Please see the project homepage for documentation. The documentation is also included in the blitzwave package sources.
blitzwave is a c++ wavelet mini-library building on the blitz++ array template library. blitzwave is heavily templated and supports wavelet decompositions of n-dimensional arrays of various numerical data types. You can define and use your own wavelets, a number of pre-defined, ready-to-use wavelets are available.
Performance is quite good, similar to the WAILI library (using datatype int for blitzwave).
blitzwave is stable and produces mathematically correct results. It has been used in production for several different scientific projects (that I know of). The API may still be subject to minor changes.