New IMSL Fortran Numerical Library Offers Developers Breakthrough Optimization

Visual Numerics, Inc., celebrating 36 years of producing advanced numerical analysis and visualization software, today helped parallel computing become more ubiquitous with a new version of its flagship IMSL Fortran Numerical Library. In fields where computation speed is critical, IMSL Fortran Numerical Library 6.0 offers developers breakthrough optimization technology and high performance computing features such as ScaLAPACK integration while making it even easier to build numerical analysis applications for time-sensitive computational projects. In November 2006 at the SC06 Conference, analyst firm IDC unveiled a five-year revenue forecast for the HPC industry, projecting compounded annual growth of about 9 percent to $14.3 billion in 2010, from the 2005 total of $9.2 billion. The firm also cited software as a critical part of the cost equation. Similarly, Visual Numerics' software developer customers are waiting anxiously for the new features in this release. Professor Thomas Kepler, Division Chief of the Computational Biology Department at Duke University and a long-term IMSL Fortran Library customer, is looking forward to employing the new IMSL Fortran Library features in his research on computational immunology and vaccine design. "IMSL Fortran has always been a key component of my scientific software development, and allows me to focus on my own research rather than spending hours hunting down the right subroutines, writing interfaces, and debugging," said Kepler. "I'm particularly pleased to see the Mersenne Twister algorithm implemented among the pseudorandom number routines and the inclusion of ScaLAPACK-enabled linear algebra -- they will make software development even more efficient for me." Historically, Fortran has been the language of choice for developers building numeric computational applications where speed is critical. Until now, very few Fortran-based mathematical libraries on the market have included key parallel processing functions for numerical analysis. In response, Visual Numerics has included the following new features to its IMSL Fortran Numerical Library 6.0: -- Dense Linear Programming Optimizer -- for state-of-the-art constrained dense linear programming optimization. This version of the IMSL Fortran Numerical Library offers the world's fastest optimizer of its kind in a general-purpose mathematical library, and data format readers to facilitate usage with existing users of Linear Programming. In recent benchmarks, the IMSL Fortran Library averaged 10 times faster than a leading Linear Programming Optimizer product on Netlib tests, and is the only broad-based numerical library containing a dense solver with performance of this caliber. -- ScaLAPACK (Linear Algebra PACKage) Integration -- gives users easy access to MPI-enabled algorithms, and allows them to write parallel code without needing to know parallel programming. In addition, a new "SCALAPACK_SETUP" function automatically configures MPI and ScaLAPACK and combines with other convenience routines to allow non-expert users to solve large problems on distributed systems while avoiding many of the messy details. -- LAPACK Integration -- provides easy access to SMP-enabled algorithms and allows users to write parallel code without needing to know parallel programming. -- Intel Math Kernel Library (Intel MKL) Integration -- provides a substantial performance increase for IMSL Fortran Library users developing high performance computing applications, and improves installation and support for IMSL library customers running on Intel processor-based platforms. -- Mersenne Twister random number generator technique -- algorithm featuring fast generation of very high quality pseudorandom numbers, predominantly used within financial applications. -- SuperLU for Sparse Linear Algebra -- a direct solver for large sparse systems of linear equations. "As parallel processing becomes more affordable commercially, we've seen an increased demand from customers for high performance computing features they can use for developing time and quality-sensitive analytical applications," said Phil Fraher, president and CEO of Visual Numerics. "Our latest IMSL Fortran Numerical Library is designed to give Fortran developers the very best high performance computing functionality in an intuitive development package at an affordable price point."