XWPL is an X based tool to examine one-dimensional real-valued signals using
wavelets and wavelet packets.  It has been designed to be as easy to use as
possible for beginners.  It is intended more as an educational and exploratory
tool than as a numerical analysis program, even though it uses fast, optimized
wavelet and wavelet packet transforms.

In short, wavelets are a way to analyze a signal using base functions which
are localized both in time (as diracs, but unlike sine waves), and in
frequency (as sine waves, but unlike diracs).  They can be used for efficient
numerical algorithms and many DSP or compression applications.

The mathematical theory behind wavelets (and other related transforms) is
given in the appendix of the XWPL reference manual.