An implementation of a Fourier series method for the numerical inversion of the Laplace transform
ACM Transactions on Mathematical Software (TOMS)
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A software package for the numerical inversion of a Laplace Transform function is described. 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 &sgr;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.