C / C++ Numerical Library

Embeddable numerical analysis functions for C/C++ applications

The IMSL C Numerical Library provides advanced mathematical and statistical functionality for programmers to embed in their existing or new applications. Written in standard C, the IMSL C Library can be embedded into any C or C++ application as well as any existing application that can reference a C library.

C Numerical Library 8.6 is now available for download. Learn what's new in the latest version.

Typical application areas

Financial services

  • Options pricing
  • Hedge fund trading analysis
  • Real-time, systematic risk management
  • Portfolio optimization


  • Risk management
  • Logistics
  • Optimize
  • Just-in-time inventory


  • Content specific marketing
  • Just-in-time inventory
  • Touch point retail sales analytics
  • Risk assessment
  • Collection analytics
  • Computational biology analysis and modeling
  • ISVs embedding mathematical engines into their software offerings

Consumer product goods

  • Real-time warranty and defect analysis
  • Supplier risk management
  • Resource hedging

Oil and gas

  • Oil well performance analysis
  • Operations performance management

To learn more about the functional areas in IMSL Numerical Libraries please click here.

“The random number generator routines are the core of this model, and the IMSL Libraries are very fast and very accurate. We've had good results comparing with real systems, enabling us to use the model in real-time.”
Dr. Giuseppe Brusasca,
Research Scientist

IMSL C Numerical Library version 8.5 adds more data input streaming capability, as well as the ability to improve performance in multicore environments through the parallelization of various algorithms using OpenMP. The new release allows for greater depth of functionality via new and updated algorithms. In addition to these enhancements, the IMSL C Library is tuned and validated for compatibility, numerical accuracy, and performance on widely adopted platforms, including:

  • Common 32-bit and 64-bit microprocessor architectures
  • Operating systems including Linux, Unix, and Windows
  • Compilers including Intel, gcc, Microsoft, and Sun

Learn more about our capabilities.