Math.NET Numerics is an opensource numerical library for .Net, Silverlight and Mono.
Math.NET Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, statistics, interpolation, integral transforms (FFT) and more.
In addition to the core .NET package (which is written entirely in C#), Numerics specifically supports F# 3.0 with idiomatic extension modules and maintains mathematical data structures like BigRational that originated in the F# PowerPack. If a performance boost is needed, the managed-code provider backing its linear algebra routines and decompositions can be exchanged with wrappers for optimized native implementations such as Intel MKL.
Supports Mono and .NET 4.0 on Linux, Mac and Windows, the portable version also SL5 and .NET for Windows Store apps.
Math.NET Numerics is covered under the terms of the MIT/X11 license. You may therefore link to it and use it in both opensource and proprietary software projects. See also the license file in the root folder.
Maintained by Christoph Rüegg but brought to you by all our valuable Contributors of Math.NET Numerics and its predecessors dnAnalytics and Math.NET Iridium. We accept contributions!
Download the MathNet.Numerics.dll assembly, add a reference to it to your project and you're done. To make this even simpler we publish binary releases to the NuGet Gallery as package MathNet.Numerics (or MathNet.Numerics.FSharp for F# integration; we also have code sample packages there). Alternatively we also publish binary releases and documentation to CodePlex.
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