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| Laplace Transform- complex line integration http://forum.alglib.net/viewtopic.php?f=2&t=336 |
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| Author: | cactus [ Fri Apr 08, 2011 4:13 am ] |
| Post subject: | Laplace Transform- complex line integration |
It is a really nice numerical analysis tool. I started to use two years ago. I have a question. I know there are several numerical methods of integration provided already. But these integrations are defined under the real domain. I wonder if these methods can also be used to compute integration under the complex field. |
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| Author: | Sergey.Bochkanov [ Fri Apr 08, 2011 1:01 pm ] |
| Post subject: | Re: Laplace Transform- complex line integration |
You can rewrite complex integral as two real ones (one for real part, another for imaginary one). I think that it should work, although a bit inefficiently. |
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