Garbow B S, Giunta G, Lyness J N and Murli A (1988) Algorithm 662: A Fortran software package for the numerical inversion of the Laplace transform based on Weeks' method ACM Trans. Math. Software14 171–176
1: – Real (Kind=nag_wp)Input
On entry: the value for which the inverse Laplace transform must be evaluated.
On exit: the approximation to the inverse Laplace transform at .
8: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
The approximation to is too large to be representable.
The approximation to is too small to be representable.
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
The error estimate returned by c06lbf in has been found in practice to be a highly reliable bound on the pseudo-error .
8Parallelism and Performance
c06lcf is not threaded in any implementation.
c06lcf is primarily designed to evaluate when . When , the result approximates the analytic continuation of ; the approximation becomes progressively poorer as becomes more negative.