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Prototype to Production with IMSL Numerical Libraries
In this paper, we describe how to call IMSL routines directly from R and Matlab. In general, use of IMSL reduces software production time and costs. Moreover, the technique we describe streamlines the process further by easing the transition from algorithm development to production code. We show how to integrate IMSL with common tools used by applied mathematicians, data scientists, and advanced algorithm groups.
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