Multiwavelets are wavelets with multiplicity r, that is r scaling functions and r wavelets, which define multiresolution analysis similar to scalar wavelets. They are advantageous over scalar wavelets since they simultaneously posse symmetry and orthogonality. In this work, a new method for constructing multiwavelets with any approximation order is presented. The method involves the derivation of a matrix equation for the desired approximation order. The condition for approximation order is similar to the conditions in the scalar case. Generalized left eigenvectors give the...