LINPRO: linear inverse problem library for data contaminated by statistical noise

DOI10.1016/J.CPC.2012.05.005zbMATH Open1296.35003arXiv1110.5441OpenAlexW1979956976WikidataQ106086203 ScholiaQ106086203MaRDI QIDQ744369FDOQ744369

Authors: Piotr Magierski, Gabriel Wlazłowski 

Publication date: 25 September 2014

Published in: Computer Physics Communications (Search for Journal in Brave)

Abstract: The library LINPRO which provides solution to the linear inverse problem for data contaminated by a statistical noise is presented. The library makes use of two methods: Maximum Entropy Method and Singular Value Decomposition. As an example it has been applied to perform an analytic continuation of the imaginary time propagator obtained within the Quantum Monte Carlo method.

Full work available at URL: https://arxiv.org/abs/1110.5441

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zbMATH Keywords

singular value decompositionlinear inverse problemmaximum entropy method

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Software, source code, etc. for problems pertaining to partial differential equations (35-04)

Cites Work

• Linear inverse problems with discrete data. I. General formulation and singular system analysis
• On the recovery and resolution of exponential relaxation rates from experimental data. - III. The effect of sampling and truncation of data on the Laplace transform inversion
• Linear inverse problems with discrete data: II. Stability and regularisation
• Positive solutions to linear inverse problems

Cited In (4)

• \texttt{TRIQS/SOM} 2.0: Implementation of the stochastic optimization with consistent constraints for analytic continuation
• libdlr: efficient imaginary time calculations using the discrete Lehmann representation
• Data quality for the inverse lsing problem
• Fortran linear inverse problem solver

Uses Software

• OPT++
• LINPRO

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