Rogue Wave* IMSL* Fortran Numerical Library

Rogue Wave* IMSL* Fortran Numerical Library

The IMSL Fortran Numerical Library is the standard for high performance computing commercial mathematics and statistics libraries,.

  • Superior accuracy and reliability
  • A comprehensive set of 1000+ algorithms
  • Supporting parallel processing architectures since 1990

Embeddable Numerical Analysis Functions for Fortran Applications

How to Buy

  • As a package combining Intel® Parallel Studio XE Composer Edition for Fortran Windows* and Rogue Wave* IMSL* Fortran Numerical Libraries
  • As a Fortran add-on to the Composer, Professional or Cluster editions of Intel® Parallel Studio XE

The IMSL Fortran Numerical Library is the standard for high performance computing commercial mathematics and statistics libraries, providing:

  • Superior accuracy and reliability through 40 years of refinement
  • A comprehensive set of 1000+ algorithms
  • Supporting parallel processing architectures since 1990
  • Evolves easily with software and hardware upgrades
  • Responsive support from Intel and Rogue Wave

The Gold Standard for Over Four Decades

With over 1000 algorithms, the IMSL Fortran Numerical Library is the most comprehensive mathematics 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 four decades. Instead of writing, testing and documenting complex mathematical and statistical algorithms from scratch, thousands of developers choose the IMSL Fortran Numerical Library which offers widely used routines that help accelerate development time and it is fully supported. 

The Original, Easy-to-Use Fortran Library

The IMSL Fortran Numerical Library is the most convenient to use Fortran library available today. Features that make your developers more productive include:

  • Convenient Optional Arguments: allow users to utilize the fast, convenient optional arguments of modern Fortran syntax for all of the relevant algorithms in the library, saving significant coding time and helping to avoid errors
  • Backward Compatibility: ensuring that legacy code can run on future releases
  • Naming Conventions: function names resemble actual algorithm names, so users do not have to learn and remember special function names
  • Over 1000 Algorithms: the most comprehensive math and statistics library available

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
  • Goodness of Fit
  • Distribution Functions
  • Random Number Generation
  • Neural Networks
  • Genetic Algorithm
  • Naïve Bayes Classification