To use this product you should be familiar with the Fortran 90 language as well as the withdrawn Fortran 77 language, which is, in practice, a subset of Fortran 90. A summary of the ISO and ANSI standard language is found in Metcalf and Reid (1990). A more comprehensive illustration is given in Adams et al. (1992).

Those routines implemented in the IMSL Fortran Numerical Library provide a simpler, more reliable user interface than was possible with Fortran 77. Features of the IMSL Fortran Numerical Library include the use of descriptive names, short required argument lists, packaged user-interface blocks, a suite of testing and benchmark software, and a collection of examples. Source code is provided for the benchmark software and examples.

Some of the routines in the IMSL Fortran Numerical Library can take advantage of a standard (MPI) Message Passing Interface environment but do not require an MPI environment if the user chooses to not take advantage of MPI.

The MPI logo shown below cues the reader when this is the case:

Routines documented with the MPI Capable logo can be called in a scalar or one computer environment.

Other routines in the IMSL Library take advantage of MPI and require that an MPI environment be present in order to use them. The MPI Required logo shown below clues the reader when this is the case:

NOTE: It is recommended that users considering using the MPI capabilities of the product read the following sections of the MATH Library documentation:

Introduction: Using MPI Routines

Introduction: Using ScaLAPACK Enhanced Routines

Chapter 10, “Linear Algebra Operators and Generic Functions” – see “Dense Matrix Parallelism Using MPI”.

The IMSL Fortran Numerical Library contains functions which may take advantage of functions in vendor supplied libraries such as the Intel® Math Kernel Library (MKL) or the Sun™ High Performance Library. Functions in the vendor supplied libraries are finely tuned for performance to take full advantage of the environment for which they are supplied. For these functions, the user of the IMSL Fortran Numerical Library has the option of linking to code which is based on either the IMSL legacy functions or the functions in the vendor supplied library. The following icon in the function documentation alerts the reader when this is the case:

Details on linking to the appropriate IMSL Library and alternate vendor supplied libraries are explained in the online README file of the product distribution.

The IMSL MATH/LIBRARY is a collection of Fortran routines and functions useful in mathematical analysis research and application development. Each routine is designed and documented for use in research activities as well as by technical specialists.

To use any of these routines, you must write a program in Fortran 90 (or possibly some other
language) to call the MATH/LIBRARY routine. Each routine conforms to established conventions in programming and documentation. We give first priority in development to efficient algorithms, clear documentation, and accurate results. The uniform design of the routines makes it easy to use more than one routine in a given application. Also, you will find that the design consistency enables you to apply your experience with one MATH/LIBRARY routine to other IMSL routines that you use.

The MATH/LIBRARY is organized into chapters; each chapter contains routines with similar computational or analytical capabilities. To locate the right routine for a given problem, you may use either the table of contents located in each chapter introduction, or the alphabetical list of routines.

Often the quickest way to use the MATH/LIBRARY is to find an example similar to your problem and then to mimic the example. Each routine document has at least one example demonstrating its application. The example for a routine may be created simply for illustration, it may be from a textbook (with reference to the source), or it may be from the mathematical literature.