The NMath .NET math and statistics libraries provides building blocks for financial, engineering, and scientific applications on the Microsoft .NET platform.
Main features:
- Basic Math
- Single- and double-precision complex number classes.
- Random number generators for various probability distributions, independent streams of random numbers using skip-ahead and leapfrog methods, and quasirandom sequences using Niederreiter and Sobal methods.
- Fast Fourier Transforms (FFTs), and linear convolution and correlation.
- Linear Algebra
- Full-featured vector and matrix classes for four datatypes: single- and double-precision floating point numbers, and single- and double-precision complex numbers.
- Flexible indexing using slices and ranges.
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