IMSL NUMERICAL

Advanced Mathematical and Statistical Library

“We partnered with Rogue Wave Software Rogue Wave’s IMSL Numerical Libraries offer the largest collection of commercially-available math and because their IMSL Numerical Libraries statistical functions for science, technical, and business environments. Organizations from industries offer the most comprehensive, tested such as finance, telecommunications, oil and gas, government, defense and manufacturing depend statistical functionality available, on the robust and portable IMSL Numerical Libraries to efficiently build high-performance, mission- support major computing platforms, critical applications. With IMSL, organizations can realize a reduction in total cost of ownership, reduce and were easily embeddable into the GlyphWorks solution.” 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 Jon Aldred solutions, IMSL has been the best-kept secret of industry leaders for over four decades. Product Manager HBM-nCode 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 “By using IMSL Numerical Libraries I can providing optimized mathematical and statistical algorithms that can be embedded into , C++, definitely say that 50% of my research time is saved by simply calling functions , Java™ and .NET applications, enhancing return on investment and programmer productivity. like linear/nonlinear equation solvers The IMSL Libraries can also be used from Python using PyIMSL Studio or the PyIMSL wrappers. Beyond and random number generators instead choice of , the IMSL Libraries are supported across a wide range of hardware of coding and testing these subroutines and operating system environments including Windows, , Apple and many platforms. myself.” Type of Algorithms Included in the IMSL Numerical Libraries: Dr. Bhairavavajjula Nageswara Rao Assistant Professor Mathematical Functionality Statistical Functionality Data Mining and Forecasting IIT Madras Functionality

■■ Matrix Operations ■■ Basic Statistics ■■ Regression ■■ Linear Algebra ■■ Time Series and Forecasting ■■ Cluster Analysis The IMSL Libraries can be easily ■■ ■■ ■■ embedded into C, C++, Fortran, Java™, Eigensystem Analysis Nonparametric Tests Neural Networks and .NET applications. They can also ■■ Interpolation and ■■ Correlation and Covariance ■■ Auto_ARIMA be used from Python using the PyIMSL Approximation ■■ Data Mining ■■ ARMA, GARCH ■■ wrappers. Quadrature ■■ Regression ■■ Genetic Algorithm ■■ Differential Equations ■■ Analysis of Variance ■■ Naïve Bayes ■■ Feynman-Kac Solver ■■ Goodness of Fit ■■ Logistic Regression The IMSL Libraries are supported across ■■ Transforms ■■ Distribution Functions ■■ Principal Components a wide range of hardware and operating ■■ Nonlinear Equations ■■ Random Number Generation Analysis system environments including Windows, ■■ ■■ Optimization ■■ Factor Analysis Linux, Apple and many UNIX platforms. Neural Networks ■■ ■■ Special Functions ■■ Genetic Algorithm Variances & Covariances ■■ ■■ Utilities ■■ Naïve Bayes Classification Discriminant Analysis ■■ Analysis of Variance ■■ Visualization IMSL NUMERICAL LIBRARY

TYPICAL APPLICATION AREAS Accelerate Development of Flexible, Robust, High Performance Applications Developers can save weeks, months or even years of effort by embedding IMSL Library algorithms Major corporations, academic institutions, and research laboratories versus building them in-house. Instead of writing hundreds of lines of code to create new algorithms, worldwide currently use the IMSL a developer can make one simple call to a routine that is fully tested, supported and documented. Libraries. Example application areas include: ■■ Analytical building blocks eliminating the need to write code from scratch ■■ Risk management and portfolio ■■ Save up to 95% of the time required to research and develop algorithms optimization in financial services ■■ Numerical algorithms are developed, tested, documented, and supported ■■ Advanced analytics for Business Intelligence (BI) software ■■ Consistent commercial quality interfaces improve developer productivity

■■ Complex event processing ■■ IMSL Family includes libraries written in the standard languages of C, C#, Java, and Fortran ■■ Big data analysis and predictive ■■ Easily reference IMSL Libraries within applications built in C++, Python or any .NET language analytics ■■ Optimized and validated for compatibility, numerical accuracy, and performance on widely ■■ Statistical analysis of manufacturing test data adopted platforms ■■ Inventory management and demand forecasting The IMSL Libraries and support services emphasize user productivity and cost-effectiveness providing a significant return on investment by saving up to 95% of the time and cost of developing numerical ■■ Medical and biological system R&D and modeling algorithms. ■■ Many more Industries and applications too numerous to mention Expert Consulting Services ■■ OEM & ISV’s embedding analytics into The highly-skilled technical experts in Rogue Wave’s services organization know how to help you their software offerings get the most from your investment in advanced analytics. They can provide assistance ranging from custom algorithm development to recommendations on how to better leverage analysis and visualization capabilities throughout your organization. Rogue Wave’s technical expertise and dedicated hands-on assistance can be utilized to achieve the highest return on your investment

About Rogue Wave Software Rogue Wave Software, Inc. is the largest independent provider of cross-platform software development tools and embedded components for the next generation of HPC applications. Rogue Wave tools and components are designed to increase the productivity of developing applications that take advantage of parallel computing architectures. Rogue Wave’s strategy marries High Productivity Computing with High Performance Computing to enable developers to harness the power of parallel applications and multi-core computing. Our products reduce the complexity of prototyping, developing, debugging, and optimizing multi-processor and data-intensive applications. We are the foremost single source for HPC

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