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	Statistical functionality	Mathmatical 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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