An efficient algorithm for regularization of Laplace transform inversion in real case (Q2475356)

The authors describe a numerical algorithm based on the generalized minimal residual (GMRES) method for solving the linear system arising in real inversion of Laplace transform. They prove that GMRES stops after, at most, as many iterations as the number of numerically nonzero eigenvalues of the matrix, and these are very few compared with the dimension of the problem. They use a splitting preconditioner that allows to link the residuals with the eigenvalues of the matrix and preserves the symmetry of the matrix. In the finish of the paper computed examples are presented.