linpro: LINPRO: An Object-Oriented library for solving Linear INverse PROblems

Description.

Linpro is library for solving general linear inverse problem of the form:

$G_{i} = \int_{-\infty}^{\infty} K(x,y_{i}) A(x) dx,\quad i=1,2,\ldots,N_{\tau}$

where $K(x,y)$ is an integral kernel defined by a user, $\{G_{i}\}_{i=1}^{N_{\tau}}$ represents a set of known points with uncertainties $\{\Delta G_{i}\}_{i=1}^{N_{\tau}}$ , and $A(x)$ is unknown function (so called object).
Moreover $A(x)$ may be a subject of additional constraints of the form:

$\begin{eqnarray*} A(x_{i})&\in&[l_{i},u_{i}]\quad i=1,2,\ldots\\ \int_{a}^{b}A(x)g_{j}(x)dx&=&c_{j}\quad j=1,2,\ldots \end{eqnarray*}$

where $l_{i}$ and $u_{i}$ denote the lower and upper bound imposed on the object $A(x)$ at some point $x_{i}$ , $c_{j}$ is a value of an integral of the object $A(x)$ multiplied by some function $g_{j}(x)$ defined by a user. There is no restrictions concerning a number of external constraints.

LINPRO library collects in various algorithms for solving inverse problems and provides unified and user friendly programming interface to all of them.

The library implements two methods: Maximum Entropy method and SVD method.

As an optimalization engine linpro library uses the OPT++ 2.4.

License

Linpro library is released under the GNU General Public License. It means that the library is totally free!

Authors will be grateful if any publication of results obtained with help of linpro library will contain a reference to

P. Magierski, G. Wlazlowski, LINPRO: linear inverse problem library for data contaminated by statistical noise, arXiv:1110.5441

where mathematical fundamentals of this library are described in details.

Authors

Gabriel Wlazlowski, Warsaw University of Technology, Faculty of Physics, gabrielw@if.pw.edu.pl (main developer)
Piotr Magierski, Warsaw University of Technology, Faculty of Physics, magiersk@if.pw.edu.pl (meritorical support)

Portability

Linpro library has been successfully tested using the following compilers:

GNU Compiler g++ (tested under Linux with: gcc 4.2.2, 4.3.4, 4.4.1, 4.6.0)
Intel Compiler icpc (tested under Linux with version 12.0.4)

Download & Install

Download the code:

latest release directly from this page: linpro-1.01.tar.gz

and follow the instructions from INSTALL file.

Complete list of releases with change log is available at Release history page.

User's guide

(more examples you can find in directory examples attached to released tar ball)

Support

For questions, comments, or more information, please contact the Linpro library authors.

If you will recover some BUG please inform the authors about it.