Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms

摘要

We present Talbot Suite, a C parallel software collection for the numerical inversion of Laplace Transforms, based on Talbot's method. It is designed to fit both single and multiple Laplace inversion problems, which arise in several application and research fields. In our software, we achieve high accuracy and efficiency, making full use of modern architectures and introducing two different levels of parallelism: coarse and fine grained parallelism. They offer a reasonable tradeoff between accuracy, the main aspect for a few inversions, and efficiency, the main aspect for multiple inversions. To take into account modern high-performance computing architectures, Talbot Suite provides different software versions: an OpenMP-based version for shared memory machines and a MPI-based version for distributed memory machines. Moreover, oriented to hybrid architectures, a combined MPI/OpenMP-based implementation is provided too. We describe our parallel algorithms and the software organization. We also report some performance results. Our software includes sample programs to call the Talbot Suite functions from C and from MATLAB.