A Single Cohesive Package of Advanced Numerical Algorithms
At the heart of the IMSL Fortran Numerical Library are the comprehensive and time tested mathematical and statistical numerical algorithms that you can trust. These are the gold standard for numerical computing and software developers can easily embed into their applications. The latest version of the IMSL Fortran Numerical Library is comprised of all of the trusted algorithms from past versions of the IMSL family of Fortran libraries, including the IMSL F90 Library, the IMSL FORTRAN 77 Library, and the IMSL parallel processing features. In addition, new utilities have been added to simplify large-scale computing using ScaLAPACK. For a complete list of the algorithms included in the IMSL Fortran Numerical Library, please see the IMSL Function Catalog [PDF 502KB].

Powerful Interface Modules
The IMSL Fortran Numerical Library includes new powerful and flexible interface modules for all applicable routines, which accomplish the following:

• Allows users to utilize the fast, convenient optional arguments of the modern Fortran syntax for 100% of the relevant algorithms in the library, allowing for greater control and faster, simpler code development
• Only require a short list of required arguments for each algorithm to facilitate development of simpler Fortran applications
• Provide full depth and control via optional arguments for experienced programmers
• Reduce development effort by checking data-type matches and array sizing at compile time
• With operators and function modules, provide faster and more natural programming through an object-oriented approach
• A simple and flexible interface to the library routines speeds programming and simplifies documentation

Complete Backward Compatibility
For over two decades, the IMSL Fortran Numerical Library has maintained full backward compatibility with all previous versions. No code modifications are required for existing applications that rely on previous versions of the IMSL Fortran Numerical Library. Calls to routines from the IMSL FORTRAN 77 Library with the F77 syntax continue to function.

Fully Tested
Visual Numerics has developed over three decades of experience in testing IMSL numerical algorithms for quality and performance across an extensive range of the latest compilers and environments. Visual Numerics works with compiler partners and hardware partners to ensure a high degree of reliability and performance optimization. This experience has allowed Visual Numerics to refine its test methods with painstaking detail. The result of this effort is a robust, sophisticated suite of test methods that allow the IMSL Library user to focus his energy on application development and testing.

SMP/OpenMP Support
The IMSL Fortran Numerical Library offers expanded SMP support for a number of parallel processing environments. Computationally intensive algorithms in the areas of linear systems and matrix manipulation, eigensystem analysis, and fast Fourier transforms (FFTs) leverage SMP capabilities on a variety of systems.

MPI Enabled
The IMSL Fortran Numerical Library provides a dynamic interface for computing mathematical solutions over a distributed system via Message Passing Interface (MPI). MPI enabled routines offer a simple, reliable user interface.

The IMSL Fortran Numerical Library utilizes the highly optimized Intel Math Kernel Library (Intel MKL) to provide maximum performance on Intel architecture. Intel MKL is a performance library that is continually updated for the latest Intel processors. Intel MKL provides core mathematical functionality such as vector and matrix math, linear solvers and Fourier Transforms which the IMSL Fortran Numerical Library utilizes for its many scientific calculations.

The IMSL Fortran Numerical Library includes Intel MKL so that at compile time the user can choose to build with a version of the IMSL Library that is linked with Intel MKL in order to gain performance in the areas where Intel MKL has core coverage. For example, once linked, a call to an IMSL Library linear algebra routine will call the Intel MKL linear algebra function, thus benefiting from Intel MKL optimizations for Intel-based hardware.

The IMSL Fortran Library includes hundreds of algorithms that extend mathematical coverage beyond the foundation areas of Intel MKL. Typically, however, these additional math algorithms depend on and utilize foundation math routines. These internal calls automatically select Intel MKL to leverage its performance. Thus, the extended math algorithms in the IMSL Library speed up when Intel MKL is linked.

Together, the IMSL Fortran Library and Intel MKL provide complete algorithm coverage and optimized performance.