What are your experiences with numerics libraries for C#, and which would you recommend?

Question

By numerics library I mean a library providing data types such as matrices, vectors, and common (numerical) linear algebra algorithms. Optionally FTT and statistical algorithms.

I'm primarily interested in ease of use, ideally getting much closer to Matlab in terms of expressiveness.

Answer 1

You can use Matlab with .net (see here for example)

(this should get you close enough of the expressiveness of matlab :p)

Answer 2

I have trialed these libraries that are built purposefully for .NET.

http://www.extremeoptimization.com/

I needed to use the Linear Solver there and it took me very little time to get my head around it.

Answer 3

I'd also check out the CenterSpace .NET numerical libraries, NMATH.

http://www.centerspace.net/

They have a statistics package, linear algebra support (LAPACK), and now are coming out with support for FFT and convolution.

-Paul