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Libraries From Visual Numerics, Absoft Do the Math


By Andy Patrizio
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March 1, 2006 —  Developers of scientific applications got a double boost of numerical library support last month with the release of Visual Numerics IMSL C Numerical Library 6.0 and Absoft Fortran 10, featuring the Visual Numerics libraries in Fortran.

Numerical libraries contain prewritten code for math and statistical functions that scientists and engineers routinely use in their work. These include processes like Fast Fourier Transforms, complex algorithms used in engineering, differential equations and matrix and vector operations.

According to Jeff Livesay, COO of Absoft, having such routines prewritten allows scientists to reuse the complex mathematical code without having to rewrite the basic formulas into their applications. Without them, he said, it could take many months if not years of programming and testing to write the functions themselves.

Visual Numerics’ flagship is the IMSL C Numerical Library, a set of C/C++ libraries with more than 1,000 algorithms used to perform data analysis in finance, technical and business environments. The 6.0 release includes advanced forecasting techniques called Auto_ARIMA, which do time series analysis for data with “spikes,” such as seasonal inventory.

Also new to 6.0 is a Neural Network Engine that mimics human problem-solving processes by applying knowledge gained from historical data to new problems, thus improving its forecasting accuracy over time. The Dense Linear Programming Optimizer provides high-speed mathematical computations. There’s also a differential equations package for financial engineering and scientific computing, new linear Algebra functionality and a new random number generator.

Absoft has ported the Visual Numerics libraries to Fortran for use in Absoft Fortran 10, according to Livesay. He claimed Absoft Fortran produces the fastest compiled code of any commercial compiler, and that with version 10, application performance is 50 percent faster than code compiled with version 9.

Version 10 will also compile applications that other Fortran compilers can’t handle, since Absoft has retained support for all variations of the language, such as Fortran 65, Fortran 77, 90, 95 and 2003, plus Vax and VMS extensions, according to Livesay. In addition, Absoft Fortran 10 adds support for 64-bit processors from AMD and Intel and the Absoft FX2 debugger to test and debug applications.

The IMSL C Numerical Library 6.0 is available now for US$1,495 per seat. The $599 Standard edition of Absoft Fortran 10 comes with the debugger, floating license, the libraries, technical support and a free preview of a C/C++ compiler technology. The Express version includes a single-user license, no libraries, debugger or support for $299. All three versions are available now for Linux; Mac OS X and Windows versions are due by the end of March.




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