The electrocardiogram (ECG) was the first biomedical signal where digital signal processing techniques were extensively applied. By its own nature, the ECG is typically a sparse signal, composed of regular activations (the QRS complexes and other waveforms, like the P and T waves) and periods of inactivity (corresponding to isoelectric intervals, like the PQ or ST segments), plus noise and interferences. In this work, we describe an efficient method to construct an overcomplete and multi-scale dictionary for sparse ECG representation using waveforms recorded from real-world patients. Unlike most existing methods (which require multiple alternative iterations of the dictionary learning and sparse representation stages), the proposed approach learns the dictionary first, and then applies an efficient sparse inference algorithm to model the signal using the learnt dictionary. As a result, our method is much more efficient from a computational point of view than other existing methods, thus becoming amenable to deal with long recordings from multiple patients. Regarding the dictionary construction, we locate first all the QRS complexes in the training database, then we compute a single average waveform per patient, and finally we select the most representative waveforms (using a correlation-based approach) as the basic atoms that will be resampled to construct the multi-scale dictionary. Simulations on real-world records from Physionet's PTB database show the good performance of the proposed approach.