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The International Conference of Computational Harmonic Analysis, held in Hong Kong during from 4th-8th June 2001, brought together mathematicians and engineers interested in the computational aspects of harmonic analysis. The central theme was wavelet analysis in the broadest sense, covering time-frequency and time-scale analysis, filter banks, fast numerical computations, spline methods, multiscale algorithms, approximation theory, signal processing, and a great variety of applications. This proceedings volume contains 16 papers from the lectures given by plenary and invited speakers. These include expository articles surveying various aspects of the 20-year development of wavelet analysis, and original research papers reflecting the wide range of research topics of current interest.