IMSL Mathematics Toolkit

This section lists the following groups of related routines:

• Linear Systems

  • Matrix Inversion

  • Linear Equations with Full Matrices

  • Linear Least Squares with Full Matrices

  • Sparse Matrices

• Eigensystem Analysis

• Interpolation and Approximation

  • Cubic Spline Interpolation

  • B-Spline Interpolation

  • B-Spline and Cubic Spline Evaluation and Interpolation

  • Least-Squares Approximation and Smoothing

  • Scattered Data Interpolation

• Quadrature

• Differential Equations

• Transforms

• Nonlinear Equations

• Optimization

• Special Functions

  • Error Functions

  • Gamma Functions

  • Bessel Functions with Real Order and Complex Argument

  • Elliptical Integrals

  • Fresnel Integrals

  • Airy Functions

  • Hermite Functions

  • Kelvin Functions

  • Legendre Functions

  • Basic Financial Functions

  • Bond Functions

• Basic Statistics and Random Number Generation

• Probability Distribution Functions and Inverses

• Utilities