A method of data compression performed by at least one core communicating with a central memory. The input data presents a two-dimensional input array formed by a plurality data items stored contiguously in the central memory according to a contiguous direction. The method comprises a step of wavelet transform comprising the following sub-steps: forming from the input array at least one tile comprising a plurality of consecutive data block columns, each data block column being formed by a plurality of lines of consecutive data items according to the contiguous direction, the length of each line being a multiple of the cache line length; and for each data block column computing dot products between a filter vector and each group of N lines using fused multiply-add instructions for the core.