Algorithm 796

Algorithm 796: A Fortran software package for the numerical inversion of the Laplace transform based on a Fourier series method A software package for the numerical inversion of a Laplace transform function is described [cf. the authors, ibid. 25, No. 3, 279-305 (1999; reviewed above)]. Besides function values of F(z) for complex and real z, the user has only to provide the numerical value of the Laplace convergence abscissa σ 0 or, failing this, an upper bound to this quantity, and the accuracy he or she requires in the computed value of the inverse transform. The method implemented is based on a Fourier series expansion of the inverse transform, and it is especially suitable when such inverse Laplace transform is sectionally continuous. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.