Rogue Wave* IMSL* Fortran Numerical Library

The first rule of high performance computing is speed. Program speed is critical for advanced applications. So users need fast, reliable, complete and convenient algorithms for their most important programming tasks. It's easy to see why the IMSL® Fortran Numerical Library* is the standard for high performance computing commercial mathematics and statistics libraries:

  • Superior accuracy and reliability through 40 years of refinement
  • Supporting parallel processing architectures since 1990
  • Evolves easily with software and hardware upgrades
  • Easier use of popular open source technology

The Gold Standard for Over Three Decades

With over 1000 algorithms, the IMSL Fortran Numerical Library is the most comprehensive math and statistics library available. Highly accurate and reliable, it contains proven technology that has been thoroughly tested, well documented, continuously maintained and used by developers worldwide for more than four decades. Instead of writing, testing and documenting complex mathematical and statistical algorithms from scratch choose the IMSL Fortran Numerical Library which offers widely used routines that significantly help accelerate development time.

Functional areas included in the IMSL Fortran Numerical Library:

Mathematical Functionality

Statistical 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
  • Survival Analysis
  • Density and Hazard Estimation
  • Goodness of Fit
  • Distribution Functions
  • Random Number Generation