IMSL Fortran Numerical Libraries
Get Both 32-bit & 64-bit IMSL
for the Price of Just One on Windows & Mac!

The Gold Standard Mathematical and Statistical Code Library for Fortran

Windows, Mac & Linux IMSL available now!

The IMSL Fortran Library, is a complete collection of mathematical and statistical algorithms which integrates the world-renowned IMSL F90 Library, Math & Stat and Fortran 77 libraries into a single, cohesive package. Absoft offers versions for all popular computing platforms thus providing a common solution from desktop to HPC cluster. Absoft offers special bundle pricing for customers purchasing compilers+IMSL, and includes specially optimized math libraries which can improve the performance on several platforms at no additional charge.

Save development time by eliminating the need to write code from scratch. Using only two or three IMSL Library mathematical or statistical routines will more than pay for the product in time-savings alone. The complete mainframe implementation of the IMSL Fortran Library Mathematical and Statistical special functions is available to Absoft users on Windows, Macintosh, and Linux platforms.

The strength and precision of the IMSL Numerical Libraries have been evolving steadily for over three decades. Each subroutine and algorithm has undergone rigorous testing and quality assurance, providing users with more time to focus on their application.

Parallel Processing Functions for Numerical Analysis Developing applications for parallel systems can be painstaking. The IMSL Fortran Library combines the powerful and flexible interface features of the Fortran language with the performance benefits of both distributed memory and shared memory multiprocessing architectures. For example, interface modules to ScaLAPACK give users easy access to MPI-enabled algorithms, and allow them to write parallel code without needing to be experts in parallel programming. LAPACK integration provides easy access to SMP-enabled algorithms and allows users to write parallel code without needing to know parallel programming.

Performance Improvements from CUDA BLAS Integration As GPU hardware becomes more prevalent in both research and commercial institutions, software that takes advantage of this specialized hardware is growing in demand. In many cases, it is infeasible or impossible to rewrite an existing program to run entirely on the GPU, so the goal is often to offload as much work as possible. The IMSL Fortran Library offloads CPU work to NVIDIA GPU hardware where the CUDA BLAS library is utilized. Users with supported hardware will be able to link the IMSL Fortran Library with CUDA BLAS version 3.1 to gain significant performance improvements for many linear algebra functions. The calling sequences for IMSL functions are untouched, so there is no learning curve and users can be productive immediately.

What's New:

New Features in IMSL


Basic Matrix/Vector Operations

  • Basic Linear Algebra Subprograms
  • Matrix manipulation operations
  • NVIDIA GPU (Various BLAS enabled and
    supporting utilities)


Time Series Enhancements

  • Regression ARIMA
  • Automatic ARIMA modeling
  • AUTO_PARM to estimate structural

Differential Equations

  • Solution to generalized Feynman-Kac
  • PDE and Black-Scholes program

Partial Least Squares Regression

Maximum Likelihood Estimation

Normality Tests

  • Anderson-Darling
  • Cramer-Von Mises

Many Noncentral Distribution Functions


New in IMSL v6.0:

Includes new Algorithms for SMP and MPI Parallel Programming.

The gold standard in Fortran numerical libraries is compatible with all existing v5 routines and adds powerful new features including:

New High Performance Linear Programming Optimizer

  • New state-of-the-art constrained dense Linear Programming Optimizers which, in comparison tests, have performed up to 400% FASTER than leading competitors'.
  • World's fastest dense LP solver in a general mathematical library
  • Includes MPS (Mathematical Programming System) format reader to facilitate usage with large optimization problems

ScaLAPACK Integration for MPI

  • Provides easy access to MPI-enabled algorithms, and allows users to write parallel code without needing to know parallel MPI programming
  • New SCALAPACK_SETUP function automatically configures MPI and ScaLAPACK, and combines with other convenience routines to allow non-expert users to solve large problems on distributed systems while avoiding many of the messy details.

LAPACK Integration for SMP

  • Provides easy access to SMP-enabled algorithms and allows users to write parallel code without needing to know SMP parallel programming algorithm names.

Mersenne Twister random number generator

  • Algorithm featuring fast generation of very high quality pseudorandom numbers. Especially well suited for financial applications.

SuperLU for Sparse Linear Algebra

  • A direct solver for large sparse systems of linear equations

Key Features of IMSL Include :

IMSL Bundles Save Money

Save up to $300 on IMSL bundles:
  • Commercial customers who purchase IMSL with Windows, Linux or Mac can save up to $300 over individual pricing.

    These bundle savings are exclusive to Absoft.
Accelerate Development

  • Analytical building blocks eliminating the need to write code from scratch
  • Numerical algorithms are developed, tested, documented, and ready to go
  • Save up to 95% of the time required to research and develop algorithms
  • The IMSL Fortran Library is an integrated solution offering robust mathematical, statistical and financial algorithms

Develop Better Software Applications

More Features:
  • You don't have to worry about coding and testing the algorithms
  • Free up your developers' bandwidth for critical application-specific feature development
  • Embed numerical analysis algorithms seamlessly into existing solutions

Improve Quality and Reduce Uncertainty

Better Quality:
  • IMSL simplifies your project
  • A simpler project means a more predictable development and QA schedule
  • All IMSL Library algorithms are fully tested and qualified against proven testing criteria
  • QA efforts can focus on core application testing, not algorithm testing
  • All IMSL Libraries are fully documented and supported

Reduce Costs

Eliminates many hidden costs associated with algorithm
development and support including:
  • Background research
  • Debugging and QA
  • Porting to your specific environment
  • Documentation
  • Maintenance
  • Scaling for larger deployments

Mathematical Functionality Categories
  • Linear systems
  • Eigensystem analysis
  • Interpolation and approximation
  • Integration and differentiation
  • Differential equations
  • Transforms
  • Nonlinear equations
  • Optimization
  • Matrix/vector operations
  • Special Functions
  • Utilities

Statistical Functionality Categories

  • Basic statistics
  • Regression
  • Correlation and Covariance
  • Analysis of Variance
  • Categorical and Discrete Data Analysis
  • Nonparametric Statistics
  • Goodness-of-Fit and Randomness
  • Time Series and Forecasting
  • Multivariate analysis
  • Survival Analysis
  • Probability Distribution Functions and Inverses
  • Random Number Generation

Special Features

  • Widest selection of mathematical and statistical functionality in the industry
  • Complete backward compatibility
  • All versions include complete documentation in pdf format
  • More than 1000 Fortran subroutines are available
  • Complete on-line help with Windows version
  • AltiVec(Special "Velocity Engine") optimized versions included for Macintosh G4/G5 users on OS X systems
  • ACML Optimized versions supported on AMD based systems
  • Faure Sequence Routine
  • Computes a low-discrepancy sequence, which is used in Quasi Monte-Carlo analysis
  • GARCH Routine
  • SMP/OpenMP Support
  • MPI Enabled
  • Sample code included

Ease of Use

  • Allows users to utilize the fast, convenient optional arguments of the modern Fortran syntax for 100% of the relevant algorithms in the library, allowing for greater control and faster, simpler code development
  • Only require a short list of required arguments for each algorithm to facilitate development of simpler Fortran applications
  • Provide full depth and control via optional arguments for experienced programmers
  • Reduce development effort by checking data-type matches and array sizing at compile time
  • With operators and function modules, provide faster and more natural programming through an object-oriented approach
  • A simple and flexible interface to the library routines speeds programming and simplifies documentation

IMSL Documentation

"Visual Numerics is very excited about supporting the Absoft Fortran Compiler for developers running the 64-bit Microsoft® Windows® environment" said Phil Fraher, CEO of Visual Numerics. "The combination of the IMSL Fortran Library and the high performance Absoft compiler within 64-bit Windows® will take computationally intensive applications to a new level of performance and accuracy."

All Absoft Compilers Include FREE Technical Support!

Experienced Support Engineers are available via phone at
248-853-0095 or email 9am to 3pm EST (M-F)
to answer your Absoft Fortran questions!

Commercial/Government Bundled Pricing
License Type
Single Machine License Windows $700.00 $345.00
Single Machine License Mac $700.00 $345.00
Single Machine License Linux $1695.00 $595.00
1-User Floating License Linux $2295.00 $799.00

Commercial/Government Non-Bundled Pricing
License Type
Single Machine License Windows $995.00 $345.00
Single Machine License Mac $995.00 $345.00
Single Machine License Linux $2205.00 $595.00
1-User Floating License Linux $2985.00 $799.00

Academic Bundled Pricing
License Type
Single Machine License Windows $400.00 $185.00
Single Machine License Mac $400.00 $185.00
Single Machine License Linux $895.00 $315.00
1-User Floating License Linux $1195.00 $395.00

Non-Bundled Pricing
License Type
Single Machine License Windows $525.00 $185.00
Single Machine License Mac $525.00 $185.00
Single Machine License Linux $2867.00 $315.00
1-User Floating License Linux $3881.00 $395.00

If you aren't exactly sure what it is that you need,
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Contact us by email, or call us at 248-853-0050, 9am - 5pm ET (M-F) and we will be happy to provide personalized assistance to help you select the right products and options!


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