DnAnalytics

dnAnalytics
Stable release	2009.4 / 29 April 2009
Development status	Active
Written in	C#, F#, .NET CLR
Operating system	Cross-platform
Type	Numerical library
License	BSD/MS-PL
Website	http://dnanalytics.codeplex.com/

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

Features

The software library provides facilities for:

Linear algebra classes with support for sparse matrices and vectors (with a F# friendly interface).
Dense and sparse solvers.
Probability distributions.
Random number generation (including Mersenne Twister MT19937).
QR, LU, SVD, and Cholesky decomposition classes.
Matrix IO classes that read and write matrices from/to Matlab, Matrix Market, and delimited files.
Complex and “special” math routines.
Descriptive Statistics, Histogram, and Pearson Correlation Coefficient.
Overload mathematical operators to simplify complex expressions.
Visual Studio visual debuggers for matrices and vectors
Runs under Microsoft Windows and platforms that support Mono.
Optional support for Intel Math Kernel Library (Microsoft Windows and Linux)