Complex integration and bilateral Laplace transform

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1 total messages Started by Ken Vetzal Fri, 07 Aug 1992 20:53

#215

Author: Ken Vetzal
Date: Fri, 07 Aug 1992 20:53

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I am looking for two types of routines (preferably Fortran
source code).  First, I need a routine to numerically
integrate a complex-valued function (I have checked the NAG
library for this and been unable to find one).  Second, I need
a routine to numerically compute a bilateral Laplace transform
and its inverse transform.  Libraries such as NAG seem to deal
only with the conventional (one-sided) Laplace transform,
where the integration is from zero to inf, whereas in the
bilateral transform the integration is from -inf to inf.  Any
helpful suggestions would be much appreciated.  Please respond
via e-mail to kvetzal@watarts.uwaterloo.ca.  Thanks in
advance.

Ken Vetzal

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