Best Advanced Math library

[parisavs2008for]

Hi,

I am working with "Intel visual fortran complier professional edition 11.1.065 + Visual studio 2008"

Does anybody know what is the best and complete advanced math library?

I need SVD, FFT and DFT...

Many thanks in advance,

Parisa

[TimP]

The MKL which is included with your compiler (optional installation) covers those areas, with code specifically optimized for IA compatible platforms. So, it is a good starting point. Significant improvements have been made in the current version.
"Most complete" might involve multiple compromises, including spending a lot more money; e.g. on NAG, or on the IMSL bundled version of Intel Fortran.

[parisavs2008for]

Thanks a lot, dear Timp.

We want to purchase one of thos advanced libraries, the best one. Can you guide me which one is more advanced and how we can purchase it for our visual Fortran?

[parisavs2008for]

Also, Would you please let me know how much is the price of it?

[Steven_L_Intel1]

As Tim says, Intel Math Kernel Library is included with Intel Visual Fortran at no extra charge. NAG and IMSL have more functions but are less optimized. What do you mean by "advanced"?

Why don't you see if MKL meets your needs? If it doesn't, then you can look at NAG and IMSL to see if they might better do what you want.

[parisavs2008for]

Thanks so much Steve. But, we need the functions of IMSL which is not included in MKL, Like intepolation, quadreture. Actually, I don't know the difference between NAG and IMSL. We need to purchase one of them, Would you please let me know about the difference and the price of them?

[bmchenry]

Not sure if you'll need it, but if youd like a more hands on approach and understanding, I recommend looking at Numerical Recipes in Fortran, Fortran 90 and C++. (www.nr.com) All Code is included, and the books provide entertaining and enlightening text. I think theyve done a great job with it! (it's been around for a while)

Some purists find issues with some of the work (Numerics for Dummies?). Always grumps in the group, however I have enjoyed chuckles while getting refreshed and/or up to speed on a variety of mathematical topics). Also provides a plethora of references. Note: some grumps will also mention issues on licensing for commercial products. But if used to better understand solution procedures, for research, and to simply code to accomplishsolutions...

brian

and no, i have no association with NR or any of the authors, etc. Just have always enjoyed it as a reference/code source.

[Steven_L_Intel1]

I am familiar with IMSL on a superficial level, not with NAG. You'll want to look at the respective web sites and compare for yourself. I know that each has its fans.

Intel sells a bundle consisting of the compiler plus IMSL 6 for (I think) $1699. We do not sell IMSL separately. (And at the moment, we do not have a bundle of IMSL with the Fortran 2011 compiler, but that is coming.) You can buy IMSL separately (version 7 now) from Visual Numerics/Rogue Wave. I don't know what they charge as they didn't, last I looked, advertise prices on their web site. Neither does NAG. I believe the prices are well north of $1000 but you'll have to contact their sales office to be sure.

[parisavs2008for]

Thanks so much.

We are going to purchase NAG for our "Intel visual fortran complier professional edition 11.1.065 in Visual studio 2008" compiler. Would you please let me know which NAG is compatible with our compiler?

Thanks so much in advance,

Parisa

[Steven_L_Intel1]

You will need to ask that of NAG.

[mecej4]

>Would you please let me know which NAG is compatible with our compiler?

This information is easily obtained in the NAG online pages. They list the versions organized by OS, compiler bitness and compiler version.

Typically, their libraries are compiled by a version of the Intel compiler that is about a year older than the current one.