We have evaluated nMath and were quite pleased with its programmability and speed. Their support staff even worked over a weekend to figure out a bug we found. We liked that they used Intel's Kernel Math library instead of rolling their own numerics. [Edited to add: have been using in production for years]
Few weeks ago I found a new c# library FinMath contains implementations of many various methods and techniques including basic linear algebra, such as:
Vector and Matrix implementations (easy to use high-level interfaces covering most of all BLAS functionality)
Algorithms of matrix factorizations (LU, QR, SVD, Cholesky).
And many other useful things like statistics, factor and cluster analysis, linear and quadratic programming solver and etc.
Unfortunately, it's not free, but it's extremely fast, because it uses MKL for most complex computations and at the same time it distributed as single library supports both 32bit and 64bit modes and requires no special maintenance to use, like taking care about native libraries.
Although it is not updated, not open source, and not for commercial usage, one might want to check out D* from Microsoft Research. It's a very cool symbolic math library, especially for doing derivatives, but really it's a little matlab in the hands of a .NET programmer.
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Math.NET。 我们在生产中使用它。
Math.NET. We're using it in production.
请参阅：http://en.wikipedia.org/wiki/List_of_numerical_libraries
http://www.alglib.net/ - 开源。 多语言图书馆。
http://www.mathdotnet.com/ - 开源。 正如其他人提到的。 dnAnalytics 在此替换为 http://numerics.mathdotnet.com/ 。
http://www.lutzroeder.com/dotnet/ - Lutz Roeder 有一个开源端口 Mapack。 LAPACK 网。
http://www.extremeoptimization.com/ - 商业。
See: http://en.wikipedia.org/wiki/List_of_numerical_libraries
http://www.alglib.net/ - Open source. Multi-language library.
http://www.mathdotnet.com/ - Open source. As mentioned by others. dnAnalytics is replaced by http://numerics.mathdotnet.com/ in this.
http://www.lutzroeder.com/dotnet/ - Lutz Roeder has a open source port Mapack.Net of LAPACK.
http://www.extremeoptimization.com/ - Commercial.
我正在使用 ILNumerics.NET
www.ilnumerics.net
非常好的支持和稳定。 不过我没有任何比较。
I am using ILNumerics.NET
www.ilnumerics.net
Very good support and stable. I don't have any comparison though.
我们评估了 nMath，对其可编程性和速度非常满意。 他们的支持人员甚至花了一个周末来找出我们发现的错误。 我们喜欢他们使用英特尔的内核数学库而不是滚动自己的数字。 [编辑添加：已在生产中使用多年]
We have evaluated nMath and were quite pleased with its programmability and speed. Their support staff even worked over a weekend to figure out a bug we found. We liked that they used Intel's Kernel Math library instead of rolling their own numerics. [Edited to add: have been using in production for years]
几周前，我发现一个新的 C# 库 FinMath 包含许多不同方法和技术的实现，包括基本线性代数，例如：
还有许多其他有用的东西，如统计、因子和聚类分析、线性和二次规划求解器等。
不幸的是，它不是免费的，但速度非常快，因为它使用 MKL 用于大多数复杂的计算，同时它作为单个库分发，支持 32 位和 64 位模式，并且不需要特殊维护即可使用，例如照顾本机库。
Few weeks ago I found a new c# library FinMath contains implementations of many various methods and techniques including basic linear algebra, such as:
And many other useful things like statistics, factor and cluster analysis, linear and quadratic programming solver and etc.
Unfortunately, it's not free, but it's extremely fast, because it uses MKL for most complex computations and at the same time it distributed as single library supports both 32bit and 64bit modes and requires no special maintenance to use, like taking care about native libraries.
您是否研究过dnAnalytics？
Have you looked into dnAnalytics?
尽管它没有更新，不是开源的，也不用于商业用途，但人们可能想看看 Microsoft Research 的 D*。 这是一个非常酷的符号数学库，特别是用于求导，但实际上它只是 .NET 程序员手中的一个小 matlab。
http://research.microsoft.com/en-us /下载/4714703d-782c-4e37-830d-0e3b7662f743
Although it is not updated, not open source, and not for commercial usage, one might want to check out D* from Microsoft Research. It's a very cool symbolic math library, especially for doing derivatives, but really it's a little matlab in the hands of a .NET programmer.
http://research.microsoft.com/en-us/downloads/4714703d-782c-4e37-830d-0e3b7662f743