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In article <1992Aug6.210642.27277@ccu.umanitoba.ca> kaarts@ccu.umanitoba.ca (Kenneth John Aarts) writes:

>If somebody could point me towards computer code for numerically
>inverting Laplace transform, I would appreciate it.
>	I have a large data set (1000 channels from an MCA), representing
>some fairly smooth function.  I would like to take the laplace transform of
>this data set, modify the data in the Laplace space, and then be able to
>invert the transform.
>	I have looked at the options in the IMSL library, but it seems to
>require a knowldege of the function in the complex plane.  I don't know
>how to apply this to my case.
>	The only book I have found that seems to bear relevance to
>this problem is 'Numerical Inversion of the Laplace Transform' by Bellman,
>Kalaba, and Lockett (1966).  I would like to know about any more up to 
>date references.

Numerically inverting Laplace transforms using only real arguments can
not be done reasonably.  The well-known formula involves limits of multiples
of the n-th derivative at a point depending on n (and going to infinity at
the rate n), and is only accurate to the order of 1/sqrt(n) for smooth
functions.
-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@pop.stat.purdue.edu (Internet, bitnet)  
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