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Numerical Libraries for Mono and .NET

dnAnalytics is 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. The native interface is compatible with ATLAS/ CLAPACK, Intel's MKL, and AMD's ACML. The 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.

Their Native Libaray Interace (NLI) provides a managed interface to native numerical libraries. Currently, it wraps all of the BLAS routines and the most commonly used LAPACK routines from ATLAS, CLAPACK, Intel's Math Kernal Library, AMD's ACML. More LAPACK routines and additionaly libraries will be wrapped in the future.


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