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Linear Algebra
CSLapack
CSBlas

Linear Algebra.

DotNumerics contains classes for solving systems of simultaneous linear equations, eigenvalue problems, least-squares solutions of linear systems, and singular value problems. This library includes CSLapack, CSBlas and CSEispack (LAPACK, BLAS and EISPACK numerical subroutines translated from Fortran to C#).

  • LinearSolver. Computes the solution to a system of linear equations (general, band and tridiagonal matrices).
     
  • EigenSystem. Computes the eigenvalues and the eigenvectors of a square matrix (general, symmetric, symmetric band and complex general matrices).
     
  • LinearLeastSquares. Solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, using a QR or LQ factorization of A.
     
  • SingularValues. Computes the singular value decomposition (SVD) of a real M-by-N matrix A.
     
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