dnAnalytics - .NET Analytics provides open source numerical and statistical software.
Our dnA library is a numerical library for the .NET Framework. The library is written in C# and is available as a fully managed library or with an interface to native BLAS and LAPACK libraries. The native interface is compatible with ATLAS/CLAPACK, Intel's MKL, and Apple's Vector Library - vecLib.
The library is compatible with Mono and has been tested on Windows, Linux, and Mac OS X. The current release includes matrix, vector and complex number classes, support for basic linear algebra routines (such as LU, Cholesky, QR, Levinson, and SVD), and an optimization framework. We are working on adding calculus, random number, and statistical classes. The library is licensed under a BSD license.
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