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The IMSL Fortran Numerical Library for absoft Fortran

16.05.2012


The IMSL Fortran Numerical Library, is a complete collection of mathematical and statistical algorithms which integrates the world-renowned IMSL F90 Library, Math & Stat and Fortran 77 libraries into a single, cohesive package. Absoft offers versions for all popular computing platforms thus providing a common solution from desktop to HPC cluster. Absoft offers special bundle pricing for customers purchasing compilers+IMSL, and includes specially optimized math libraries which can improve the performance on several platforms at no additional charge.. More...

IMSL 7 ist kompatibel mit Fortran 2012 und arbeitet nicht mit Vorgängerversionen des Compilers.

Haupteigenschaften von IMSL v7:

  • Basic Matrix/Vector Operations
  • NVIDIA GPU enabled support
  • Time Series Enhancements
  • Differential Equations
  • Normality Tests
  • Many Noncentral Distribution Functions
  • Fully backward compatible with IMSL v6

Stichwörter:

Key Benefits | Key Features | Product Description | New in this release | Special Features | Ease of Use | System Requirements

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Key Benefits

The IMSL Fortran Numerical Library saves development time by eliminating the need to write code from scratch. Using only two or three IMSL Library mathematical or statistical routines will more than pay for the product in time-savings alone. The complete mainframe implementation of the IMSL Fortran Library Mathematical and Statistical special functions will be available to Absoft users on Windows and Macintosh platforms.

The strength and precision of the IMSL Numerical Libraries have been evolving steadily for over three decades. Each subroutine and algorithm has undergone rigorous testing and quality assurance, providing users with more time to focus on their application.

• Accelerate Development

  • Analytical building blocks eliminating the need to write code from scratch
  • Numerical algorithms are developed, tested, documented, and ready to go
  • Save up to 95% of the time required to research and develop algorithms
  • The IMSL Fortran Library is an integrated solution offering robust mathematical, statistical and financial algorithms

• Develop Better Software Applications

  • You don't have to worry about coding and testing the algorithms
  • Free up your developers' bandwidth for critical application-specific feature development

• Develop Flexible Software Applications

  • Embed numerical analysis algorithms seamlessly into existing solutions

• Improve Quality and Reduce Uncertainty

  • IMSL simplifies your project
  • A simpler project means a more predictable development and QA schedule
  • All IMSL Library algorithms are fully tested and qualified against proven testing criteria
  • QA efforts can focus on core application testing, not algorithm testing
  • All IMSL Libraries are fully documented and supported

• Reduce Costs

  • The IMSL Library saves up to 95% of the algorithm development cost
  • The IMSL Library eliminates many hidden costs associated with algorithm development and support:
  • Background research
  • Debugging and QA
  • Porting to your specific environment
  • Documentation
  • Maintenance
  • Scaling for larger deployments
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Key Features

Mathematical Functionality 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

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Product Description

The IMSL Fortran Numerical Library integrates the world-renowned IMSL F90 Library with the IMSL Fortran 77 Library into a single, cohesive package.

The IMSL Fortran Library includes new powerful and flexible interface modules that allow for the use of advanced Fortran syntax and optional arguments throughout, while still providing full backward compatibility. These interface modules simplify and speed coding while improving quality by reducing the likelihood of mistakes. They also facilitate development of simpler Fortran applications while providing full depth and control for experienced programmers. Also included are a collection of new numerical algorithms and expanded support for SMP parallel processing.

The strength and precision of the IMSL Numerical Libraries have been evolving steadily for over three decades. Each subroutine and algorithm has undergone rigorous testing and quality assurance, providing users with more time to focus on their application.

The IMSL Fortran Library bundled with Absoft compilers for Windows and Macintosh OS X is directly available from Absoft. For Windows, the Absoft Pro Fortran Compiler Suite with IMSL is only available for single users on single systems up to 4 CPUs. For MacIntosh OS X, the Absoft Pro Fortran Compiler Suite with IMSL is available for single users on single systems and will soon be available for floating users, systems greater than 4 CPUs, and Clusters.

NOTE: IMSL Fortran Licenses for Absoft compilers for floating users on Windows, or for use on Windows systems greater than 4CPUs, or for Windows Clusters are not available at this time. If you are interested in these offerings or other offerings, such as Linux or standalone IMSL, please complete the request form for tracking purposes.

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What's New

Haupteigenschaften von IMSL v7:

  • Basic Matrix/Vector Operations
  • NVIDIA GPU enabled support
  • Time Series Enhancements
  • Differential Equations
  • Normality Tests
  • Many Noncentral Distribution Functions
  • Fully backward compatible with IMSL v6

 

In Version 6:

New Algorithms are included in IMSL v6.0 for SMP and MPI Parallel Programming for Linux, Windows & Mac/Intel. V6 is fully compatible with existing IMSL v5.0 based applications.

New High Performance Linear Programming Optimizer

o New state-of-the-art constrained dense Linear Programming Optimizers, which, in comparison tests, have performed up to 400% FASTER than leading competitors’.
o World’s fastest dense LP solver in a general mathematical library
o Includes MPS (Mathematical Programming System) format reader to facilitate usage with large optimization problems

ScaLAPACK Integration for MPI

o Provides easy access to MPI-enabled algorithms, and allows users to write parallel code without needing to know parallel MPI programming
o New SCALAPACK_SETUP function automatically configures MPI and ScaLAPACK, and combines with other convenience routines to allow non-expert users to solve large problems on distributed systems while avoiding many of the messy details.

LAPACK Integration for SMP
o Provides easy access to SMP-enabled algorithms and allows users to write parallel code without needing to know SMP parallel programming algorithm names.

Mersenne Twister random number generator

o Algorithm featuring fast generation of very high quality pseudorandom numbers. Especially well suited for financial applications.

SuperLU for Sparse Linear Algebra
o A direct solver for large sparse systems of linear equations

Plus, an additional 1000+ special function routines, that are useful across a wide variety of industries.

IMSL v6.0 is highly optimized and well tested. Typically use of 1 or 2 routines pays for the entire library in time savings alone.

Single user licenses are compatible with systems having up to 4 cpu sockets / 8 physical cores.

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Special Features

- Widest selection of mathematical and statistical functionality in the industry
- Complete backward compatibility.
- All versions include complete documentation in pdf format.
- More than 1000 Fortran subroutines are available.
- Complete on-line help with Windows version.
- Order form for (optional) complete hard-copy documentation available
  directly from Visual Numerics
- AltiVec (Special "Velocity Engine" ) optimized versions included for
  Macintosh G4/G5 users on OS X systems.
- ACML Optimized versions supported on AMD based systems
- Faure Sequence Routine
- Computes a low-discrepancy sequence, which is used in Quasi Monte-Carlo analysis
- GARCH Routine
- SMP/OpenMP Support
- MPI Enabled
- Sample code

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Ease of Use

The IMSL Fortran Numerical Library is the gold standard mathematical and statistical code library for Fortran programmers developing high performance computing applications. The IMSL Fortran Numerical Library contains highly accurate and reliable Fortran algorithms with full coverage of mathematics and statistics and complete backward compatibility. It combines the powerful and flexible interface features of the Fortran language with the performance benefits of both distributed memory and shared memory multiprocessing architectures.

The IMSL Fortran Numerical Library includes new powerful and flexible interface modules for all applicable routines, which accomplish the following:
• Allows users to utilize the fast, convenient optional arguments of the modern Fortran syntax for 100% of the relevant algorithms in the library, allowing for greater control and faster, simpler code development
• Only require a short list of required arguments for each algorithm to facilitate development of simpler Fortran applications
• Provide full depth and control via optional arguments for experienced programmers
• Reduce development effort by checking data-type matches and array sizing at compile time
• With operators and function modules, provide faster and more natural programming through an object-oriented approach
• A simple and flexible interface to the library routines speeds programming and simplifies documentation

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IMSL V6 Documentation - Fortran

Functionality:

Fortran Library 6.0 Function Catalog

Documentation:

IMSL Fortran Library User's Guide Math/Library
IMSL Fortran Library User's Guide Special Functions
IMSL Fortran Library User's Guide Stat/Library

IMSL V5 Documentation - Fortran

Functionality:

Fortran Library 5.0 Function Catalog
Documentation:

IMSL Fortran Library User's Guide Math/Library Volume 1 of 2
IMSL Fortran Library User's Guide Math/Library Volume 2 of 2
IMSL Fortran Library User's Guide Math/Library Special Functions
IMSL Fortran Library User's Guide Stat/Library Volume 1 of 2
IMSL Fortran Library User's Guide Stat/Library Volume 2 of 2

System Requirements

The IMSL Fortran Library V7 needs Pro Fortran 2012 ! (V6 is compatible with Pro Fortran Compiler Suite v11)

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