A CME-based numerical inverse Laplace transformation method

Version 1.0.1 (8.33 MB) by Gabor Horvath
Numerical inverse Laplace transform based on concentrated matrix-exponential functions
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195 Downloads
Updated 25 Jun 2020
View License on GitHub

Our new numerical inverse Laplace transform procedure is fast, simple, still far superior than most frequently used alternative procedures. It is over- and undershoot free, that makes it ideal to invert Laplace transforms of probability distributions, since it will never return negative or above one results for them.

Cite As

Gabor Horvath (2024). A CME-based numerical inverse Laplace transformation method (https://github.com/ghorvath78/iltcme), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2018a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.1

Modified title of the project
1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.