Crate iltcme

Rust implementation of Inverse Laplace Transform with Concentrated Matrix-Exponential Functions.

Source: https://inverselaplace.org

Usage

Approximate a sine function where $x = 1$ with a maximum of 50 function evaluations.

The Laplace transform of sine is $h^*(s) = 1 / (s^2 + 1)$.

fn main() {
  let result = iltcme::laplace_inversion(|s| 1.0 / (s.powi(2) + 1.0), 1.0, 50);
  approx::relative_eq!(result, 1.0_f64.sin(), epsilon = 0.001);
}

Implementation details

This crate parses a large list of precomputed parameters from a JSON file and converts them to a Rust file which is internally used. The effect of this is that the build time might be slow, no runtime penalty should be paid though.

Generate manually

To regenerate the Rust coefficient files run the following commands in the root:

cargo run -p gen-coefficients -- --input iltcme.json --output src/coefficients.rs

Functions

laplace_inversion

Calculate the Laplace inversion for a function using the CME method.

laplace_inversion_mut

Calculate the Laplace inversion for a mutable function using the CME method.