IMSL Math Library

IMSL (International Mathematical and Statistical Libraries) is a product of the company Visual Numerics, Incorporated. This general-purpose mathematical library covers all of the important areas of mathematical and statistical computing, including special functions, linear algebra, optimization, and statistical analysis. All F77, F90 and parallel processing features are now contained within a single IMSL Fortran Library Package. Compared to the NAG library, IMSL is usually considered to be stronger in statistics while NAG is usually considered to be stronger in optimization. It contains both single and double-precision routines

How to Use

• On Opteron Linux cluster (Jacquard)

  % module load imsl 
  

  • Serial Fortran programs

    % pathf90    $IMSL ... 
    

  • Parallel Fortran programs (not requiring IMSL routines which use MPI)

    %  mpif90   $IMSL_MPIS ... 
    

  • IMSL MPI-enabled routines

    %  mpif90  $IMSL_MPI ... 
    

Parallel programs requiring IMSL parallel library

The IMSL Fortran library provides a number of MPI-enabled routines. To do parallel computing within IMSL parallel library you will need the following three statements in your Fortran program:

1. Use the IMSL Fortran module

           USE MPI_SETUP_INT
   

2. Call the IMSL MPI setup function before calling any IMSL routines

           MP_NPROCS=MP_SETUP()
   

   This functions checks to see if MPI_INIT() has been called. If it has not been called, then MPI_INIT() is called.
3. Call the IMSL MPI setup function to end MPI program and print error messages

           MP_NPROCS=MP_SETUP('Final')
   

   All pending error messages are sent from the nodes to the root and printed. If any node should STOP after printing messages, then MPI_Finalize() and a STOP are executed. Otherwise only MPI_Finalize() is called.

Documentation

VNI has technical documentation and an alphabetized list of the IMSL Fortran 77 math libraries .