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dnAnalytics is an open-source numerical library for .NET written in C# and F#. It features functionality similar to BLAS and LAPACK.


The software library provides facilities for:

  • 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 from/to Matlab, Matrix Market, and delimited files.
  • Complex and “special” math routines.
  • 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)

See also

External links

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