Rouge Wave

IMSL® Numerical Libraries

Rogue Wave’s IMSL Numerical Libraries offer the largest collection of commercially-available math and statistical functions for science, technical, and business environments. These embeddable mathematical and statistical algorithms are used in a broad range of applications — including programs that help airplanes fly, predict the weather, enable innovative study of the human genome, predict stock market behaviour and provide risk management and portfolio optimization.

Organizations from industries such as finance,telecommunications,oil and gas, government,aerospace and manufacturing depend on the robust and portable IMSL Numerical Libraries to efficiently build high-performance, mission-critical applications. With IMSL, organizations can realize a reduction in total cost of ownership, reduce development time and costs, and improve quality and maintainability, while putting more focus on their key competencies. Often used to create competitive differentiation in a wide variety of innovative solutions, IMSL has been the best-kept secret of industry leaders for over four decades.

“By using IMSL Numerical Libraries, I can definitely say that 50% of my research time is saved by simply calling functions like linear/nonlinear equation solvers and random number generators instead of coding and testing these subroutines myself.”   

Dr. Bhairavavajjula Nageswara Rao, Assistant Professor, IIT Madras

Embeddable Mathematical and Statistical Functionality

The IMSL Libraries are a comprehensive set of mathematical and statistical functions that programmers can embed into their software applications. The libraries save development time by providing optimized mathematical and statistical algorithms that can be embedded into C, C++, .NET, Java ™ and Fortran applications, enhancing return on investment and programmer productivity. The IMSL Libraries can also be used from Python using PyIMSL Studio or the PyIMSL wrappers. Beyond choice of programming language, the IMSL Libraries are supported across a wide range of hardware and operating system environments including Windows, Linux, Apple and many UNIX platforms.

Functional areas included in the IMSL Numerical Libraries

Mathematical Functionality Statistical Functionality Data Mining and Forecasting Functionality
Matrix Operations

Linear Algebra

Eigensystem Analysis

Interpolation and Approximation


Differential Equations

Feynman-Kac Solver


Nonlinear Equations


Special Functions


Basic Statistics

Time Series and Forecasting

Nonparametric Tests

Correlation and Covariance

Data Mining


Analysis of Variance

Goodness of Fit

Distribution Functions

Random Number Generation

Neural Networks

Genetic Algorithm

Naïve Bayes Classification


Cluster Analysis

Neural Networks



Genetic Algorithm

Naïve Bayes

Logistic Regression

Principal Components Analysis

Factor Analysis

Variances & Covariances

Discriminant Analysis

Analysis of Variance


And many more