Implementing Continuous Wavelet Transform
In 1D, some of the standard references are:


Continuous wavelet transform with arbitrary scales and $O({N})$ complexity, A. Muñoz and R. Ertl\'e and M. Unser, Signal Processing, 2002
A fast approximation to the continuous wavelet transform with applications, Berkner, K. and Wells, R. O., Jr., 1997, Proc. Asilomar
Fast Quasi-Continuous Wavelet Algorithms for Analysis and Synthesis of One-Dimensional Signals, Maes, S. H., 1997, SIAM J. Appl. Math.
Comparison of algorithms for the fast computation of the continuous wavelet transform, Vrhel, M. J. and Lee, C. and Unser, M. A., 1996, Proc. SPIE
Fast algorithms for discrete and continuous wavelet transforms, Rioul, O. and Duhamel, P., 1992, IEEE Trans. Inform. Theory


For a GPU implementation:


Effiziente Berechnung der FWT auf Grafikkarten, Richard Maltan, Bachelorarbeit, 2014