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
|
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
|
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
