IMSL Libraries save development time by providing optimized mathematical and statistical algorithms that can be embedded into C, C++, .NET, Java™, and Fortran applications, including many databases. IMSL enhances application performance, reliability, portability, scalability, and maintainability as well as developer productivity. IMSL Libraries are supported across a wide range of languages as well as hardware and operating system environments including Windows, Linux, Apple, and many UNIX platforms.

Optimization, both Local and Global Linear, quadratic, integer and nonlinear programming and least squares problems Ordinary and partial differential equations, and mesh generation Solution of dense, banded and sparse linear equations and eigenvalue problems Solution of linear and nonlinear least squares problems Curve and surface fitting and interpolation Special functions Numerical integration and integral equations Roots of nonlinear equations (including polynomials) Option Pricing Formulae Wavelet Transforms