Rogue Wave's IMSL Numerical Libraries offer the largest collection of commercially-available math and statistical functions for science, technical, and business environments. These embeddable mathematical and statistical algorithms are used in a broad range of applications -- including programs that help airplanes fly, predict the weather, enable innovative study of the human genome, predict stock market behavior and provide risk management and portfolio optimization. Organizations from industries such as finance, telecommunications, oil and gas, government, aerospace and manufacturingdepend on the robust and portable IMSL Numerical Libraries to efficiently build high-performance, mission-critical applications. With IMSL, organizations can realize a reduction in total cost of ownership, reduce development time and costs, and improve quality and maintainability, while putting more focus on their key competencies. Often used to create competitive differentiation in a wide variety of innovative solutions, IMSL has been the best-kept secret of industry leaders for over four decades.

"By using IMSL Numerical Libraries, I can definitely say that 50% of my research time is saved by simply calling functions like linear/nonlinear equation solvers and random number generators instead of coding and testing these subroutines myself."
Dr. Bhairavavajjula Nageswara Rao, Assistant Professor, IIT Madras
"Using rigorously tested algorithms from IMSL is clearly better than developing our own. Developer's time is extremely expensive in comparison to the cost of the libraries."
Principal, Research and Analytics Group, Major US Bank



Embeddable Mathematical and Statistical Functionality

The IMSL Libraries are a comprehensive set of mathematical and statistical functions that programmers can embed into their software applications. The libraries save development time by providing optimized mathematical and statistical algorithms that can be embedded into C, C++, .NET, Java™ and Fortranapplications, enhancing return on investment and programmer productivity. The IMSL Libraries can also be used from Python using PyIMSL Studio or the PyIMSL wrappers. Beyond choice of programming language, the IMSL Libraries are supported across a wide range of hardware and operating system environments including Windows, Linux, Apple and many UNIX platforms.

Functional areas included in the IMSL Numerical Libraries

Mathematical Functionality Statistical Functionality Data Mining and Forecasting Functionality
  • Matrix Operations
  • Linear Algebra
  • Eigensystem Analysis
  • Interpolation and Approximation
  • Quadrature
  • Differential Equations
  • Feynman-Kac Solver
  • Transforms
  • Nonlinear Equations
  • Optimization
  • Special Functions
  • Utilities
  • Basic Statistics
  • Time Series and Forecasting
  • Nonparametric Tests
  • Correlation and Covariance
  • Data Mining
  • Regression
  • Analysis of Variance
  • Goodness of Fit
  • Distribution Functions
  • Random Number Generation
  • Neural Networks
  • Genetic Algorithm
  • Naïve Bayes Classification
  • Regression
  • Cluster Analysis
  • Neural Networks
  • Auto_ARIMA
  • Genetic Algorithm
  • Naïve Bayes
  • Logistic Regression
  • Principal Components Analysis
  • Factor Analysis
  • Variances & Covariances
  • Discriminant Analysis
  • Analysis of Variance
  • Visualization
             And many more