IMSL
General Description
The IMSL Libraries are a comprehensive set of mathematical and statistical functions that programmers can embed into their software applications. The libraries save development time by providing pre-written mathematical and statistical algorithms that can be embedded into C, C# for .NET, Java™ and Fortran applications, enhancing return on investment and programmer productivity. The IMSL Libraries can also be used from Python using PyIMSL Studio or the PyIMSL wrappers. Beyond choice of programming language, the IMSL Libraries are supported across a wide range of hardware and operating system environments including Windows, Linux, Apple and many UNIX platforms.
Functional areas include:
Mathematics | Statistics |
Matrix Operations | Basic Statistics |
Linear Algebra | Nonparametric Tests |
Eigensystems | Correlation & Covariance |
Interpolation & Approximation | Data Mining |
Numerical Quadrature | Regression |
Differential Equations | Analysis of Variance |
Nonlinear Equations | Transforms |
Optimization | Goodness of Fit |
Special Functions | Distribution Functions |
Finance & Bond Calculations | Random Number Generation |
Genetic Algorithm | Neural Networks Time Series & Forecasting |
Time Series & Forecasting |
Basic Usage
IMSL library routines are added directly to your source code. The following is an example IMSL Fortran code, e.g., testlinsolgen.f90:
To load the IMSL Intel Fortran 90 module:
module load imsl/fnl6.0-intel
To load the IMSL PGI Fortran 90 module:
module load imsl/fnl6.0-pgi
To see loaded IMSL variables:
module show imsl
To compile and run testlinsolgen.f90 with the Fortran 90 IMSL library:
$FC $F90FLAGS -o testlinsolgen testlinsolgen.f90 $LINK_F90 ./testlinsolgen
To compile a C/C++ code with IMSL GCC C/C++ libraires:
module load imsl/cnl7.0-gcc
Further Information
See the official site: IMSL