NMath Matrix
by CenterSpace Software

  NMath Matrix is an advanced matrix manipulation library that extends NMath Core to include sparse matrix classes (general, triangular, symmetric, Hermitian, banded, tridiagonal, symmetric banded, and Hermitian banded), factorizations (LU, Bunch-Kaufman, and Cholesky), orthogonal decompositions (QR and SVD), advanced least squares classes (Cholesky, QR, and SVD), iteratively reweighted least squares (IRLS), weighted least squares (WLS) and solutions to symmetric, Hermitian, and nonsymmetric eigenvalue problems.Fully compliant with the Microsoft Common Language Specification, all NMath routines are callable from any .NET language, including C# and Visual Basic.NET. For most computations, NMath libraries use proven, highly optimized versions of public domain linear algebra subroutine libraries, such as the BLAS and LAPACK. This gives NMath routines accuracy you can trust, and performance levels comparable to C or Fortran, combined with state of the art, object-oriented interfaces that leverage the full power of the .NET platform. If you are interested in evaluating NMath Matrix, we offer a free fully-functional trial version, distributed in binary form only for a 30-day evaluation period.

Related software:
blas, lapack, sparse, matrix, svd, qr, cholesky, lu, bunch-kaufman, decomposition, factorization, least, sparse, weighted, squares, numerical, ...