Free (MS-PL) and OSS Math/Numerical Library for .Net/Mono - dnAnalytics

(Image stolen from Kloonigames - Say No To April Fool)

CodePlex - dnAnalytics

“dnAnalytics is a numerical library for the .NET Framework licensed under the Microsoft Public License. The library is written in C# and is available as a fully managed library, or as a native version that uses the Intel® Math Kernel Library (MKL). The native version of dnAnalytics provides significantly better performance when working with large sets of data. dnAnalytics is compatible with .NET 2.0 or later, and Mono. The managed version will run on a Windows XP or newer, and any platform that supports Mono. The native version supports 32bit and 64bit versions of Windows XP or newer, and 32bit and 64bit versions of Linux.

2009.4 Features
* Linear algebra classes with support for sparse matrices and vectors (with a F# friendly interface).
* Dense and sparse solvers.
* Probability distributions.
* Random number generation.
* QR, LU, SVD, and Cholesky decomposition classes.
* Matrix IO classes that read and write matrices form/to Matlab, Matrix Market, and delimited files.
* Complex and “special” math routines.
* Descriptive Statistics.
* 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)

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My math ed-u-ma-ka-tion ended at Algebra II in high school (with a refresher college course when I was in the Army… decades ago… sigh…) so most of this is WAY over my head. But I still thought it was pretty cool and well worth a post (just because I can’t use it today doesn’t mean I won’t be able to in the future, and it’s my blog, so there! LOL... ;)

(via Visual Studio Gallery - dnAnalytics Numerical Library)