NMath

NMath: .NET numerical library.

NMath contains vector, matrix, and complex number classes, integration, ODE solver, peak finding, sparse matrix, linear programming, least squares, polynomials, minimization, factorizations (LU, Bunch-Kaufman, and Cholesky), orthogonal decompositions (QR and SVD), advanced least squares classes (Cholesky, QR, and SVD), optimization, solver, root-finding, curve-fitting, random number generation from various probability distributions the uniform, normal, Poisson, gamma, binomial, exponential, Pareto, and log normal distributions, sparse matrix classes (general, triangular, symmetric, Hermitian, banded, tridiagonal, symmetric banded, and Hermitian banded).If you are interested in evaluating NMath, we offer a free fully-functional trial version, distributed in binary form only for a 30-day evaluation period.