IMSL C# Numerical Library

by Visual Numerics

Business Analytics with the IMSL™ C# Numerical Library

Today, business decisions need to be based on powerful and timely business analytics - leveraging all the rich data collected over the years. By using mathematical and statistical algorithms, greater understanding comes from discovering new insights about relationships between variables within the enterprise.

With the use of the IMSL C# Numerical Library, applications built on the Microsoft .NET Framework can provide more powerful business analytics than ever before. The IMSL C# Library contains powerful algorithms that are the backbone of common analytics such as profit maximization, product design optimization, supply chain efficiency optimization, and demand forecasting.

Advanced Numerical Analysis for Microsoft .NET Applications

The IMSL C# Numerical Library is a numerical analysis library written in 100% C#, providing broad coverage of advanced mathematics and statistics for the .NET Framework. This offers C# or Visual Basic™ .NET (VB.NET) developers seamless accessibility to analytics capabilities in the most integrated language for the .NET environment with the highest degree of programming productivity and ease of use with Visual Studio™.

With the IMSL C# Library Visual Numerics has brought all of the benefits inherent in the C# and VB.NET languages to a new dimension by adding robust analytics to its broad set of capabilities. The IMSL C# Library is the only numerical library of its kind to offer industry standard numerical analysis for the C# and VB.NET languages.

Delivering a New Level of Deep Computing

Now, developers of C# or VB.NET analytic applications for the .NET Framework can rely on the numerical analysis functionality of the IMSL C# Library and focus their efforts on application development. With its embeddability and scalability, the IMSL C# Library delivers a new level of deep computing to Visual Studio users that developers working on high performance computing systems have enjoyed for decades.

Visual Numerics has taken C# to a new level by adding critical mathematics extensions, such as the ability to handle complex numbers, significantly increasing the high performance analytics capabilities available for the .NET Framework. The algorithms in the IMSL C# Library are extremely accurate, as they are based on over three decades of Visual Numerics' technical computing experience with the IMSL Family of products. For the first time, .NET application developers have the unprecedented ability to build advanced analytics into applications without having to wrangle with the inefficiencies and hassles of wrapped code.

Features

• First of Its Kind
  The first and only comprehensive mathematical and statistical library, written in 100% C#, for the .NET Framework.
   
• Ease of Use with C# and VB.NET Languages
  Written in pure C#, the IMSL C# Library offers all the benefits of that language such as automatic memory allocation, automatic garbage collection, no pointers to adjust, and more. It seamlessly integrates with VB.NET, making it easy to call IMSL routines from programs written in that language, and the fully thread-safe static methods enable thread safe application development.
   
• Operability within the Visual Studio Environment
  Easily installs into Microsoft Visual Studio to provide advanced analytics regardless of whether programming is done in VB.NET, C# or another .NET-compliant language.
   
• Special Capacity for Advanced Analysis
  Visual Numerics has achieved increased performance for the IMSL C# Library by extending the mathematical framework of the C# language, with such things as complex number handling, thereby significantly increasing the high-performance analytics capabilities available for the .NET Framework.
   
• Easy Interoperability with a Broad Range of Charting Capabilities
  Provides interoperability within the .NET Framework allowing for easy access to Excel, .NET utilities and third party charting packages for simple to advanced visualizations.
   
• User Friendly Nomenclature
  Uses descriptive explanatory class and method names for intuitive programming.
   
• Error Handling
  Diagnostic error messages are clear and informative, designed not only to convey the error condition, but also to suggest corrective action, if appropriate.
   
• Productive Programming
  Due to full compliance and integration with the .NET Framework, it significantly shortens program development time, promotes standardization, and ensures future compatibility.

What's New For IMSL™ C# 4.0 Numerical Library

The IMSL C# Numerical Library Version 4.0 includes new neural network classification algorithms, dense Linear Programming optimization, and a new random number generator. Now, analysts in the fields of finance, business analytics, bioinformatics, and life sciences can tailor production applications for data mining and predictive analysis of complex data with a .NET Numerical Library.

Classification Neural Network Engines

• Offers the ability to build predictive models and train the network to optimize the model over time with additional information
• Able to mimic human problem-solving processes by applying knowledge gained from historical data to new data
• Utilizes a feed forward network engine, suited for forecasting as well as binary and multi-classification problems

New World-Class High Performance Linear Programming Optimizer

• New, state of the art constrained dense Linear Programming Optimizer
• World’s fastest LP algorithm in C#.NET
• Performance results for the IMSL C# Library proved comparable to a leading Fortran-based dense LP solver.
• Includes an MPS reader to facilitate usage with problems stored in the MPS format
• Well suited for capital markets customers doing portfolio optimization, trading systems and risk modeling

Mersenne Twister random number generator technique

• Provides for fast generation of very high quality pseudorandom numbers