Fortran Numerical Library

Embeddable numerical analysis functions for Fortran applications

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
  • Embeddable in applications
  • A comprehensive set of 1000+ algorithms
  • Supporting parallel processing architectures since 1990

Learn what's new with in the latest release or see a full features list here.

  • Portable with software and hardware upgrades as wide range of OSs, compilers and chip sets are supported
  • Fully supported by Rogue Wave

“It was much faster to use procedures from the imsl fortran library than create those same procedures on my own.”
Dr. Rasmus Lents,
University of Wisconsin
Professor, Department of Economics

The gold standard for over four decades

With over 1000 fully supported algorithms, the IMSL Fortran Numerical Library is the most comprehensive mathematics and statistics library available. Highly robust and reliable, it contains proven technology that has been thoroughly tested, well documented, continuously maintained, optimized on various platforms and used by developers worldwide for four decades. Instead of writing, testing and documenting complex mathematical and statistical algorithms from scratch or getting them from open source, developers use the algorithms provided in the IMSL Fortran Numerical Library to help accelerate application development and time to market.

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 1,000 algorithms: The most comprehensive math and statistics library available
  • Broad platform support: Linux, Unix and Windows
Data mining and
forecasting functionality
Regression Time series and forecasting Optimization
Cluster analysis Nonparametric tests Matrix operations
Auto_ARIMA Analysis of variance Linear algebra
ARCH, GARCH Generalized linear models Eigensystem analysis
Principal components analysis Goodness of fit Interpolation and approximation
Factor analysis Distribution functions Quadrature
Discriminant analysis Random number generation Differential equations
Generalized categorical models Hypothesis testing PDEs
Bayesian seasonal model Design of experiments Feynman-Kac solver
Statistical process control Transforms
Multivariate analysis Nonlinear equations
Correlations and covariance Linear and nonlinear programming
Multidimensional scaling Special functions
Summary statistics Utilities

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