To compile programs that use these routines it is necessary to link in the special IMSL libraries. The full set of Fortran IMSL manuals is located in the Graduate Computer Lab in RLM 3.118. The documentation for the C libraries has been printed out and placed in a folder down there as well. The following is a listing of information about each section of the IMSL manual to give a better idea about the kinds of routines available. Many of these functions are for matrices with special properties.
Some codes compute just a portion of the eigensystem.
Use of the appropriate function can substantially reduce computing time and storage requirements compared to computing a full eigensystem for a general complex matrix. Scattered Data Least Squares Quadrature - functions for the numerical integration of univariate functions and multivariate functions, and a function for computing the Gauss quadrature points and weights in various settings. Both nonstiff and stiff initial value problems can be solved. Nonlinear Equations - functions that solve systems of nonlinear equations. Zeros of a Polynomial, Zeros of a Function, Root of a System of Equations Optimization - optimization functions.