IMSL Overview

IMSL - International Mathematical Subroutine Library

The IMSL Library contains over 500 mathematical and statistical Fortran subroutines. Statistical subroutines perform most of the procedures available in SPSS, BMDP, or SAS, as well as many procedures that are unavailable in other general purpose statistical packages. The basic mathematical routines in the library can also be used to program unique statistical procedures, and Fortran can be used to provide flexible data handling.

An IMSL user must supply a main Fortran or C program that calls the subroutines and handles data input and display of results. While this requires greater programming knowledge and, in many cases, more work on the part of the user, it also provides much greater programming flexibility.

IMSL Fortran Libraries versions 3.0 (Fortran 77) and 4.0 (Fortran 90) and IMSL/C version 4.0 Library are available on the UITS SP systems cluster.

IMSL Fortran Library version 4.0 (Fortran 90) and IMSL/C Library version 4.0 are available on the UITS Sun E10000.

IMSL Fortran Library version 3.0 (Fortran 77) is currently available on the UITS HPUX (node: Cobalt).

Documentation is available in the form of PDF or HTML files in the IMSL help directories on the systems or from the vendor website www.vni.com/books/docs/.   Online documentation is further described in a companion web page: www.indiana.edu/~rac/hpc/sub/imsl/online.html.

IMSL FORTRAN statistical and mathematical library is a comprehensive resource of more than 900 subroutines which could be invoked through Fortran programs. The C library functions can be invoked through C programs.

Some of the routines available from IMSL Libraries for statistical/mathematical computing include:

Basic Statistics
Correlation, Regression, ANOVA
Categorical and Discrete Data Analysis
Nonparametric statistics
Tests of Goodness of Fit and Randomness
Random number generation
Time series analyssis and forecating
Covariance structure and factor analysis
Discriminant analysis
Cluster analysis, MDS
Survival analysis, density and hazard estimation
Linear systems
Eigensystem analysis
Interpolation and approximation
Integration and differentiation
Differential equations
Transforms
Nonlinear equations
optimizations
Basic matrix/vector operations
Elementary functions
Trignometric and hyperbolic functions
Exponential integrals and related functions
Error function and related functions
Bessel functions
Elliptic integrals
Probability distribution functions and inverses

IMSL has no known bugs at this point. Bugs are corrected in a speedy manner as soon as they are reported.

State of the Art: Good

IMSL 3.0 (Fortran 77 LIB) is currently running on UITS computers (SP systems, and HP-UX).

IMSL C LIB 4.0 is currently running on the IBM SP

User Friendliness: Poor

IMSL is a program language oriented software. Users who are familiar with Fortran or C will find it extremely easy to use.

Online documentation is described in a companion web page: www.indiana.edu/~rac/hpc/sub/imsl/online.html.

The UITS Knowledge Base maintained by the UITS Support Center contians information regarding the availability of IMSL and answers to a few basic questions. Since IMSL LIB is a collection if Fortran or C subroutines, help with the software is available from newsgroup dealing with Fortran or C language. However, users can directly contact IMSL vendor via email or phone with technical questions. There is no local IMSL user's group at IU.

Since IMSL is a collection of subroutines in FORTRAN and C, help with the software is available from newsgroup dealing with these programming languages.

Indiana University, Bloomington has a site license for IMSL on UNIX which would permit departmental use on small unix servers (up to 4 cpus.) This software may be purchased for student use on PC directly from the vendor Visual Numerics, Inc (VNI) for $99 per copy.

Training Availability: None

UITS does not offer any workshops or courses in the use of IMSL. The IMSL vendor offers workshops at various locations in the US.

User Groups: No

There has no local IMSL user's group at IU. IMSL does not have any discussion groups either.

No discussion group is yet formed on the internet for discussing IMSL issues. The internet address for IMSL support is support@houston.vni.com. They can also be reached via phone (800-222-4675) or on the web at Visual Numerics, Inc (VNI)