IMSL® C Numerical Library

Embeddable Numerical Analysis Functions for C/C++ Applications

The IMSL C Numerical Library provides advanced mathematical and statistical functionality for programmers to embed in their existing or new applications. Written in standard C, the IMSL C Library can be embedded into any C or C++ application as well as any existing application that can reference a C library.

Using PyIMSL, developers also have the option to write programs in Python that leverage algorithms in the IMSL C Library. PyIMSL is a collection of Python wrappers to the mathematics and statistical algorithms in the IMSL C Library and is available either as a separate download or as part of the PyIMSL Studio product.

Typical Application Areas

• Portfolio optimization in financial services
• Risk management in financial services
• Inventory management and demand forecasting
• Modeling and simulation in high performance computing
• Computational biology analysis and modeling
• ISVs embedding mathematical engines into their software offerings

The IMSL C Numerical Library version 7.0 release provides improved performance in multi-core environments through the parallelization of numerous algorithms using OpenMP and greater depth of functionality via new and updated algorithms. In addition to these enhancements , the IMSL C Library is tuned and validated for compatibility, numerical accuracy, and performance on widely adopted platforms, including:

• Common 32-bit and 64-bit microprocessor architectures
• Operating Systems including Linux, Unix, Windows
• Compilers including gcc, Intel, Microsoft, Sun, IBM