how to use inverse Laplace transform in MKL? Is there function in IMKL ?

[He_T_]

These days, I have to do some numerical inverse Laplace transform. But I do not find some subroutines or functions in MKL to do this work.

Is there some functions to do inverse Laplace transform? I find "INLAP" and "SINLP" in IMSL user's Guide math libaray version 7.0, and they can do inverse Laplace transform. In my computer, MKL's path is like C:\Program Files (x86)\Intel\Composer XE 2013 SP1\Documentation\en_US\mkl, I can find INLAP and SINLP. So could you help me?

[He_T_]

how to use inverse Laplace transform in MKL? Is there function in IMKL ?

[Ying_H_Intel · Accepted solution]

Hello, 

I'm afraid there is no direct MKL function can  compute the laplace transform or inverser Laplacetransform, maybe some of them can help during computing. Please refer MKL developer reference to https://software.intel.com/en-us/intel-mkl/documentation. 

If you find "INLAP" and "SINLP" in IMSL user's Guide math libaray version 7.0, and they can do inverse Laplace transform.  as i know, IMSL should be MKL enabled internally, which is also available with one of Intel parallel studio XE  package. https://software.intel.com/en-us/rogue-wave-imsl-fortran-library. You may try it directly if possible. 

Best Regards,

Ying 

[He_T_]

Ying H.(intel) has given a good strategy to solve my problem. Maybe, IMSL can be used to this work instead of MKL, on this issue.