	using namespace boost::assign;
+	std::vector<int> v;
+	v += 0,1,2,3,4;
+
+	print10(periodic(v.begin(), v.end()));
+	std::cout << "***\n";
+	print10(periodic(strided(v.begin(), 1), strided(v.end(), 1)) + 2);
+	std::cout << "***\n";
+	std::copy(v.begin(), v.end(), std::ostream_iterator<int>(std::cout, "\n"));
+}
diff --git a/wavelet/striding_iterator.hpp b/wavelet/striding_iterator.hpp
new file mode 100644
index 0000000..c69887e
--- /dev/null
+++ b/wavelet/striding_iterator.hpp
@@ -0,0 +1,46 @@
+#pragma once
+
+#include <boost/iterator/iterator_adaptor.hpp>
+
+template <typename Iterator>
+class striding_iterator : public boost::iterator_adaptor<striding_iterator<Iterator>, Iterator> {
+	typedef boost::iterator_adaptor<striding_iterator<Iterator>, Iterator> super_t;
+	friend class boost::iterator_core_access;
+public:
+	striding_iterator()
+	: super_t()
+	, stride(1)
+	{}
+
+	striding_iterator(Iterator it, int stride)
+	: super_t(it)
+	, stride(stride)
+	{}
+
+	template<class OtherIterator>
+	striding_iterator(striding_iterator<OtherIterator> const& r, typename boost::enable_if_convertible<OtherIterator, Iterator>::type* = 0)
+	: super_t(r.base())
+	{}
+
+	int stride;
+
+private:
+	void advance(typename super_t::difference_type n){
+		this->base_reference() += stride * n;
+	}
+
+	template <class OtherIterator>
+	typename super_t::difference_type distance_to(striding_iterator<OtherIterator> const & that) const {
+		int s = that.base() - this->base();
+		if(s >= 0) return (s + stride - 1) / stride;
+		return (s - stride + 1) / stride;
+	}
+
+	void increment() { advance(1); }
+	void decrement() { advance(-1); }
+};
+
+template <typename Iterator>
+striding_iterator<Iterator> strided(Iterator it, int stride = 1){
+	return striding_iterator<Iterator>(it, stride);
+}
diff --git a/wavelet/striding_iterator_test.cpp b/wavelet/striding_iterator_test.cpp
new file mode 100644
index 0000000..b00e883
--- /dev/null
+++ b/wavelet/striding_iterator_test.cpp
@@ -0,0 +1,43 @@
+#include <iostream>
+#include <vector>
+
+#include <boost/assign.hpp>
+
+#include "striding_iterator.hpp"
+
+template <typename Iterator>
+striding_iterator<Iterator> double_stride(striding_iterator<Iterator> it){
+	it.stride *= 2;
+	return it;
+}
+
+template <typename Iterator>
+void print(Iterator begin, Iterator end){
+	while(begin < end){
+		std::cout << *begin++ << ", ";
+	}
+}
+
+template <typename Iterator>
+void print_some_rec(Iterator begin, Iterator end){
+	print(begin, end);
+	std::cout << std::endl;
+
+	if(std::distance(begin, end) >= 2){
+		print_some_rec(double_stride(begin), double_stride(end));
+		print_some_rec(double_stride(begin+1), double_stride(end));
+	}
+}
+
+template <typename Iterator>
+void print_some(Iterator begin, Iterator end){
+	print_some_rec(strided(begin, 1), strided(end, 1));
+}
+
+int main(){
+	using namespace boost::assign;
+	std::vector<int> v;
+	v += 0,1,2,3,4;
+
+	print_some(v.begin(), v.end());
+}
diff --git a/wavelet/wavelet.hpp b/wavelet/wavelet.hpp
new file mode 100644
index 0000000..f60487c
--- /dev/null
+++ b/wavelet/wavelet.hpp
@@ -0,0 +1,44 @@
+#pragma once
+
+static double const evn_coef[] = {
+	(1.0 + std::sqrt(3.0))/(std::sqrt(32.0)),
+	(3.0 + std::sqrt(3.0))/(std::sqrt(32.0)),
+	(3.0 - std::sqrt(3.0))/(std::sqrt(32.0)),
+	(1.0 - std::sqrt(3.0))/(std::sqrt(32.0))
+};
+
+static double const odd_coef[] = {
+	 evn_coef[3],
+	-evn_coef[2],
+	 evn_coef[1],
+	-evn_coef[0]
+};
+
+template <typename Iterator>
+void wavelet_mul(Iterator begin, Iterator end){
+	int mul = end - begin;
+	std::vector<double> out(mul, 0.0);
+	for(int i = 0; i < mul; i += 2){
+		out[i]   = std::inner_product(evn_coef, evn_coef+4, periodic(begin, end) + i, 0.0);
+		out[i+1] = std::inner_product(odd_coef, odd_coef+4, periodic(begin, end) + i, 0.0);
+	}
+	for(int i = 0; i < mul; ++i){
+		*begin++ = out[i];
+	}
+}
+
+template <typename Iterator>
+void wavelet_inv(Iterator begin, Iterator end){
+	int mul = end - begin;
+	std::vector<double> out(mul, 0.0);
+	Iterator bc = begin;
+	for(int i = 0; i < mul; i += 2, begin += 2){
+		Iterator b2 = begin + 1;
+		for(int j = 0; j < 4; ++j){
+			out[(i+j) % mul] += *begin * evn_coef[j] + *b2 * odd_coef[j];
+		}
+	}
+	for(int i = 0; i < mul; ++i){
+		*bc++ = out[i];
+	}
+}
diff --git a/wavelet/wavelet2.cpp b/wavelet/wavelet2.cpp
new file mode 100644
index 0000000..f998746
--- /dev/null
+++ b/wavelet/wavelet2.cpp
@@ -0,0 +1,116 @@
+#include <vector>
+#include <iostream>
+#include <iterator>
+#include <numeric>
+#include <cassert>
+#include <cmath>
+#include <boost/assign.hpp>
+
+#include "striding_iterator.hpp"
+#include "periodic_iterator.hpp"
+
+#include "wavelet.hpp"
+
+bool is_pow_of_two(int n){
+	return (n & (n - 1)) == 0;
+}
+
+template <typename Iterator>
+void shuffle(Iterator begin, Iterator end){
+	typedef typename std::iterator_traits<Iterator>::value_type value_type;
+	typedef typename std::iterator_traits<Iterator>::difference_type diff_type;
+	diff_type s = end - begin;
+	assert(s % 2 == 0);
+
+	std::vector<value_type> v(s);
+	std::copy(strided(begin  , 2), strided(end  , 2), v.begin());
+	std::copy(strided(begin+1, 2), strided(end+1, 2), v.begin() + s/2);
+	std::copy(v.begin(), v.end(), begin);
+}
+
+template <typename Iterator>
+void unshuffle(Iterator begin, Iterator end){
+	typedef typename std::iterator_traits<Iterator>::value_type value_type;
+	typedef typename std::iterator_traits<Iterator>::difference_type diff_type;
+	diff_type s = end - begin;
+	assert(s % 2 == 0);
+
+	std::vector<value_type> v(s);
+	std::copy(begin, begin + s/2, strided(v.begin(),   2));
+	std::copy(begin + s/2, end,   strided(v.begin()+1, 2));
+	std::copy(v.begin(), v.end(), begin);
+}
+
+template <typename Iterator>
+void wavelet(Iterator begin, Iterator end){
+	int s = end - begin;
+	for(int i = s; i >= 4; i >>= 1){
+		// half interval
+		end = begin + i;
+		assert(is_pow_of_two(end - begin));
+
+		// multiply with Wn
+		wavelet_mul(begin, end);
+		// then with Sn
+		shuffle(begin, end);
+	}
+}
+
+template <typename Iterator>
+void unwavelet(Iterator begin, Iterator end){
+	int s = end - begin;
+	for(int i = 4; i <= s; i <<= 1){
+		// double interval
+		end = begin + i;
+		assert(is_pow_of_two(end - begin));
+
+		// unshuffle: Sn^-1
+		unshuffle(begin, end);
+		// then Wn^-1
+		wavelet_inv(begin, end);
+	}
+}
+
+struct filter{
+	filter(double threshold)
+	: threshold(threshold)
+	{}
+
+	void operator()(double& x){
+		if(std::abs(x) <= threshold) x = 0;
+	}
+
+	double threshold;
+};
+
+int main(){
+	using namespace boost::assign;
+	std::vector<double> input;
+	input += 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0;
+
+	// print input
+	std::copy(input.begin(), input.end(), std::ostream_iterator<double>(std::cout, "\n"));
+	std::cout << std::endl;
+
+	std::vector<double> thresholds;
+	thresholds += 0.0, 0.1, 0.2, 0.5;
+	for(int i = 0; i < thresholds.size(); ++i){
+		std::vector<double> v;
+		v = input;
+
+		// transform to wavelet domain
+		wavelet(v.begin(), v.end());
+
+		// apply threshold
+		std::for_each(v.begin(), v.end(), filter(thresholds[i]));
+		int zeros = std::count(v.begin(), v.end(), 0.0);
+
+		// transform back to sample domain
+		unwavelet(v.begin(), v.end());
+
+		// print compressed
+		std::cout << "\ncp: " << zeros / double(v.size()) << std::endl;
+		std::copy(v.begin(), v.end(), std::ostream_iterator<double>(std::cout, "\n"));
+		std::cout << std::endl;
+	}
+}