IMSL Mathematics Toolkit

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IMSL Mathematics Toolkit

This section lists the following groups of related routines:

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

Differential Equations

Nonlinear Equations

Special Functions

Error Functions

Gamma Functions

Bessel Functions with Real Order and Complex Argument

Elliptical Integrals

Fresnel Integrals

Hermite Functions

Kelvin Functions

Legendre Functions

Basic Financial Functions

Basic Statistics and Random Number Generation

Probability Distribution Functions and Inverses