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Algorithm 946: ReLIADiff--A C++ Software Package for Real Laplace Transform Inversion based on Algorithmic Differentiation LUISA D'AMORE, ROSANNA CAMPAGNA, and VALERIA MELE, University of Naples Federico II ALMERICO MURLI, CMCC - Lecce and SPACI, c/o University of Naples Federico II Algorithm 662 of the ACM TOMS library is a software package, based on the Weeks method, which is used for calculating function values of the inverse Laplace transform. The software requires transform values at arbitrary points in the complex plane. We developed a software package, called ReLIADiff, which is a modification of Algorithm 662 using transform values at arbitrary points on real axis. ReLIADiff, implemented in C++, relies on TADIFF software package designed for Algorithmic Differentiation. In this article, we present ReLIADiff focusing on its design principles, performance, and use. Categories and Subject Descriptors: G.1.0 [Numerical Analysis]: General--Error analysis, numerical algorithms; G.1.9 [Numerical Analysis]: Integral Equations; G.4 [Mathematical Software]: Algorithm design and analysis General Terms: Algorithms Additional Key Words and Phrases: Algorithmic differentiation, Laplace transform inversion, Weeks method, inverse and ill-posed problems ACM Reference Format: Luisa D'Amore, Rosanna Campagna, Valeria Mele, and Almerico Murli. 2014. Algorithm 946: ReLIADiff--A C++ software package for real Laplace transform inversion based on
ACM Transactions on Mathematical Software (TOMS) – Association for Computing Machinery
Published: Jun 1, 2014
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