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135

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2

As far as I known, there are are numpy and scipy for python.

Are there similar libs for F#?

Thanks.

+4  A: 

There are good commercial math libraries in .Net (you can use google to find them).

For free ones, Math.Net is the best available. However, its development has been paused for a long time.

Anyway, the .Net libraries usually have C# friendly interface. You need to do a wrapper in F# to use them conveniently.

I use F# Math Providers, which is a PInovke wrapper to LAPACK. You can use either the free netlib lapack implementation or INTEL MKL. The inner part of this wrapper is analyzed here.

For more reference, I have written an F# matrix series in my blog.

Yin Zhu
A: 

Possibly check out

http://mathnetnumerics.codeplex.com/

Brian