Professor Dave Donoho and
his group distribute the "WaveLab" package,
which runs under MATLAB. So, if you are a MATLAB user, you might want to
try this package. I highly recommend this to anyone who wants to know
"what wavelets really can do for me?"
Also, check out his report page, which contains very interesting and important papers.
Dr. Gabriel Peyré
distributes a highly useful set of Julia and MATLAB packages, which cover well
beyond wavelets. I high recommend that you try out these tours; you will gain
a lot! Also, check out his publication page.
If you want to know how to effectively use wavelets or multiresolution methods
for numerical analysis and scientific computation, this is the place to go.
You can get information on wavelets discussed over the moderated news group
called "The Wavelet Digest" over the net. The digest has not been updated since September 2012. Yet this website contains quite useful information on wavelets and related methods.
MATLAB
Primer by Kermit Sigmon. This publicly available version was written
for older version of MATLAB 3.5, but is still useful. (Our current version of MATLAB is 8.2)
MATLAB
Tutorial at MIT. This is the shortest one, tailored to the linear algebra context.
Octave Home Page:
Octave is a free (i.e., copylefted under GPL of GNU) package, which accepts
MATLAB codes, i.e., essentially but not completely compatible with
MATLAB. You can download the sources or binaries to install
on your PC.