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Numerical Libraries
Linear Algebra
Differential Equations
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Linear Algebra

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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