The NMath .NET math and statistics libraries from CenterSpace Software provides building blocks for financial, engineering, and scientific applications on the Microsoft .NET platform.
NMath features include:
-matrix and vector classes
-random number generators
-Fast Fourier Transforms (FFTs)
-numerical integration
-linear programming
-linear regression
-curve and surface fitting
-optimization
-hypothesis tests
-analysis of variance (ANOVA)
-probability distributions
-principal component analysis
-cluster analysis
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