NOTE: dnAnalytics is merging with Math.NET Iridium into a new project Math.NET Numerics -
http://mathnetnumerics.codeplex.com/. The 2009.08 release will be the last release of dnAnalytics.
dnAnalytics is an open source numerical library for the .NET Framework and Mono. The library is written in C# and is available as a fully managed library, or with a wrapper around the Intel® Math Kernel Library (MKL). The MKL wrapped version provides significantly
better performance when working with large data sets.
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 MKL wrapped version supports 32bit and 64bit versions of Windows XP or newer.
* Linear algebra classes with support for sparse matrices and vectors (with a F# friendly interface).
* Dense and sparse solvers.
* Probability distributions.
* Random number generation (including Mersenne Twister MT19937).
* 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.
* Markov Chain Monte Carlo (MCMC) sampler classes.
* Bayesian estimators.
* Descriptive Statistics, Histogram, and Pearson Correlation Coefficient.
* 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)