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Math.NET Numerics
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Math.NET Numerics
DevelopersC. Rüegg, M. Cuda, et al.
Stable release
4.15.0 / 7 January 2021; 5 years ago (2021-01-07)
Written inC#, F#, .NET CLR
Operating systemCross-platform
TypeNumerical library
LicenseMIT/X11
Websitenumerics.mathdotnet.com
Repository

Math.NET Numerics is an open-source numerical library for .NET and Mono, written in C# and F#. It features functionality similar to BLAS and LAPACK.

History

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Math.NET Numerics started 2009 by merging code and teams of dnAnalytics with Math.NET Iridium. It is influenced by ALGLIB, JAMA and Boost, among others, and has accepted numerous code contributions.[1][2] It is part of the Math.NET initiative to build and maintain open mathematical toolkits for the .NET platform since 2002.[citation needed]

Math.NET is used by several open source libraries and research projects, like MyMediaLite,[3] FermiSim[4] and LightField Retrieval,[5] and various theses[6][7][8][9] and papers.[10][11]

Features

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The software library provides facilities for:

  • Probability distributions: discrete, continuous and multivariate.
  • Pseudo-random number generation, including Mersenne Twister MT19937.
  • Real and complex linear algebra types and solvers with support for sparse matrices and vectors.
  • LU, QR, SVD, EVD, and Cholesky decompositions.
  • Matrix IO classes that read and write matrices from/to Matlab and delimited files.
  • Complex number arithmetic and trigonometry.
  • “Special” routines including the Gamma, Beta, Erf, modified Bessel and Struve functions.
  • Interpolation routines, including Barycentric, Floater-Hormann.
  • Linear Regression/Curve Fitting routines.
  • Numerical Quadrature/Integration.
  • Root finding methods, including Brent, Robust Newton-Raphson and Broyden.
  • Descriptive Statistics, Order Statistics, Histogram, and Pearson Correlation Coefficient.
  • Markov chain Monte Carlo sampling.
  • Basic financial statistics.
  • Fourier and Hartley transforms (FFT).
  • Overloaded mathematical operators to simplify complex expressions.
  • Runs under Microsoft Windows and platforms that support Mono.
  • Optional support for Intel Math Kernel Library (Microsoft Windows and Linux)
  • Optional F# extensions for more idiomatic usage.

See also

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References

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