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!

NEW IN VERSION 7.0:

Basic Matrix/Vector Operations

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

 

Time Series Enhancements

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

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
  
  

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.

Benefits:

• 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

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

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

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

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

• 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

• 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

• 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