IMSL Math/Library Online User's Guide

• IMSL Math/Library Online User's Guide Volume 1
  Adobe Acrobat file (4.8 MB)
• IMSL Math/Library Online User's Guide Volume 2
  Adobe Acrobat file. (2.5 MB)

The IMSL Math/Library Online User's Guide describes a collection of Fortran routines and functions useful in research and mathematical analysis with emphasis on linear algebra, optimization and differential equations. Capabilities include:

• Linear systems
• Eigensystem analysis
• Interpolation and approximation
• Integration and differentiation
• Differential equations
• Transforms
• Nonlinear equations
• Optimization
• Basic matrix/vector operations
• Various utilities

What's in this Manual:

Introduction: Summarizes IMSL Math/Library, getting started, finding the right routine, organization of the documentation, naming conventions, programming conventions, error handling, work arrays and printing results.

Chapter 1: Linear Systems -- describes routines for solving linear systems, matrix inversions and determinant evaluations

Chapter 2: Eigensystem Analysis -- describes routines for solving linear eigensystems

Chapter 3: Interpolation and Approximation -- includes routines for producing piecewise polynomial or spline functions that either interpolate or approximate given data; also includes support routines for the evaluation, integration and conversion from one representation to another

Chapter 4: Integration and Differentiation -- describes routines for solving univariate quadrature, multidimensional quadrature, Gauss rules and three-term recurrences, and differentiation

Chapter 5: Differential Equations -- describes routines for solving first-order ordinary differential equations, partial differential equations and Sturm-Liouville problems

Chapter 6: Transforms -- describes routines for solving real trigonometric FFTs, complex exponential FFTs, real sine and cosine FFTs, real quarter sine and quarter cosine FFTs, two- and three-dimensional complex FFTs, convolutions and correlations, and Laplace transforms

Chapter 7: Nonlinear Equations -- describes routines for solving zero(s) of a polynomial, zero(s) of a function and root of a system of equations

Chapter 8: Optimization -- describes routines for solving unconstrained minimization, minimization with simple bounds, linearly constrained minimization, nonlinearly constrained minimization and service routines

Chapter 9: Basic Matrix/Vector Operations -- describes routines for solving basic linear algebra subprograms (BLAS) and other matrix/vector operations

Chapter 10: Utilities -- describes each of the library utilities print, permute, sort, search, character string manipulation, time, date and version, random number generation, options manager, line printer graphics and miscellaneous utilities

Reference Material: Describes possible user errors, automatic workspace allocation, machine-dependent constants, matrix storage modes, reserved names and deprecated and renamed routines

Appendix A: GAMS Index -- a listing of routines contained in the Math/Library that are in the GAMS classes

Appendix B: Alphabetical Summary of Routines -- an alphabetical listing of IMSL Math/Library routines

Appendix C: References -- an alphabetical listing of literature references

Index: Subject index to information contained in the IMSL Math/Library Online User's Guide

Product Support: Provides information about contacting Visual Numerics Product Support

NOTE: Please refer to the "Quick Tips" section in the online documentation for instructions about using online documentation