IMSL Mathematics Reference Guide
PV‑WAVE IMSL Mathematics is a powerful tool for mathematical, statistical, and scientific computing. This PV-WAVE IMSL Mathematics Reference documents the routines that support this functionality. Each function and procedure is designed for use in research as well as in technical applications.
The topics in this guide are organized as follows:
Chapter 1: Introduction—Introduces PV-WAVE IMSL Mathematics and covers some of the basic concepts found in this guide.
Chapter 2: Linear Systems—Discusses real and complex, full and sparse matrices, linear least squares, matrix decompositions, generalized inverses and vector-matrix operations.
Chapter 6: Differential Equations—Discusses Adams- Gear and Runge-Kutta methods for stiff and non-stiff ordinary differential equations and support for partial differential equations.
Chapter 7: Transforms—Discusses real and complex, one- and two-dimensional fast Fourier transforms, as well as convolutions, correlations and Laplace transforms.
Chapter 9: Optimization—Discusses unconstrained and linearly and nonlinearly constrained minimizations and the fastest linear programming algorithm available in a general math library.
Chapter 10: Special Functions—Discusses error and gamma functions; elliptic and Fresnel integrals; basic financial functions; and Hermite, Kelvin, and Legendre functions.
Chapter 13: Utilities—Discusses machine, mathematical, physical constants, retrieval of machine constants and customizable error handling.