Fastest/Best C# Math Library

[Michael]

I'm looking for the fastest (dare I say best) C# math library for basic
linear algebra, such as matrix inversion, singular value decomposition,
and multivariate regression. I've found many libraries out there, some
free, some not - see
http://sharptoolbox.com/Category3f9caa41-7171-4d11-be8e-b79ef7532830
for examples.

Could anyone who has experience with one or more C# math libraries
please give me his/her input? If you have a preference for a particular
library package, please let me know why, and what others (if any) you
have used. Thanks!

<Michael>

 

[Dov Bai]

Michael,

I don't know about a library, but if you have a C source code for
something specific you want, you may want to convert to C# by yourself.

I already converted a couple of routines (a random number generator
(RANMAR) and a general solver of linear equations (SIMQ from the CEPHES
package ) from the C source and it was quite straight forward.

Dov

 

[Jeff]

I'm looking for the fastest (dare I say best) C# math library for basic
linear algebra, such as matrix inversion, singular value decomposition,
and multivariate regression. I've found many libraries out there, some
free, some not - see
http://sharptoolbox.com/Category3f9caa41-7171-4d11-be8e-b79ef7532830
for examples.

Could anyone who has experience with one or more C# math libraries
please give me his/her input? If you have a preference for a particular
library package, please let me know why, and what others (if any) you
have used. Thanks!

For pay libraries you could check www.nag.com.

I have not used their libraries and don't know if they have what you're
looking for (in C#) but I can attest to the quality of the people I've met
there (disclaimer: I don't currently and have never worked for them).

Good luck.