IMSL Fortran Numerical Libraries

IMSL 2018 Available For Windows, macOS, and Linux

The IMSL 2018 Fortran Numerical Libraries for Windows, macOS, and Linux provide additional features and performance enhancements for use with Absoft Pro Fortran 2019 (v19.0) and later compilers. Building on over four decades of experience, IMSL 2018 provides a robust and cohesive development solution for developers looking to save time and money during the software development cycle.

Only Absoft Offers IMSL Bundles for Windows, macOS, and Linux!

  • IMSL Bundles Save Money
  • AbsoftTools IDE IMSL 2018 plugin simplifies development
  • Accelerate Development
  • Develop Better Software Applications
  • Improve Quality and Reduce Uncertainty
  • Reduce Costs
  • Mathematical Functionality Categories
  • Statistical Functionality Categories
  • Powerful F90 Interface Modules
  • SMP/OpenMP Support
  • MPI Enabled
  • IMSL Documentation
  • 64-bit and 32-bit libraries of Windows and macOS

The Gold Standard Mathematical and Statistical Code Library for Fortran

The IMSL Fortran Numerical Libraries are a complete collection of mathematical and statistical algorithms that 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. Only Absoft offers special bundle pricing for customers purchasing compilers+IMSL on Windows, macOS, and Linux.  Direct support for IMSL in the AbsoftTools development environment simplifies using IMSL in both new and existing projects.  Absoft also 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, macOS, 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.

New in IMSL 2018:

Additional focus on Derivative Free Optimization (DFO)  including a new DFO subroutine, LIN_CON_TRUST_REGION, based on an algorithm from M.J.D. Powell that allows both variable bounds and linear constraints.  This additional routine supplements the existing  BCPOL routine to provide more opportunities to apply IMSL subroutines to a wide variety of DFO problems.

Selected Additional Features:

Powerful Fortran90 Interface Modules

  • Convenient optional arguments
  • Reduce development effort though compile time checking
  • Faster natural programming though operators and function modules

Basic Matrix/Vector Operations

  • Basic Linear Algebra Subprograms (BLAS)
  • Matrix manipulation operations

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 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

IMSL 2018 Requirements

  • Absoft Pro Fortran 2019 (v19.0) or later
  • MPICH 3.2 for MPI programming on Linux and macOS
  • Microsoft MPI 9.0 for MPI programming on Windows
  • IMSL 2018 will work on Apple M1 systems with Rosetta2 translation

Validated Operating System Versions

The IMSL 2018 Fortran Numerical Libraries has been validated on these operating systems with Absoft Pro Fortran. The libraries are also likely to work without issue on any operating system that supports Absoft Pro Fortran 2019 or later. Please contact Absoft for details if your  system is not listed

  • OS X 10.6 – 10.12
  • macOS 10.12 – 11.0
  • Microsoft Windows 11, 10,7 or Windows Server 2008R2 and later
  • RHEL 6.10, 7.5, 8.0
  • CentOS 6.10, 7.5
  • Ubuntu 16.x, 17.x, 18.x, 20.x
  • OpenSuse Leap 42.3, 15.0