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.
Algorithm 946. RELIADIFF. An C++ software package for Real Laplace Transform inversion based on Automatic Differentiation / D'Amore, Luisa; Campagna, R.; Mele, Valeria; Murli, A.. - In: ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE. - ISSN 0098-3500. - 20:4(2014), pp. 31-51. [10.1145/2616971]
Algorithm 946. RELIADIFF. An C++ software package for Real Laplace Transform inversion based on Automatic Differentiation
D'AMORE, LUISA;R. Campagna;MELE, VALERIA;
2014
Abstract
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
