NET Mathematical Libraries
.NET Builder for Matlab
The MathWorks Inc. - http://www.mathworks.com/products/netbuilder/
MATLAB Builder NE generates MATLAB based .NET and COM components
royalty-free deployment
creates the components by encrypting MATLAB functions and generating either a .NET or COM wrapper around them.
.NET/Link for Mathematica
www.wolfram.com
a product that 2-way integrates Mathematica and Microsoft's .NET platform
call .NET from Mathematica - use arbitrary .NET types directly from the Mathematica language.
use and control the Mathematica kernel from a .NET program. turns Mathematica into a scripting shell to leverage the computational services of Mathematica.
write custom front ends for Mathematica or use Mathematica as a computational engine for another program
comes with full source code.
Leverages MathLink - a Wolfram Research's protocol for sending data and commands back and forth between Mathematica and other programs. .NET/Link abstracts the low-level details of the MathLink C API.
Extreme Optimization
http://www.extremeoptimization.com/
a collection of general-purpose mathematical and statistical classes built for the.NET framework.
It combines a math library, a vector and matrix library, and a statistics library in one package.
download the trial of version 4.0 to try it out.
Multi-core ready - Full support for Task Parallel Library features including cancellation.
Broad base of algorithms covering a wide range of numerical techniques, including: linear algebra (BLAS and LAPACK routines), numerical analysis (integration and differentiation), equation solvers.
Mathematics
leverages parallelism using .NET 4.0's Task Parallel Library.
Basic math: Complex numbers, 'special functions' like Gamma and Bessel functions, numerical differentiation.
Solving equations: Solve equations in one variable, or solve systems of linear or nonlinear equations.
Curve fitting: Linear and nonlinear curve fitting, cubic splines, polynomials, orthogonal polynomials.
Optimization: find the minimum or maximum of a function in one or more variables, linear programming and mixed integer programming.
Numerical integration: Compute integrals over finite or infinite intervals, over 2D and higher dimensional regions. Integrate systems of ordinary differential equations (ODE's).
Fast Fourier Transforms: 1D and 2D FFT's using managed or fast native code (32 and 64 bit)
BigInteger, BigRational, and BigFloat: Perform operations with arbitrary precision.
Vector and Matrix Library
Real and complex vectors and matrices.
Single and double precision for elements.
Structured matrix types: including triangular, symmetrical and band matrices.
Sparse matrices.
Matrix factorizations: LU decomposition, QR decomposition, singular value decomposition, Cholesky decomposition, eigenvalue decomposition.
Portability and performance: Calculations can be done in 100% managed code, or in hand-optimized processor-specific native code (32 and 64 bit).
Statistics
Data manipulation: Sort and filter data, process missing values, remove outliers, etc. Supports .NET data binding.
Statistical Models: Simple, multiple, nonlinear, logistic, Poisson regression. Generalized Linear Models. One and two-way ANOVA.
Hypothesis Tests: 12 14 hypothesis tests, including the z-test, t-test, F-test, runs test, and more advanced tests, such as the Anderson-Darling test for normality, one and two-sample Kolmogorov-Smirnov test, and Levene's test for homogeneity of variances.
Multivariate Statistics: K-means cluster analysis, hierarchical cluster analysis, principal component analysis (PCA), multivariate probability distributions.
Statistical Distributions: 25 29 continuous and discrete statistical distributions, including uniform, Poisson, normal, lognormal, Weibull and Gumbel (extreme value) distributions.
Random numbers: Random variates from any distribution, 4 high-quality random number generators, low discrepancy sequences, shufflers.
New in version 4.0 (November, 2010)
Support for .NET Framework Version 4.0 and Visual Studio 2010
TPL Parallellized – multicore ready
sparse linear program solver - can solve problems with more than 1 million variables.
Mixed integer linear programming using a branch and bound algorithm.
special functions: hypergeometric, Riemann zeta, elliptic integrals, Frensel functions, Dawson's integral.
Full set of window functions for FFT's.
Product
Price
Update subscription
Single Developer License
$999
$399
Team License (3 developers)
$1999
$799
Department License (8 developers)
$3999
$1599
Site License (Unlimited developers in one physical location)
$7999
$3199
NMath
http://www.centerspace.net
.NET math and statistics libraries
matrix and vector classes
random number generators
Fast Fourier Transforms (FFTs)
numerical integration
linear programming
linear regression
curve and surface fitting
optimization
hypothesis tests
analysis of variance (ANOVA)
probability distributions
principal component analysis
cluster analysis
built on the Intel Math Kernel Library (MKL), which contains highly-optimized, extensively-threaded versions of BLAS (Basic Linear Algebra Subroutines) and LAPACK (Linear Algebra PACKage).
Product
Price
Update subscription
Single Developer License
$1295
$388
Team License (5 developers)
$5180
$1554
DotNumerics
http://www.dotnumerics.com/NumericalLibraries/Default.aspx
free
DotNumerics is a website dedicated to numerical computing for .NET that includes a C# Numerical Library for .NET containing algorithms for Linear Algebra, Differential Equations and Optimization problems.
The Linear Algebra library includes CSLapack, CSBlas and CSEispack, ports from Fortran to C# of LAPACK, BLAS and EISPACK, respectively.
Linear Algebra (CSLapack, CSBlas and CSEispack). Systems of linear equations, eigenvalue problems, least-squares solutions of linear systems and singular value problems.
Differential Equations. Initial-value problem for nonstiff and stiff ordinary differential equations ODEs (explicit Runge-Kutta, implicit Runge-Kutta, Gear's BDF and Adams-Moulton).
Optimization. Unconstrained and bounded constrained optimization of multivariate functions (L-BFGS-B, Truncated Newton and Simplex methods).
Math.NET Numerics
http://numerics.mathdotnet.com/
free
an open source numerical library - includes special functions, linear algebra, probability models, random numbers, interpolation, integral transforms.
A merger of dnAnalytics with Math.NET Iridium
in addition to a purely managed implementation will also support native hardware optimization.
constants & special functions
complex type support
real and complex, dense and sparse linear algebra (with LU, QR, eigenvalues, ... decompositions)
non-uniform probability distributions, multivariate distributions, sample generation
alternative uniform random number generators
descriptive statistics, including order statistics
various interpolation methods, including barycentric approaches and splines
numerical function integration (quadrature) routines
integral transforms, like fourier transform (FFT) with arbitrary lengths support, and hartley
spectral-space aware sequence manipulation (signal processing)
combinatorics, polynomials, quaternions, basic number theory.
parallelized where appropriate, to leverage multi-core and multi-processor systems
fully managed or (if available) using native libraries (Intel MKL, ACMS, CUDA, FFTW)
provides a native facade for F# developers
