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
EISPACK numerical subroutines translated from Fortran to C#).
Computes the solution to a system of linear equations (general, band and tridiagonal matrices).
Computes the eigenvalues and the eigenvectors of a square matrix (general, symmetric, symmetric band and complex general matrices).
Solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, using a QR or LQ factorization of A.
Computes the singular value decomposition (SVD) of a real M-by-N matrix A.