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The IMSL C library


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Introduction

The IMSL library contains over one thousand functions. These routines provide easy access to high quality implementations of numerical methods in mathematics and statistics.

Mathematical routines include: linear algebra, eigensystem analysis, interpolation and approximation, integration and differentiation, solving differential equations, Fourier and Laplace transforms, finding solutions of nonlinear equations, optimization, and special functions.

Statistical routines include: regression correlation, analysis of variance, categorical and discrete data analysis, nonparametric statistics, tests of goodness of fit and randomness, time series analysis and forecasting, covariance structures and factor analysis, discriminant analysis, cluster analysis, sampling, survival analysis, life testing, and reliability, multidimensional scaling, density and hazard estimation, probability distribution functions and inverses, and random number generation.

The IMSL functions are called like ordinary functions, then the IMSL libraries are linked into the executable when the calling program is loaded.

IMSL is proprietary software and cannot be transferred to a machine that is not licensed to run it.

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Availability

The IMSL C Numerical libraries are now included as part of Visual Numerics' Computational Technology Toolkit (CTT). IMSL C Numerical libraries V5.5 comes as part of CTT 6.0 and is available on the ITS Unix servers running on the Solaris operating system: ccwf.cc.utexas.edu and uts.cc.utexas.edu. If you want to use IMSL on your departmental machines then you must obtain a license for it. The University of Texas does not have a source license for the IMSL library. If you are interested in obtaining either a source license or a binary license contact:

  Visual Numerics
  Coporate Headquarters
  1300 W. Sam Houston Pkwy S.
  Suite 150
  Houston, Texas 77042
  USA
  800-364-8880
  713-784-3131

They can also be reached by e-mail at, info@houston.vin.com.

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Getting Started

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An example program

You may be using a completely different machine or operating system, but this example might still prove to be helpful. The following program uses the IMSL routines imsl_f_eig_sym and imsl_f_write_matrix. The discussion below assumes that the contents of the file eigentest.c are:

#include <imsl.h>

main()
{
    int         n = 3;
    float       a[] =   {7.0,  -8.0,  -8.0,
                        -8.0, -16.0, -18.0,
                        -8.0, -18.0,  13.0};
    float       *eval;
                                /* Compute eigenvalues */
    eval = imsl_f_eig_sym(n, a, 0);
                                /* Print eigenvalues */
    imsl_f_write_matrix ("Eigenvalues", 1, 3, eval, 0);
}

Documentation

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Information on the Internet

These are pointers to information on the Internet that you may find helpful. Be aware, though, that because these resources are maintained at remote sites, the information may not always apply to you, and may not always be available.

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Getting help from the Applications Consultants

SSC provides consulting services for a wide range of applications by electronic mail, telephone, and office visits. For an overview of the consulting services available to you, see SSC Consulting Services.

Assistance for IMSL is provided by SSC Mathematical Support, who you can reach by electronic mail at:

math@ssc.utexas.edu

Please include a description of the problem including any particular IMSL routines you might be trying to use, a log of the relevant parts of your compilation or execution, and any data your program might be using. Also, if possible include a campus or other local telephone number where a consultant can reach you.

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For More Information

Additional information about this or other mathematical and statistical software can be obtained from the SSC Consulting Home Page.