Any Open Source Fast Wavelet transform libraries? I am in need of an open source library for computing Fast wavelet transforms (FWT) and Inverse fast wavelet transforms (IFWT) - this is to be part of a bigger code I am currently writing. 

The things I am looking for in the library:

1) Contains a good variety of wavelet families (Daub,Haar, Coif etc.)

2) Ability to run in parallel - VERY IMPORTANT

3) Reasonable documentation, so that I can include new wavelets of my own without having to modify the complete source ( Maybe an OOPS based approach would help?)

I am flexible about the language - C/C++/Fortran90/Fortran77/Python .... Any language would do for me, though I would prefer something which is optimized for speed and in parallel.

So far, I have found PyWavelets - it looks good, but it is in Python ( therefore considerably slow) and it doesn't run in parallel. I am going to use the DWT for processing really huge datasets, so speed is an important concern for me.

Its understandable there may not be anything with all the requirements I mentioned. But I wanted to hear from the community if they have any suggestions.
you can have a look at the LTFAT's wavelet module
http://ltfat.sourceforge.net/doc/wavelets/index.php

it runs in Matlab/Octave with backend written in C. It has fairly large database of wavelet filters and new ones can be added easily.

What exactly do you mean by 


  2) Ability to run in parallel - VERY IMPORTANT


Should the computation itself be somewhat parallelized or that it should be possible to run several batches of FWT calculations? I guess that running several instances of Octave should do the trick in the latter case.