What is it all about?
dnAnalytics is an open source numerical library for the .NET Framework and Mono. The library is written in C# and is available as a fully managed library, or with a wrapper around the Intel® Math Kernel Library (MKL). The MKL wrapped version provides significantly better performance when working with large data sets.
Key Features
* 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 form/to Matlab, Matrix Market, and delimited files. * Complex and “special” math routines. * Markov Chain Monte Carlo (MCMC) sampler classes. * Bayesian estimators. * 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)
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