IMSLŪ C Numerical Math Library
Introduction
IMSL C Math Library
Getting Started
Thread Safe Usage
Matrix Storage Modes
Memory Allocation for Output Arrays
Finding the Right Routine
Organization of the Documentation
Naming Conventions
Error Handling, Underflow, Overflow, and Document Examples
Printing Results
Complex Arithmetic
Missing Values
Passing Data to User-Supplied Functions
Chapter 1: Linear Systems
Routines
Usage Notes
lin_sol_gen
lin_sol_gen (complex)
lin_sol_posdef
lin_sol_posdef (complex)
lin_sol_gen_band
lin_sol_gen_band (complex)
lin_sol_posdef_band
lin_sol_posdef_band (complex)
lin_sol_gen_coordinate
lin_sol_gen_coordinate (complex)
lin_sol_posdef_coordinate
lin_sol_posdef_coordinate (complex)
lin_sol_gen_min_residual
lin_sol_def_cg
lin_least_squares_gen
lin_lsq_lin_constraints
lin_svd_gen
lin_svd_gen (complex)
lin_sol_nonnegdef
Chapter 2: Eigensystem Analysis
eig_gen
eig_gen (complex)
eig_sym
eig_herm (complex)
eig_symgen
geneig
geneig (complex)
Chapter 3: Interpolation and Approximation
cub_spline_interp_e_cnd
cub_spline_interp_shape
cub_spline_value
cub_spline_integral
spline_interp
spline_knots
spline_2d_interp
spline_value
spline_integral
spline_2d_value
spline_2d_integral
user_fcn_least_squares
spline_least_squares
spline_2d_least_squares
cub_spline_smooth
spline_lsq_constrained
smooth_1d_data
scattered_2d_interp
radial_scattered_fit
radial_evaluate
Chapter 4: Quadrature
int_fcn_sing
int_fcn
int_fcn_sing_pts
int_fcn_alg_log
int_fcn_inf
int_fcn_trig
int_fcn_fourier
int_fcn_cauchy
int_fcn_smooth
int_fcn_2d
int_fcn_hyper_rect
int_fcn_qmc
gauss_quad_rule
fcn_derivative
Chapter 5: Differential Equations
ode_runge_kutta
ode_adams_gear
bvp_finite_difference
dea_petzold_gear
Introduction to pde_1d_mg
pde_1d_mg
pde_method_of_lines
fast_poisson_2d
Chapter 6: Transforms
fft_real
fft_real_init
fft_complex
fft_complex_init
fft_cosine
fft_cosine_init
fft_sine
fft_sine_init
fft_2d_complex
convolution
convolution (complex)
inverse_laplace
Chapter 7: Nonlinear Equations
zeros_poly
zeros_poly (complex)
zeros_fcn
zeros_sys_eqn
Chapter 8: Optimization
min_uncon
min_uncon_deriv
min_uncon_multivar
nonlin_least_squares
read_mps
linear_programming
lin_prog
quadratic_prog
min_con_gen_lin
bounded_least_squares
constrained_nlp
Chapter 9: Special Functions
erf
erfc
erfce
erfe
erf_inverse
erfc_inverse
beta
log_beta
beta_incomplete
gamma
log_gamma
gamma_incomplete
bessel_J0
bessel_J1
bessel_Jx
bessel_Y0
bessel_Y1
bessel_Yx
bessel_I0
bessel_exp_I0
bessel_I1
bessel_exp_I1
bessel_Ix
bessel_K0
bessel_exp_K0
bessel_K1
bessel_exp_K1
bessel_Kx
elliptic_integral_K
elliptic_integral_E
elliptic_integral_RF
elliptic_integral_RD
elliptic_integral_RJ
elliptic_integral_RC
fresnel_integral_C
fresnel_integral_S
airy_Ai
airy_Bi
airy_Ai_derivative
airy_Bi_derivative
kelvin_ber0
kelvin_bei0
kelvin_ker0
kelvin_kei0
kelvin_ber0_derivative
kelvin_bei0_derivative
kelvin_ker0_derivative
kelvin_kei0_derivative
normal_cdf
normal_inverse_cdf
chi_squared_cdf
chi_squared_inverse_cdf
F_cdf
F_inverse_cdf
t_cdf
t_inverse_cdf
gamma_cdf
binomial_cdf
hypergeometric_cdf
poisson_cdf
beta_cdf
beta_inverse_cdf
bivariate_normal_cdf
cumulative_interest
cumulative_principal
depreciation_db
depreciation_ddb
depreciation_sln
depreciation_syd
depreciation_vdb
dollar_decimal
dollar_fraction
effective_rate
future_value
future_value_schedule
interest_payment
interest_rate_annuity
internal_rate_of_return
internal_rate_schedule
modified_internal_rate
net_present_value
nominal_rate
number_of_periods
payment
present_value
present_value_schedule
principal_payment
accr_interest_maturity
accr_interest_periodic
bond_equivalent_yield
convexity
coupon_days
coupon_number
days_before_settlement
days_to_next_coupon
depreciation_amordegrc
depreciation_amorlinc
discount_price
discount_rate
discount_yield
duration
interest_rate_security
modified_duration
next_coupon_date
previous_coupon_date
price
price_maturity
received_maturity
treasury_bill_price
treasury_bill_yield
year_fraction
yield_maturity
yield_periodic
Chapter 10: Statistics and Random Number Generation
simple_statistics
table_oneway
chi_squared_test
covariances
regression
poly_regression
ranks
random_seed_get
random_seed_set
random_option
random_uniform
random_normal
random_poisson
random_gamma
random_beta
random_exponential
faure_next_point
Chapter 11: Printing Functions
write_matrix
page
write_options
Chapter 12: Utilities
output_file
version
ctime
date_to_days
days_to_date
error_options
error_code
constant
machine (integer)
machine (float)
sort
sort (integer)
vector_norm
mat_mul_rect
mat_mul_rect (complex)
mat_mul_rect_band
mat_mul_rect_band (complex)
mat_mul_rect_coordinate
mat_mul_rect_coordinate (complex)
mat_add_band
mat_add_band (complex)
mat_add_coordinate
mat_add_coordinate (complex)
matrix_norm
matrix_norm_band
matrix_norm_coordinate
generate_test_band
generate_test_band (complex)
generate_test_coordinate
generate_test_coordinate (complex)
Reference Material
User Errors
Complex Data Types and Functions
Product Support
Contacting Visual Numerics Support
Appendix A: References
Appendix B: Alphabetical Summary of Routines