The IMSL Libraries are a set of comprehensive mathematical and statistical functionality for
software applications that require numerical analysis. The IMSL Libraries are written in C, C#, Java™ and
Fortran.
With the JMSL Library for Java applications, developers have all of the benefits of the IMSL algorithms, plus
flexible charting and code examples for quick idea generation; and the IMSL C# Library offers C# and Visual
Basic™ .NET developers the only comprehensive set of algorithms, written in 100% C#, that is fully compliant
with the .NET Framework.
The algorithms available within the IMSL Libraries cover all of the major categories of functionality commonly
used in numerical analysis.
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
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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
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Financial Functionality
The IMSL C Library, IMSL C# Library and the JMSL Library save time in coding financial
applications by providing a range of functionality for bond pricing and yields, cash flow calculations,
interest rate analysis, internal rates of return, and more.
Charting Functionality
The JMSL Library makes it easy to develop many common types of charts, including a definition
of XML data format for charting with the JMSL Library, the ability to put multiple chart types on a single axis,
and the ability to display multiple data sets in a single chart.
For more detailed information on specific features available for each Library, please visit:
Benefits of the IMSL Libraries
IMSL Libraries Overview
