Abstract: A detail derivation of an analytical method to calculate the wavelet integration based on the eigenvalue problem is presented. The wavelet method and the numerical method are adopted to compute the integral of wavelet with the Haar wavelet and the Cohen-Daubechies Feauveau (CDF) wavelet. The comparative results show the high precision of the wavelet method. Furthermore, the wavelet method is also improved according to the features of photonic crystals, which will facilitate the performance of the algorithm based on wavelet method.