

free

an open source numerical library  includes special functions, linear algebra, probability models, random numbers, interpolation, integral transforms.


in addition to a purely managed implementation will also support native hardware optimization.

constants & special functions

complex type support

real and complex, dense and sparse linear algebra (with LU, QR, eigenvalues, ... decompositions)

nonuniform probability distributions, multivariate distributions, sample generation

alternative uniform random number generators

descriptive statistics, including order statistics

various interpolation methods, including barycentric approaches and splines

numerical function integration (quadrature) routines

integral transforms, like fourier transform (FFT) with arbitrary lengths support, and hartley

spectralspace aware sequence manipulation (signal processing)

combinatorics, polynomials, quaternions, basic number theory.

parallelized where appropriate, to leverage multicore and multiprocessor systems

fully managed or (if available) using native libraries (Intel MKL, ACMS, CUDA, FFTW)

provides a native facade for F# developers