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

The library LINPRO which provides the 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...

Full description

Saved in:
Bibliographic Details
Published in:Computer physics communications Vol. 183; no. 10; pp. 2264 - 2271
Main Authors: Magierski, Piotr, Wlazłowski, Gabriel
Format: Journal Article
Language:English
Published: Elsevier B.V 01.10.2012
Subjects:
C++ (programming language)
Compilers
Inverse problems
Libraries
Linear inverse problem
Mathematical models
Maximum entropy method
Nonlinearity
Object oriented
Singular value decomposition
Summaries
Linear inverse problem
Maximum entropy method
Singular value decomposition
ISSN:0010-4655, 1879-2944
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The library LINPRO which provides the 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. Program summary Program title: LINPRO v1.0. Catalogue identifier: AEMT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEMT_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland. Licensing provisions: GNU Lesser General Public Licence. No. of lines in distributed program, including test data, etc.: 110620. No. of bytes in distributed program, including test data, etc.: 3208593. Distribution format: tar.gz. Programming language: C++. Computer: LINPRO library should compile on any computing system that has C++ compiler. Operating system: Linux or Unix. Classification: 4.9, 4.12, 4.13. External routines: OPT++: An Object-Oriented Nonlinear Optimization Library [1] (included in the distribution). Nature of problem: LINPRO library solves linear inverse problems with an arbitrary kernel and arbitrary external constraints imposed on the solution. Solution method: LINPRO library implements two complementary methods: Maximum Entropy Method and SVD method. Additional comments: Tested with compilers–GNU Compiler g++, Intel Compiler icpc. Running time: Problem dependent, ranging from seconds to hours. Each of the examples takes less than a minute to run. References: [1] OPT++: An Object-Oriented Nonlinear Optimization Library, https://software.sandia.gov/opt++/.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ObjectType-Article-1
ObjectType-Feature-2
ISSN:0010-4655
1879-2944
DOI:10.1016/j.cpc.2012.05.005