An extensive set of mathematical functions and subroutines is provided in libraries from Intel, IMSL, and NAg.
Intel
The Intel Math Kernel Library (MKL) provides C libraries for Intel compiler with both upper and lower case names for the BLAS routines. They also have a set of routines with NAg interfaces (uppercase names only). These library routines can make use of OpenMP threading.
IMSL
The International Mathematical Subroutine Library (IMSL) also comes with Intel FORTRAN. Both C and stdcall interface routines are available with uppercase names only.
NAg
The Numerical Algorithms group (NAg) libraries are installed on the public CTC machines. They include libraries with stdcall interface and appropriate header or module files so that they can be called from C or FORTRAN programs.