IMSL® Numerical Libraries

Rogue Wave's IMSL Numerical Libraries offer the largest collection of commercially-available mathematical and statistical functions for data mining and analysis. IMSL’s embeddable algorithms are used in a broad range of applications and in many industries. Organizations from industries such as finance, telecommunications, oil and gas, government, aerospace and manufacturing depend on the robust and portable IMSL Libraries to efficiently build high-performance, mission-critical applications -- including applications used to enable the innovative study of the human genome. With IMSL, organizations can create, innovate, and implement technology for their own strategic objectives, such as to improve time to market, lower costs, improve quality standards, broaden their market and revenue base, and much more. Used to create competitive differentiation in a wide variety of innovative solutions, IMSL has been the best-kept secret of industry leaders for over four decades.

"IMSL Numerical Libraries offer the most comprehensive, tested statistical functionality available, support major computing platforms, and were easily embeddable into the GlyphWorks solution."
Jon Aldred, Product Manager, HBM-nCode
"By using IMSL Numerical Libraries, I can definitely say that 50% of my research time is saved by simply calling functions like linear/nonlinear equation solvers and random number generators instead of coding and testing these subroutines myself."
Dr. Bhairavavajjula Nageswara Rao, Assistant Professor, IIT Madras
"Using rigorously tested algorithms from IMSL is clearly better than developing our own. Developer's time is extremely expensive in comparison to the cost of the libraries."
Principal, Research and Analytics Group, Major US Bank
"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, ENEL
"IMSL is extremely robust. It has a broad base of routines that are very useful in my work and it is easy to use."
Don Baird, Professor of Chemical Engineering, Virginia Tech


Embeddable Mathematical and Statistical Functionality

The IMSL Libraries save development time by providing optimized mathematical and statistical algorithms that can be embedded into C, C++, .NET, Java™ and Fortran applications including many databases, enhancing application performance, reliability, portability, scalability, and maintainability as well as programmer productivity. 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 included in the IMSL Numerical Libraries

Data Mining and
Forecasting Functionality
  • Decision Trees
  • Regression
  • Vector Auto-Regression/ Vector Error Correction Model
  • Apriori Analysis
  • Cluster Analysis
  • Kohonen Self Organizing Maps
  • Neural Networks
  • Auto_ARIMA
  • Support Vector Machines
  • Genetic Algorithms
  • Naïve Bayes
  • Logistic Regression
  • Principal Components Analysis
  • Factor Analysis
  • Discriminant Analysis
  • Bayesian Seasonal Model
  • Summary Statistics
  • Time Series and Forecasting
  • Nonparametric Tests
  • Analysis of Variance
  • Generalized Linear Models
  • Goodness of Fit
  • Distribution Functions
  • Random Number Generation
  • Hypothesis Testing
  • Design of Experiments
  • Visualization
  • Statistical Process Control
  • Multivariate Analysis
  • Correlations & Covariance
  • Optimization
  • Matrix Operations
  • Linear Algebra
  • Eigensystem Analysis
  • Interpolation and Approximation
  • Quadrature
  • Differential Equations
  • PDEs
  • Feynman-Kac Solver
  • Transforms
  • Nonlinear Equations
  • Linear and Non-Linear Programming
  • Special Functions
  • Utilities
             And many more