NMath Matrix 2.0.1

NMath Matrix is an advanced matrix manipulation library that extends NMath Core to include structured sparse matrix classes (triangular, symmetric, Hermitian, banded, tridiagonal, symmetric banded, and Hermitian banded), factorizations (LU, Bunch-Kaufman, and Cholesky), orthogonal decompositions (QR and SVD), advanced least squares classes (Cholesky, QR, and SVD), and solutions to symmetric, Hermitian, and nonsymmetric eigenvalue problems.

Fully compliant with the Microsoft Common Language Specification, all NMath routines are callable from any .NET language, including C# and Visual Basic.NET.

For most computations, NMath Libraries use proven, highly optimized versions of public domain linear algebra subroutine Libraries, such as the BLAS and LAPACK. This gives NMath routines accuracy you can trust, and performance levels comparable to C or Fortran, combined with state of the art, object-oriented interfaces that leverage the full power of the .NET platform.

If you are interested in evaluating NMath Matrix, we offer a free fully-functional trial version, distributed in binary form only for a 14-day evaluation period.

BLAS   LAPACK   sparse   matrix   SVD   QR   Cholesky   LU   Bunch-Kaufman   decomposition   factorization   least   squares   numerical   methods   recipes