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View Full Version : IMSL C Numerical Library 7.0 is Available for Download



Marketing Team
11-13-2008, 08:15 AM
Visual Numerics is pleased to announce the availability of the IMSL C Numerical Library 7.0.

New features include:

Parallelization of numerous algorithms using OpenMP

Take advantage of multi-core and many-core hardware for improved performance
Numerous algorithms leverage OpenMP directives on supported environments to distribute calculations across available resources
A new white paper, "Parallel Performance of the IMSL C Library" is available at http://www.vni.com/company/whitepapers/#imsl

New function that solves the generalized Feynman-Kac PDE and Black-Scholes problems

Two new white papers are available that provide more detail on this algorithm (http://www.vni.com/company/whitepapers/#industry):

"Integrating Feynman-Kac Equations Using Hermite Quintic Finite Elements" is a new technical white paper that describes the method for solving the Feynman-Kac PDE
"Solving Constrained Differential-Algebraic Systems Using Projections" is another new technical white paper that describes modifications to an existing Differential-Algebraic Equation (DAE) solver (DASSL) to deal with constraint or invariant drift

Many other new functions, including:

Genetic algorithm for optimization
Na?ve Bayes algorithm for classification problems and text mining
Kochanek-Bartels Cubic Splines
Non-central chi-square, Non-central student?s T PDFs

Enhancements to many existing algorithms, including:

Improved algorithm for finding zeros of a function
Faster normal random number generation
Neural network classification capability
Multiple options for selecting Auto_ARIMA models


To learn more or request an update or evaluation, visit http://www.vni.com/products/imsl/c/imslc.php