IMSL Numerical Libraries
IMSL (English International Mathematical and Statistical Library) is a comprehensive software subroutine library for numerical and statistical problems. The program library is assigned as the license of the company Visual Numerics, Inc. of Houston, Texas. Originally implemented in Fortran library contains about 1000 callable from the user subroutines. IMSL is one of the oldest and certainly one of the most comprehensive libraries. Since the origins of the programs already in the 70s come, they are considered extremely robust and well tested. Many universities, research institutions, numerical data centers, financial and industrial companies employ this software. The call of a finished subroutine saves the programming and testing of a mathematical algorithm.
The IMSL Numerical Libraries are also available for C, Java, C #. NET programming languages. For programming in Python (programming language ) was created by Studio PyIMSL an interface to the application of the IMSL C Library.
Topics of the IMSL subroutine library
Mathematical Algorithms
- Systems of linear equations
- Eigenvalues and eigenvectors
- Interpolation and approximation
- Integration and Differentiation
- Differential equations (including systems )
- Transformations (e.g., FFT)
- Non-linear equations (including systems )
- Optimization problems
- Elementary matrix or vector operations
- Special functions of mathematics and physics
- Auxiliary routines
Statistical Algorithms
- Elementary Statistics
- Regression
- Correlation
- Analysis of Variance
- Categorical and Discrete Data Analysis
- Nonparametric Statistics
- Test method
- Time series analysis
- Factor analysis
- Discriminant
- Cluster Analysis
- Sampling
- Survival Analysis
- Multidimensional scaling
- Risk analysis
- Probability distribution functions
- Random number generators
- Auxiliary routines