dnAnalytics Numerical Library 0.2

dnAnalytics Numerical Library is a numerical library for the .NET Framework. The library is written in C# and is available as a fully managed library, but also provides an interface to native BLAS and LAPACK libraries.
dnAnalytics Numerical Library is compatible with Mono and has been tested on Windows, and various Linux distributions. The current release includes matrix, vector and complex number classes, and support for basic linear algebra routines (such as LU, Cholesky, QR, Levinson, and SVD).
We will be adding optimization, calculus, random number, statistical, option pricing, genetic programming, and neural network components in the future.
Main features:
- Fully managed mode.
- Optional support for the native numerical libraries:
- Intel Math Kernel Library (MKL)
- AMD Core Math Library (ACML)
- ATLAS and CLAPACK
- Support for sparse matrices and vectors.
- Dense and sparse solvers.
- QR, LU, SVD, Cholesky, Levinson, and Symmetric Levinson decomposition classes.
- Matrix IO classes that read and write matrices form/to Matrix Market and delimited files.
- Complex and "special" math routines.
- Overload mathematical operators to simplify complex expressions.
- Runs under Microsoft Windows and Linux.
- Works with Mono.