IMSL


IMSL is a library licensed from Visual Numerics by NCAR, and the name IMSL is an acronym for the International Mathematical and Statistical Library. The library contains general-purpose math and statistics routines for the following areas: eigenvalues and eigenvectors, linear systems of equations, interpolation and fitting, integration and differentiation, ordinary and partial differential equations, transforms, nonlinear equations, optimization, a wide variety of special functions, basic statistics, regression, correlation, analysis of variation, categorical and discrete data analysis, nonparametric statistics, tests of goodness-of-fit and randomness, time series analysis, cluster analysis, sampling, survival analysis, life testing and reliability, multidimensional scaling, density and hazard estimation, line printer graphics, probability distribution functions, and random number generation.

Recommendation: Use IMSL if your application does not require free software and if a large, general-purpose commercial library suits your programming needs.



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