IMSL® C / C++ Numerical Library

Embeddable Numerical Analysis Functions for C/C++ Applications

IMSL C Library

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.

Using PyIMSL, developers also have the option to write programs in Python that leverage algorithms in the IMSL C Library. PyIMSL is a collection of Python wrappers to the mathematics and statistical algorithms in the IMSL C Library and is available either as a separate download or as part of the PyIMSL Studio product.

"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 save 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. Developers' time is extremely expensive in comparison to the cost of the libraries."
Principal, Research and Analytics Group, Major U.S. Bank
 
"With IMSL/Oracle combination, important statistical information is only a button click away. Even for complicated analysis of large data sets, the entire process is completed almost instantly."
Stephen J. Cottrell, Consultant, DuPont Pharmaceuticals
 
"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 simulations with real systems, enabling us to use the model in real time."
Dr. Giuseppe Brusasca, Research Scientist, ENEL
 

 

Typical Application Areas

  • Portfolio optimization in financial services
  • Risk management in financial services
  • Inventory management and demand forecasting
  • Modeling and simulation in high performance computing
  • Computational biology analysis and modeling
  • ISVs embedding mathematical engines into their software offerings

Functional areas included in the IMSL Numerical Libraries:

Mathematical Functionality Statistical Functionality Data Mining and Forecasting Functionality
  • Matrix Operations
  • Linear Algebra
  • Eigensystem Analysis
  • Interpolation and Approximation
  • Quadrature
  • Differential Equations
  • Feynman-Kac Solver
  • Transforms
  • Nonlinear Equations
  • Optimization
  • Special Functions
  • Utilities
  • Basic Statistics
  • Time Series and Forecasting
  • Nonparametric Tests
  • Correlation and Covariance
  • Data Mining
  • Regression
  • Analysis of Variance
  • Goodness of Fit
  • Distribution Functions
  • Random Number Generation
  • Neural Networks
  • Genetic Algorithm
  • Naïve Bayes Classification
  • Regression
  • Cluster Analysis
  • Neural Networks
  • Auto_ARIMA
  • ARMA, GARCH
  • Genetic Algorithm
  • Naïve Bayes
  • Logistic Regression
  • Principal Components Analysis
  • Factor Analysis
  • Variances & Covariances
  • Discriminant Analysis
  • Analysis of Variance
             And many more

The IMSL C Numerical Library version 8.0 release provides improved performance in multi-core environments through the parallelization of numerous algorithms using OpenMP and 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, Windows
  • Compilers including gcc, Microsoft and Sun