Geeks With Blogs
Josh Reuben


NET Mathematical Libraries


.NET Builder for Matlab

  • MATLAB Builder NE generates MATLAB based .NET and COM components
  • royalty-free deployment
  • creates the components by encrypting MATLAB functions and generating either a .NET or COM wrapper around them.

.NET/Link for Mathematica

  • a product that 2-way integrates Mathematica and Microsoft's .NET platform
  • call .NET from Mathematica - use arbitrary .NET types directly from the Mathematica language.
  • use and control the Mathematica kernel from a .NET program. turns Mathematica into a scripting shell to leverage the computational services of Mathematica.
  • write custom front ends for Mathematica or use Mathematica as a computational engine for another program
  • comes with full source code.
  • Leverages MathLink - a Wolfram Research's protocol for sending data and commands back and forth between Mathematica and other programs. .NET/Link abstracts the low-level details of the MathLink C API.

Extreme Optimization

  • a collection of general-purpose mathematical and statistical classes built for the.NET framework.
  • It combines a math library, a vector and matrix library, and a statistics library in one package.
  • download the trial of version 4.0 to try it out.
  • Multi-core ready - Full support for Task Parallel Library features including cancellation.
  • Broad base of algorithms covering a wide range of numerical techniques, including: linear algebra (BLAS and LAPACK routines), numerical analysis (integration and differentiation), equation solvers.
  • Mathematics
    • leverages parallelism using .NET 4.0's Task Parallel Library.
    • Basic math: Complex numbers, 'special functions' like Gamma and Bessel functions, numerical differentiation.
    • Solving equations: Solve equations in one variable, or solve systems of linear or nonlinear equations.
    • Curve fitting: Linear and nonlinear curve fitting, cubic splines, polynomials, orthogonal polynomials.
    • Optimization: find the minimum or maximum of a function in one or more variables, linear programming and mixed integer programming.
    • Numerical integration: Compute integrals over finite or infinite intervals, over 2D and higher dimensional regions. Integrate systems of ordinary differential equations (ODE's).
    • Fast Fourier Transforms: 1D and 2D FFT's using managed or fast native code (32 and 64 bit)
    • BigInteger, BigRational, and BigFloat: Perform operations with arbitrary precision.
  • Vector and Matrix Library
    • Real and complex vectors and matrices.
    • Single and double precision for elements.
    • Structured matrix types: including triangular, symmetrical and band matrices.
    • Sparse matrices.
    • Matrix factorizations: LU decomposition, QR decomposition, singular value decomposition, Cholesky decomposition, eigenvalue decomposition.
    • Portability and performance: Calculations can be done in 100% managed code, or in hand-optimized processor-specific native code (32 and 64 bit).
  • Statistics
    • Data manipulation: Sort and filter data, process missing values, remove outliers, etc. Supports .NET data binding.
    • Statistical Models: Simple, multiple, nonlinear, logistic, Poisson regression. Generalized Linear Models. One and two-way ANOVA.
    • Hypothesis Tests: 12 14 hypothesis tests, including the z-test, t-test, F-test, runs test, and more advanced tests, such as the Anderson-Darling test for normality, one and two-sample Kolmogorov-Smirnov test, and Levene's test for homogeneity of variances.
    • Multivariate Statistics: K-means cluster analysis, hierarchical cluster analysis, principal component analysis (PCA), multivariate probability distributions.
    • Statistical Distributions: 25 29 continuous and discrete statistical distributions, including uniform, Poisson, normal, lognormal, Weibull and Gumbel (extreme value) distributions.
    • Random numbers: Random variates from any distribution, 4 high-quality random number generators, low discrepancy sequences, shufflers.
  • New in version 4.0 (November, 2010)
    • Support for .NET Framework Version 4.0 and Visual Studio 2010
    • TPL Parallellized – multicore ready
    • sparse linear program solver - can solve problems with more than 1 million variables.
    • Mixed integer linear programming using a branch and bound algorithm.
    • special functions: hypergeometric, Riemann zeta, elliptic integrals, Frensel functions, Dawson's integral.
    • Full set of window functions for FFT's.



Update subscription

Single Developer License



Team License (3 developers)



Department License (8 developers)



Site License (Unlimited developers in one physical location)





  • matrix and vector classes
  • random number generators
  • Fast Fourier Transforms (FFTs)
  • numerical integration
  • linear programming
  • linear regression
  • curve and surface fitting
  • optimization
  • hypothesis tests
  • analysis of variance (ANOVA)
  • probability distributions
  • principal component analysis
  • cluster analysis
  • built on the Intel Math Kernel Library (MKL), which contains highly-optimized, extensively-threaded versions of BLAS (Basic Linear Algebra Subroutines) and LAPACK (Linear Algebra PACKage).



Update subscription

Single Developer License



Team License (5 developers)





  • free
  • DotNumerics is a website dedicated to numerical computing for .NET that includes a C# Numerical Library for .NET containing algorithms for Linear Algebra, Differential Equations and Optimization problems.
  • The Linear Algebra library includes CSLapack, CSBlas and CSEispack, ports from Fortran to C# of LAPACK, BLAS and EISPACK, respectively.
  • Linear Algebra (CSLapack, CSBlas and CSEispack). 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).


Math.NET Numerics

  • free
  • an open source numerical library - includes special functions, linear algebra, probability models, random numbers, interpolation, integral transforms.
  • A merger of dnAnalytics with Math.NET Iridium
  • in addition to a purely managed implementation will also support native hardware optimization.
  • constants & special functions
  • complex type support
  • real and complex, dense and sparse linear algebra (with LU, QR, eigenvalues, ... decompositions)
  • non-uniform probability distributions, multivariate distributions, sample generation
  • alternative uniform random number generators
  • descriptive statistics, including order statistics
  • various interpolation methods, including barycentric approaches and splines
  • numerical function integration (quadrature) routines
  • integral transforms, like fourier transform (FFT) with arbitrary lengths support, and hartley
  • spectral-space aware sequence manipulation (signal processing)
  • combinatorics, polynomials, quaternions, basic number theory.
  • parallelized where appropriate, to leverage multi-core and multi-processor systems
  • fully managed or (if available) using native libraries (Intel MKL, ACMS, CUDA, FFTW)
  • provides a native facade for F# developers


Posted on Tuesday, January 4, 2011 8:36 AM Numerical Computing | Back to top

Comments on this post: NET Math Libraries

# re: NET Math Libraries
Requesting Gravatar...
I recently received a question regarding this post.

My current opinion is that C++ Numerical Recipes / LinPack would outperform any .NET managed / interop solution.

A high perf .NET number crunching app can scale up via TPL & scale out via LINQ to HPC, but ...

C++ Concurrent gives you user mode scheduling, and NUMA affinity, which TPL does not. C++ AMP also gives you abstraction over the GPU for high perf linear algebra, and .NET has no viable competitor here (MS Accelerator is stuck in MS Research).

For peddle to the metal numerical computing, low level FPGA leaves even GPGPU for dead - circumvent the 'everyman' general purpose operating system lasagna.
Left by Josh Reuben on Nov 10, 2011 5:25 AM

# re: NET Math Libraries
Requesting Gravatar...
We would like to evaluate this library for our website We would like to know that does this library support symbolic algebra as this will help a lot in solving physics problems.

Left by prash on Sep 20, 2013 1:39 PM

# re: NET Math Libraries
Requesting Gravatar...
This is such a useful process in my recent project. - Antiquities of California
Left by Williams George on Dec 29, 2016 5:04 AM

Your comment:
 (will show your gravatar)

Copyright © JoshReuben | Powered by: