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<span id="openzim-page-title" class="mw-page-title-main"><span class="mw-page-title-main">Math.NET Numerics</span></span>
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</style><table class="infobox vevent"><tbody><tr><th colspan="2" class="infobox-above summary">Math.NET Numerics</th></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Programmer" title="Programmer">Developer(s)</a></th><td class="infobox-data">C. Rüegg, M. Cuda, et al.</td></tr><tr style="display: none;"><td colspan="2" class="infobox-full-data"></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Software_release_life_cycle" title="Software release life cycle">Stable release</a></th><td class="infobox-data"><div style="margin:0px;">4.15.0
/ 7 January 2021<span style="display:none"> (<span class="bday dtstart published updated">2021-01-07</span>)</span></div></td></tr><tr style="display:none"><td colspan="2">
</td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Repository_(version_control)" title="Repository (version control)">Repository</a></th><td class="infobox-data"><style data-mw-deduplicate="TemplateStyles:r1126788409">
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</style><div class="plainlist"><ul><li><span class="url"><a rel="nofollow" class="external text" href="https://github.com/mathnet/mathnet-numerics">github<wbr>.com<wbr>/mathnet<wbr>/mathnet-numerics</a></span> </li></ul>
</div></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;">Written in</th><td class="infobox-data"><a href="C_Sharp_(programming_language)" title="C Sharp (programming language)">C#</a>, <a href="F_Sharp_(programming_language)" title="F Sharp (programming language)">F#</a>, <a href="Common_Language_Runtime" title="Common Language Runtime">.NET CLR</a></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Operating_system" title="Operating system">Operating system</a></th><td class="infobox-data"><a href="Cross-platform" class="mw-redirect" title="Cross-platform">Cross-platform</a></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Software_categories#Categorization_approaches" title="Software categories">Type</a></th><td class="infobox-data"><a href="List_of_numerical_analysis_software" class="mw-redirect" title="List of numerical analysis software">Numerical library</a></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;"><a href="Software_license" title="Software license">License</a></th><td class="infobox-data"><a href="MIT_License" title="MIT License">MIT/X11</a></td></tr><tr><th scope="row" class="infobox-label" style="white-space: nowrap;">Website</th><td class="infobox-data"><span class="url"><a rel="nofollow" class="external text" href="http://numerics.mathdotnet.com/">numerics<wbr>.mathdotnet<wbr>.com</a></span></td></tr></tbody></table>
<p><b>Math.NET Numerics</b> is an <a href="Open-source_software" title="Open-source software">open-source</a> numerical library for <a href="Microsoft_.NET" class="mw-redirect" title="Microsoft .NET">.NET</a> and <a href="Mono_(software)" title="Mono (software)">Mono</a>, written in <a href="C_Sharp_(programming_language)" title="C Sharp (programming language)">C#</a> and <a href="F_Sharp_(programming_language)" title="F Sharp (programming language)">F#</a>. It features functionality similar to <a href="Basic_Linear_Algebra_Subprograms" title="Basic Linear Algebra Subprograms">BLAS</a> and <a href="LAPACK" title="LAPACK">LAPACK</a>.
</p>
<meta property="mw:PageProp/toc">
<div class="mw-heading mw-heading2"><h2 id="History">History</h2></div>
<p>Math.NET Numerics started 2009 by merging code and teams of <a href="DnAnalytics" title="DnAnalytics">dnAnalytics</a> with Math.NET Iridium. It is influenced by <a href="ALGLIB" title="ALGLIB">ALGLIB</a>, <a href="JAMA_(numerical_linear_algebra_library)" title="JAMA (numerical linear algebra library)">JAMA</a> and <a href="Boost_(C%2B%2B_libraries)" title="Boost (C++ libraries)">Boost</a>, among others, and has accepted numerous code contributions.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> It is part of the Math.NET initiative to build and maintain open mathematical toolkits for the .NET platform since 2002.
</p><p>Math.NET is used by several open source libraries and research projects, like MyMediaLite,<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> FermiSim<sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> and LightField Retrieval,<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> and various theses<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup> and papers.<sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading2"><h2 id="Features">Features</h2></div>
<p>The software library provides facilities for:
</p>
<ul><li>Probability distributions: discrete, continuous and multivariate.</li>
<li>Pseudo-random number generation, including <a href="Mersenne_twister" class="mw-redirect" title="Mersenne twister">Mersenne Twister MT19937</a>.</li>
<li>Real and complex linear algebra types and solvers with support for sparse matrices and vectors.</li>
<li><a href="LU_decomposition" title="LU decomposition">LU</a>, <a href="QR_decomposition" title="QR decomposition">QR</a>, <a href="Singular_value_decomposition" title="Singular value decomposition">SVD</a>, <a href="Eigendecomposition_of_a_matrix" title="Eigendecomposition of a matrix">EVD</a>, and <a href="Cholesky_decomposition" title="Cholesky decomposition">Cholesky</a> decompositions.</li>
<li>Matrix IO classes that read and write matrices from/to Matlab and delimited files.</li>
<li><a href="Complex_number" title="Complex number">Complex number</a> arithmetic and trigonometry.</li>
<li>“Special” routines including the <a href="Gamma_function" title="Gamma function">Gamma</a>, <a href="Beta_function" title="Beta function">Beta</a>, <a href="Error_function" title="Error function">Erf</a>, modified <a href="Bessel_function" title="Bessel function">Bessel</a> and <a href="Struve_function" title="Struve function">Struve</a> functions.</li>
<li>Interpolation routines, including <a href="Lagrange_polynomial#Barycentric_form" title="Lagrange polynomial">Barycentric</a>, Floater-Hormann.</li>
<li>Linear Regression/Curve Fitting routines.</li>
<li>Numerical Quadrature/Integration.</li>
<li>Root finding methods, including Brent, Robust Newton-Raphson and Broyden.</li>
<li>Descriptive Statistics, Order Statistics, Histogram, and <a href="Pearson_product-moment_correlation_coefficient" class="mw-redirect" title="Pearson product-moment correlation coefficient">Pearson Correlation Coefficient</a>.</li>
<li><a href="Markov_chain_Monte_Carlo" title="Markov chain Monte Carlo">Markov chain Monte Carlo</a> sampling.</li>
<li>Basic financial statistics.</li>
<li>Fourier and Hartley transforms (FFT).</li>
<li>Overloaded mathematical operators to simplify complex expressions.</li>
<li>Runs under Microsoft Windows and platforms that support Mono.</li>
<li>Optional support for Intel Math Kernel Library (Microsoft Windows and Linux)</li>
<li>Optional F# extensions for more idiomatic usage.</li></ul>
<div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2></div>
<ul><li><a href="List_of_numerical_analysis_software" class="mw-redirect" title="List of numerical analysis software">List of numerical analysis software</a></li>
<li><a href="List_of_numerical_libraries" title="List of numerical libraries">List of numerical libraries</a></li></ul>
<div class="mw-heading mw-heading2"><h2 id="References">References</h2></div>
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<div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2></div>
<ul><li><a rel="nofollow" class="external text" href="http://numerics.mathdotnet.com">Math.NET Numerics Website</a></li>
<li><a rel="nofollow" class="external text" href="http://www.mathdotnet.com">Math.NET Initiative</a></li></ul></div><!--htdig_noindex--><div><div class="zim-footer">
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