What is IMSL?

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 pre-written mathematical and statistical algorithms.

Functional areas included in the IMSL Numerical Libraries:

Mathematics Statistics
  • Matrix Operations
  • Linear Algebra
  • Eigensystems
  • Interpolation & Approximation
  • Numerical Quadrature
  • Differential Equations
  • Nonlinear Equations
  • Optimization
  • Special Functions
  • Finance & Bond Calculations
  • Genetic Algorithm
  • Basic Statistics
  • Time Series & Forecasting
  • Nonparametric Tests
  • Correlation & Covariance
  • Data Mining
  • Regression
  • Analysis of Variance
  • Transforms
  • Goodness of Fit
  • Distribution Functions
  • Random Number Generation
  • Neural Networks

Currently, we provide IMSL Fortran Library and IMSL C/C++ Library in the HPC cluster systems. This software is located at


Using IMSL in HPC clusters

To setup required environment variables for IMSL, please use following command or refer to the sample PBS scripts under /share1/imsl/sample/:

System IMSL FNL Version Command
HPC2015 7.1.0 module load impi imslfnl/7.1.0
System IMSL CNL Version Compiler Command
HPC2015 8.6.0 Intel module load intel imslcnl/intel/8.6.0
GCC module load imslcnl/gcc/8.6.0

For Fortran standard program, compile program.f90 by:

ifort $F90FLAGS -o program.exe program.f90 $LINK_FNL

For Fortran MPI program, compile mpi_program.f90 by:

mpiifort $F90FLAGS -o mpi_program.exe mpi_program.f90 $LINK_FNL

For Fortran program on NVIDIA GPU, compile nvidia.f90 by:

$FC $FFLAGS -o nvidia nvidia.f90 $LINK_FNL_NVIDIA

For C program with cmath/cstat library, compile program.c by:

$CC $CFLAGS -o program.exe program.c $LINK_CNL

For C program on NVIDIA GPU, compile nvidia.c by:

$CC $CFLAGS -o cuda cuda.c $LINK_CNL_CUDA

Additional Information

IMSL Numerical Libraries official website
IMSL Fortran Numerical Library
IMSL C/C++ Numerical Library