DnAnalytics
Encyclopedia
dnAnalytics is an open-source
numerical library for .NET written in C# and F#. It features functionality similar to BLAS
and LAPACK
.
Open source
The term open source describes practices in production and development that promote access to the end product's source materials. Some consider open source a philosophy, others consider it a pragmatic methodology...
numerical library for .NET written in C# and F#. It features functionality similar to BLAS
Basic Linear Algebra Subprograms
Basic Linear Algebra Subprograms is a de facto application programming interface standard for publishing libraries to perform basic linear algebra operations such as vector and matrix multiplication. They were first published in 1979, and are used to build larger packages such as LAPACK...
and LAPACK
LAPACK
-External links:* : a modern replacement for PLAPACK and ScaLAPACK* on Netlib.org* * * : a modern replacement for LAPACK that is MultiGPU ready* on Sourceforge.net* * optimized LAPACK for Solaris OS on SPARC/x86/x64 and Linux* * *...
.
Features
The software library provides facilities for:- Linear algebra classes with support for sparse matrices and vectors (with a F# friendly interface).
- Dense and sparse solvers.
- Probability distributions.
- Random number generation (including Mersenne Twister MT19937).
- QRQR decompositionIn linear algebra, a QR decomposition of a matrix is a decomposition of a matrix A into a product A=QR of an orthogonal matrix Q and an upper triangular matrix R...
, LULU decompositionIn linear algebra, LU decomposition is a matrix decomposition which writes a matrix as the product of a lower triangular matrix and an upper triangular matrix. The product sometimes includes a permutation matrix as well. This decomposition is used in numerical analysis to solve systems of linear...
, SVDSingular value decompositionIn linear algebra, the singular value decomposition is a factorization of a real or complex matrix, with many useful applications in signal processing and statistics....
, and Cholesky decompositionCholesky decompositionIn linear algebra, the Cholesky decomposition or Cholesky triangle is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose. It was discovered by André-Louis Cholesky for real matrices...
classes. - Matrix IO classes that read and write matrices from/to Matlab, Matrix Market, and delimited files.
- Complex and “special” math routines.
- Descriptive Statistics, Histogram, and Pearson Correlation CoefficientPearson product-moment correlation coefficientIn statistics, the Pearson product-moment correlation coefficient is a measure of the correlation between two variables X and Y, giving a value between +1 and −1 inclusive...
. - Overload mathematical operators to simplify complex expressions.
- Visual Studio visual debuggers for matrices and vectors
- Runs under Microsoft Windows and platforms that support Mono.
- Optional support for Intel Math Kernel Library (Microsoft Windows and Linux)
External links
- dnAnalytics homepage