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)
Original source: https://en.wikipedia.org/wiki/ DnAnalytics. Read more