Linear Algebra (LAPACK for .NET).

DotNumerics contains classes for solving systems of simultaneous linear equations, eigenvalue problems, least-squares solutions of linear systems, and singular value problems.

• LinearSolver. Computes the solution to a system of linear equations (general, band and tridiagonal matrices).
   
• EigenSystem. Computes the eigenvalues and the eigenvectors of a square matrix (general, symmetric, symmetric band and complex general matrices).
   
• LinearLeastSquares. Solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, using a QR or LQ factorization of A.
   
• SingularValues. Computes the singular value decomposition (SVD) of a real M-by-N matrix A.