IMSL C/Base/library

[Robert Daugherty]

Yes, IMSL has a library of numerical functions written in C.  The 
C/Base/Library is a library of approximately 140 C functions useful in 
scientific programming and documented to be used in research activities
as well as by technical specialists. The library is divided into 
12 chapters:

1.      Linear Systems
                Linear Equations with full matrices
                Linear Least Squares with full matrices
                Vector-Vector, Matrix-Vector and Matrix-Matrix products
2.      Eigensystem Analysis
                Linear Eigensystem Problems
                Generalized Eigensystem problems
3.      Interpolation and Approximation
                Cubic Spline Interpolation
                Cubic Spline Evaluation and Integration
                Spline Interpolation
                Spline Evaluation and Integration
                Least Squares Approximation and Smoothing
                Scattered Data Interpolation
4.      Quadrature
                Univariate Quadrature
                Multivariate Quadrature
                Gauss Quadrature
5.      Diferential Equations
                ODE Solvers
6.      Transforms
                One-Dimensional FFTs
                Two-Dimensional FFTs
7.      Nonlinear Equations
                Zeros of a Polynomial
                Zeros of a function
                Roots of a System of Equations
8.      Optimization
                Unconstrained Minimization
                Linearly Constrained Minimization
                Nonlinearly Constrained Minimization
9.      Special Functions
                Error and Gamma Functions
                Bessel Functions
                Statistical Distribution Functions
10.     Statistics and Random Number Generation
                Basic Statistics
                Random Numbers
11.     Printing Functions
12.     Utilities
                Set Output Files
                Time and Date
                Error Handling

The library takes advantages of many features of the C language -
variable argument lists, ANSI prototyping, extended precision.  I
am probably biased with regard to the library's ability, but then
that's my job!  If you have any questions, please send e-mail
and I can get you more information.

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