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

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