IMSL (Commercial)


The IMSL Numerical Libraries have been the cornerstone of high-performance and deep computing as well as predictive analytics applications in science, technical and business environments for well over three decades. The IMSL Libraries are a comprehensive set of mathematical and statistical functions that programmers can embed into their software applications. The IMSL Libraries provide high-performance computing software and expertise needed to develop and execute sophisticated numerical analysis applications.

The IMSL include libraries in the following 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

For more details, please visit Virtual Numerics web site:


Licensing Information

The IMSL is a commercial product and requires a license. Currently the supported IMSL release is 7.0 and is licensed to the Department of Economics at The University of Western Ontario.

Users not from the above group may use the unsupported IMSL release 5.0 as is.

Availability Table

System Versions
goblin 7.0 (group: imsl), 5.01

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