DotNumerics

DotNumerics is a Numerical Library for .NET. The library is written in pure C#, it has more than 100,000 lines of code with the most advanced algorithms for Linear Algebra, Differential Equations and Optimization problems.

Features.

• Linear Algebra (LAPACK for .NET). 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).