Review: IMSL C# Numerical Library

IMSL C# Numerical Library
starting at $1695 per user
Visual Numerics, Inc.
San Ramon, Califonia
(925) 415-8300

I first ran into the IMSL numerical libraries during my undergraduate career -- and that was far too many years ago. Starting from a Fortran base, the company has been around since 1970, and offers numerical libraries and visualization tools for Fortran, C, Java, and now C#. I looked at the just-released C# version, of course.

Installing the product gets you a DLL that contains the code, and an extensive help file. The code itself is, according to the company, 100% managed code; no interop here (and certainly there aren't any COM DLLs hanging around). The help file is in the standard .NET class library style, and it's well-written and extensive.

So what's in here? You'll find both financial and mathematical functions. On the financial side, there are a whole batch of bond functions plus a collection of general-purpose financial functions: interest payments, MIRR, PPMT, and on at considerable length. The mathematical functions, though, are the real heart of the package. The math geeks in the audience will be happy to find FFTs, eigenvalue analysis, polynomial solutions, time series and correlation, forecasting and best fit, differential equations, basic statistics, matrix operations, complex numbers, and plenty more. The odds are fairly good that if you need something more advanced than this package provides, you're writing it yourself - though even in that case, the building blocks here (like a complex number type) will probably help.

The help file is very well written and it also attributes the original sources for many of the routines that it uses, which brings an even higher confidence level to the product. Of course, the fact that it's time-tested for three decades should put you in your comfort zone with the answers it gives anyhow. In addition to the help, there's a PDF manual that runs to nearly 700 pages, full of equations and graphs to illustrate what you can do with this software.

You can register for an evaluation copy of the software on the company's Web site. Developer licenses are locked to a single machine. You can also purchase a CPU count based server license for deployment.

About the Author

Mike Gunderloy has been developing software for a quarter-century now, and writing about it for nearly as long. He walked away from a .NET development career in 2006 and has been a happy Rails user ever since. Mike blogs at A Fresh Cup.


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