I have a function
and Im looking for the inverse $finv(x_1,x_2)$ of the function which is defined through:
$\int f(x_1,y)\cdot finv(y,x_2) d y =\delta(x_1,x_2) $
where $\delta(x_1,x_2) $ is the Dirac delta function.
When I'm trying to discretize $f$ and then to invert as usual matrix I get numerically bad results. I mean the result is ok, but I need extremely fine discretization.
I'm sure there should be some other method than the poor man inversion. Something like inversion with weights or similar.
Probably there exist already a c++ library for such problem.