Recommendation for C# Matrix Library

Question

Hello,

I need a C# library to deal with matrices. It should implement singular value decomposition, matrix inversion, etc

I've used CSML before, but this does not implement some of the features i need.

EDIT: Some of the features are:
Singular value decomposition
Matrix inversion
Trace
Determinants

thanks in advance

Answer 1

I believe that Math.NET has most of the features you mention. Yuu may want to look at it and see if it fits your needs.

You can take a look at the Iridium samples to see the syntax and example code.

Answer 2

Math.NET Numerics is very nice, if it supports the operations you want. The older Math.Net Iridium still supports more options. Also, dnAnalytics is quite nice, but no longer being developed. (It, as well as Iridium, are being merged into Math.NET Numerics.)

On the commercial side, there are some very good, robust options. The Extreme Optimization Numerical Libraries work very well. The Visual Numerics library also works very well (although with a royalty-based distribution...).