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 6.0, offers even more functionality such as world-class Linear Programming optimization performance, forecasting with neural networks, and new differential equations routines. In addition to these enhancements , the IMSL C Library is tuned and validated for compatibility, numerical accuracy, and performance on widely adopted platforms:

• Range of common microprocessor architectures, including x86-32 bit, x86-64 bit (Xeon-64, Opteron, EM64T), Itanium2, Sun UltraSPARC, IBM Power and more.
• Range of Operating Systems including Linux, Unix, Windows
• Range of compilers including gcc, Intel, Microsoft, Sun, IBM