The IMSL C Numerical Library provides advanced mathematical and statistical functionality for programmers to embed in applications that are written in one of the most important mainstream programming environments in use today, C/C++.
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 math and statistical algorithms in the IMSL C Numerical Library.
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 microprocessor architectures
- Operating Systems including Linux, Unix, Windows
- Compilers including gcc, Intel, Microsoft, Sun, IBM
>> go to the complete list of supported computing platforms
