High-performance Math library for .NET /C# and Java

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+2 Q:

High-performance Math library for .NET /C# and Java

We currently have a high-performance scientific application written in C++ that makes use of Intel Math Kernel Library.

We are considering writing a benchmark application written in Java and .NET/C# to compare the performance difference. To do that, we also need a good (commercial is preferred) math library for both. Does anyone know of any math equivalent library for Java/C#?

As a sidenote: C++ has Intel TBB library to help with multithreading. Does .NET/C# and Java have something equivalent?

+3 A:

I can help with C#:

Here is another SO question that discusses various C# math libraries

And you can take a look at PLINQ for C# multithreading help.

Jake Pearson 2009-11-04 18:38:37

hey..thanks for that link. Btw..are you in a scientific community? If so, do you use C# at work? do you have any experience with any C# (high-performance) math lib?

ShaChris23 2009-11-04 18:41:38

I write a discrete event simulation application called Micro Saint Sharp. We switched from C to C# 7 years ago. The performance is great. I don't use any external math libraries. The only special math class we use is for calculating various random distributions, performance of it has never been a simulation bottleneck.

Jake Pearson 2009-11-04 19:33:06

I'm quite surprised performance of C# is on par with C. That's great to hear!

ShaChris23 2009-11-04 21:41:35

Our previous engine was written in C, but the simulation scripting engine was interpreted. Now the simulation is compiled C#, so the performance is about 1000x over the old system. I suspect carefully tuned C would beat C# for a lot of very heavy math operations.

Jake Pearson 2009-11-05 02:04:21

Yeah, I found that the differential between C# and hand-tuned SIMDified microoptimzed C for linear algebra was about 10x. But that's a special case.

Crashworks 2009-11-05 07:37:45

+2 A:

For java:

http://acs.lbl.gov/~hoschek/colt/

Hope it helps.

Hanuman 2009-11-04 18:50:05

It seems like that project has not been updated in a long time (since 2004?)

ShaChris23 2009-12-14 19:51:48

+1 A:

Lol..why didnt I think of this before?

Just use Intel MKL Math library in Java and .NET!

See the following links:

ShaChris23 2009-11-11 21:50:28

The main argument is that the resulting C# code is no longer portable to e.g. mono/linux because it is reliant on an API/DLL running outside of the CLR.

locster 2009-11-11 21:55:16

thanks for the good thoughts. I posted a question on the Intel MKL forum to see if the MKL linux version will work with the Mono implementation or not. If not, what is their plan. Thanks again.

ShaChris23 2009-11-11 22:29:12

@the-locster: Intel responded that Mono is not supported *yet*. So man..too bad.

ShaChris23 2009-11-17 02:55:36

Math.NET Numerics supports Mono

ShaChris23 2009-12-11 23:33:18

+1 A:

ALGLIB is a cross-platform numerical analysis and data processing library. And it is free - ALGLIB is distributed under a GPL license (version 2 or later). It contains:

Differential equations

Linear equations

Matrix and vector operations, Eigenvalues and eigenvectors

Numerical integration, Interpolation and fitting, Optimization

FFT, convolution, correlation

Statistics: general algorithms, Hypothesis testing

Data analysis: classification, regression, other tasks

Special functions

Mikhail 2010-06-27 14:39:30

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High-performance Math library for .NET /C# and Java

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