Why Use the IMSL C Library?

Rigorously tested and proven for decades across all industries, the IMSL C Numerical Library gives companies a dependable, high-ROI solution for building cutting-edge analytics tools.

From data mining and forecasting, to advanced statistical analysis, the IMSL C Numerical Library can help teams quickly add sophisticated functionality to analytic applications.


Get consistent results across platforms and languages.


Write, build, compile, and debug in a single environment.


100% pure C code means robust and stable integrations.


Save on development time with battle-tested IMSL algorithms.

Key Features of the IMSL C Numerical Library

The IMSL C Numerical Library boasts benefits that make it a dependable, high-ROI choice for teams developing advanced analytic tools within a variety of verticals.

Highly Portable and Easy to Embed

The IMSL C library makes integration and deployment easy. Enjoy easy migrations, support for common platforms and platform combinations, and no added infrastructure on embed in databases or applications.

Intuitive and Consistent Programming

The IMSL C Library uses descriptive, explanatory function names for intuitive programming — allowing developers to be more productive, prevent conflicts with other software, and provide a common root name for numerical functions.

High Performance, Thread Safe

The IMSL C Library is high performance and thread safe. It’s designed to take full advantage of symmetric multiprocessor systems, including those using multicore and many-core hardware.

Easy Diagnostic Error Handling

Diagnostic error messages are clear and informative — conveying the error condition and prescribed corrective action when applicable. That means faster and easier application debugging, increased programming productivity, and ensured algorithm functionality.

Get an Immediate ROI With IMSL

The IMSL C Library can save up to 95% of time spent on source code development, and thousands of dollars in design, development, documentation, testing, and maintenance costs compared to developing in-house algorithms.

Proven, Dependable Functionality for C/C++ Applications and Databases

With the IMSL C Library, development teams can quickly build dependable advanced analytic tools with functionality in data mining, forecasting, statistical analysis, and mathematical applications.

See Full Function List

IMSL C for Data Mining and Forecasting

The IMSL C Library includes flexible and powerful data mining and forecasting functionality for building cutting edge, dependable analytics tools.

Decision TreesSupport vector MachinesRegressionGenetic Algorithm
Vector Auto-RegressionNaïve BayesVector Error Correction ModelBayesian Seasonal Time Series
Cluster AnalysisLogistic RegressionKohonen Self Organizing MapsPrincipal Components Analysis
Neural NetworksFactor AnalysisARIMADiscriminant Analysis
ARCH, GARCHApriori Analysis

IMSL C for Statistics

Take advantage of the extensive, embeddable IMSL C Library statistical functionality and save considerable time during development, testing, and deployment.

Basic StatisticsDistribution FunctionsTime Series and ForecastingMaximum Likelihood Estimation
Nonparametric StatisticsGeneralized Linear ModelsCorrelation & CovariancesRandom Number Generation
Analysis of VarianceHypothesis TestingGoodness of Fit TestsDesign of Experiments
Probability Density and CumulativeMultivariate Analysis

IMSL C for Mathematics

Enjoy comprehensive mathematical functionality with the IMSL C Library, including optimization, linear/non-linear programming, matrix operations and more.

OptimizationDifferential EquationsLinear and Non-linear ProgrammingFeynman-Kac Solver
Matrix OperationsTransformsLinear SystemsNonlinear Equations
Eigensystem AnalysisSpecial FunctionsInterpolation and ApproximationUtilities
Integration and DifferentiationAnd many more…

IMSL C Library Industry Applications

The IMSL C Library is used in a variety of verticals, including retail, manufacturing, oil and gas, financial services, and consumer goods.


For content specific marketing, just-in-time inventory, collection analytics, and more, the IMSL C library provides functions that help retail applications shine.


Whether it's risk management, process optimizations, or manufacturing logistics, the IMSL C library adds advanced functionality to manufacturing applications.

Oil and Gas

The IMSL C library gives oil and gas companies the functions and algorithms they need for accurate performance analysis and optimization.

Financial Services

From options pricing to portolio optimization, the IMSL C library provides financial services companies with the functionality they need for performance-driven applications.

Consumer Goods

The IMSL C library gives consumer goods companies the functions and algorithms needed to successfully analyze risk and resource hedging.

Try for Free

Want to see how IMSL C Numerical Libraries can work with your application? Request an evaluation today!

Learn More

Want an overview of the IMSL libraries? Download our datasheet.

Contact Us

Have questions about the IMSL Numerical Libraries? Reach out!