Numerical Inverse Laplace Transform
The numerical inversion of Laplace transform is formulated as a regularized regression problem (with non-negative constraint for our purpose) and is subsequently solved by an algorithm of Least Distance Programming.
Reference:
- S. W. Provencher, “A constrained regularization method for inverting data represented by linear algebraic or integral equations,” Comput. Phys. Commun. 27, 213 (1982).
- C. Lawson, R. Hanson, “Solving Least Squares Problems,” Solving Least Squares Problems (1974).