IMSL® Fortran Numerical Library

Embeddable Numerical Analysis Functions for Fortran Applications

IMSL Fortran Library

The IMSL Fortran Numerical Library is the standard for high performance computing commercial mathematics and statistics libraries, providing:

  • Superior accuracy and reliability through 40 years of refinement
  • A comprehensive set of 1000+ algorithms
  • Supporting parallel processing architectures since 1990
  • Evolves easily with software and hardware upgrades
  • Easier use of popular open source technology

The Gold Standard for Over Four Decades


With over 1000 algorithms, the IMSL Fortran Numerical Library is the most comprehensive mathematics and statistics library available. Highly accurate and reliable, it contains proven technology that has been thoroughly tested, well documented, continuously maintained and used by developers worldwide for four decades. Instead of writing, testing and documenting complex mathematical and statistical algorithms from scratch, thousands of developers choose the IMSL Fortran Numerical Library which offers widely used routines that help accelerate development time.

The Original, Easy-to-Use Fortran Library


The IMSL Fortran Numerical Library is the most convenient to use Fortran library available today. Features that make your developers more productive include:

  • Convenient Optional Arguments: allow users to utilize the fast, convenient optional arguments of modern Fortran syntax for all of the relevant algorithms in the library, saving significant coding time and helping to avoid errors
  • Backward Compatibility: ensuring that legacy code can run on future releases
  • Naming Conventions: function names resemble actual algorithm names, so users do not have to learn and remember special function names
  • Over 1000 Algorithms: the most comprehensive math and statistics library available
  • Broad Platform Support: Linux (including Blue Gene/P), Unix and Windows

Mathematics

Statistics

  • Matrix Operations
  • Linear Algebra
  • Eigensystems
  • Interpolation & Approximation
  • Quadrature
  • Differential Equations
  • Feynman-Kac Solver
  • Transforms
  • Nonlinear Equations
  • Optimization
  • Special Functions
  • Utilities
  • Basic Statistics
  • Time Series & Forecasting
  • Nonparametric Tests
  • Correlation & Covariance
  • Data Mining
  • Regression
  • Analysis of Variance
  • Survival Analysis
  • Density and Hazard Estimation
  • Goodness of Fit
  • Distribution Functions
  • Random Number Generation