IMSL

IMSL (English I nternational M athematical and S tatistical L ibrary) is a comprehensive program library for numerical and statistical problems. The manufacturer is the company Rogue Wave Software, Inc. from Louisville (Colorado) . The library, which was originally implemented in Fortran by IMSL Inc., a company founded in 1970, contains around 1000 user-accessible subroutines. The program library is used by universities, research institutes, numerical data centers, financial and industrial companies. Calling up a finished subroutine saves programming and testing a mathematical algorithm .

The IMSL numerical libraries are also available for the programming languages C , Java , C # .NET . For programming in Python , PyIMSL Studio created an interface for using the IMSL C library.

Subject areas of the IMSL sub-program library

Mathematical Algorithms

• Systems of linear equations
• Eigenvalues and vectors
• Interpolation and approximation
• Integration and Differentiation
• Differential equations (including systems)
• Transformations (e.g. FFT )
• Nonlinear equations (including systems)
• Optimization problems
• Elementary matrix or vector operations
• Special functions from mathematics and physics
• Auxiliary routines

Statistical Algorithms

• Elementary statistics
• Regression
• correlation
• Analysis of variance
• Categorical and discrete data analysis
• Nonparametric Statistics
• Test procedure
• Time series analysis
• Factor analysis
• Discriminant analysis
• Cluster analysis
• Sample selection
• Survival time analysis
• Multi-dimensional scaling
• Risk analysis
• Probability distribution functions
• Random number generators
• Auxiliary routines

See also

• List of numerical procedures
• GNU Scientific Library
• Statistics software
• NAG Numerical Libraries (a UK competitor)

Web links

• IMSL product page of the company Rogue Wave Software, Inc. (English)

Individual evidence

1. ^ WR Crowell and LD Fosdick, Mathematical Software Production , In Mathematical Software , edited by John R. Rice, Academic Press, 1977, Pages 195-224, ISBN 9780125872607 , DOI: 10.1016 / B978-0-12-587260-7.50012-1
2. ^ Function catalog of the C library
3. ↑ Areas of application with references to users of the software