To be more accurate, MKL and IMSL are complementary solutions. MKL focuses on linear algebra, BLAS, LAPACK, FFTs while IMSL contains these functions as well but also covers a much broader set of algorithms. Some of the areas of coverage include:

• Numerical optimization
• Time series analysis
• Data mining
• Regression
• Quadrature
• Splines and approximation
• Nonlinear systems
• Differential Equations

etc. Further, IMSL algorithms can leverage the core MKL routines to enhance performance on Intel platforms. If your algorithms needs go beyond MKL, IMSL is a very affordable solution in the IVF Pro bundle.

Here is a link to the IMSL Fortran Library v6.0 function catalog: PDF