ReLIADiff

Algorithm 946: ReLIADiff—A C++ Software Package for Real Laplace Transform Inversion based on Algorithmic Differentiation. 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.

This software is also peer reviewed by journal TOMS.

Keywords for this software

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References in zbMATH (referenced in 5 articles , 1 standard article )

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  1. Campagna, Rosanna; Conti, Costanza; Cuomo, Salvatore: Computational error bounds for Laplace transform inversion based on smoothing splines (2020)
  2. D’Amore, Luisa; Mele, Valeria; Campagna, Rosanna: Quality assurance of Gaver’s formula for multi-precision Laplace transform inversion in real case (2018)
  3. D’Amore, Luisa: Remarks on numerical algorithms for computing the inverse Laplace transform (2014)
  4. D’Amore, Luisa; Campagna, Rosanna; Mele, Valeria; Murli, Almerico: Algorithm 946: ReLIADiff -- a C++ software package for real Laplace transform inversion based on algorithmic differentiation (2014)
  5. D’Amore, L.; Arcucci, R.; Marcellino, L.; Murli, A.: Performance analysis of the Taylor expansion coefficients computation as implemented by the software package TADIFF (2013)