This book, written at the level of a first course in calculus and linear algebra, offers a lucid and concise explanation of mathematical wavelets. Evolving from ten years of classroom use, its accessible presentation is designed for undergraduates in a variety of disciplines (computer science, engineering, mathematics, mathematical sciences) as well as for practising professionals in these areas. This unique text starts the first chapter with a description of the key features and applications of wavelets, focusing on Haar's wavelets but using only high school mathematics. The next two chapters introduce one-, two-, and three-dimensional wavelets, with only the occasional use of matrix algebra. The second part of this book provides the foundations of least squares approximation, the discrete Fourier transform, and Fourier series. The third part explains the Fourier transform and then demonstrates how to apply basic Fourier analysis to designing and analyzing mathematical wavelets.