The newest direction in the theory and practice of processing functions and signals is described - wavelets. They are able to efficiently represent local features of functions and signals, provide a high degree of compression of signals and images and conduct their effective processing. For the first time, along with theoretical information about wavelets, the most famous wavelet packages are described in detail - Wavelet Toolbox, Wavelet Extension Pack, Wavelet Explorer, used with mass computer mathematics systems MATLAB 6. *, Mathcad 200111 and Mathematica 45. Other software tools are described. The book is unique in the number of practical examples and illustrations of working with wavelets. For students and teachers of universities and universities, scientists, engineers and graduate students.