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What is IMSL

The IMSL Fortran Numerical Library version 5.0 integrates the world-renowned IMSL F90 Library with the IMSL Fortran 77 Library into a single, cohesive package.

The IMSL Fortran Library includes new powerful and flexible interface modules that allow for the use of advanced Fortran syntax and optional arguments throughout, while still providing full backward compatibility. These interface modules simplify and speed coding while improving quality by reducing the likelihood of mistakes. They also facilitate development of simpler Fortran applications while providing full depth and control for experienced programmers. Also included are a collection of new numerical algorithms and expanded support for SMP parallel processing.

The strength and precision of the IMSL Numerical Libraries have been evolving steadily for over three decades. Each subroutine and algorithm has undergone rigorous testing and quality assurance, providing users with more time to focus on their application.

Key Features

Mathematical Functionality Categories

  • Linear systems
  • Eigensystem analysis
  • Interpolation and approximation
  • Integration and differentiation
  • Differential equations
  • Transforms
  • Nonlinear equations
  • Optimization
  • Matrix/vector operations
  • Special Functions
  • Utilities

Statistical Functionality Categories

  • Basic statistics
  • Regression
  • Correlation and Covariance
  • Analysis of Variance
  • Categorical and Discrete Data Analysis
  • Nonparametric Statistics
  • Goodness-of-Fit and Randomness
  • Time Series and Forecasting
  • Multivariate analysis
  • Survival Analysis
  • Probability Distribution Functions and Inverses
  • Random Number Generation


How do I use IMSL

The IMSL libraries are available on the Xserve cluster. To utilize this you will need to connect to c-10. To connect to c-10, you will first need to connect to tiamat.som.yale.edu.

Once you are connected to tiamat, type: ssh c-10

Once you are on c-10, you can compile your code using xlf.


IMSL Documentation

IMSL Documentation (External Link)

IMSL Documentation ZIP file (PDF format)

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