The purpose of this course is to provide a useful guide to those who are going to apply discrete wavelet transformation in practical calculations. The concept of wavelets is introduced and their use in practical calculations and various applications is briefly described without strict proof of mathematical statements. Multiscale analysis and rapid wavelet transformation have become almost synonymous with discrete wavelet transformation. The correct choice of wavelet and the use of non-standard matrix multiplication are often very important for solving the task. Analysis of various functions using wavelets allows to identify fractal properties, features of the function, and t. p. Wavelet transform of operator expressions helps in solving some equations. In practical applications it is often necessary to deal with discrete sets of numbers, and then there is the problem of the stability of wavelet transformation and the corresponding numerical algorithms.