Extreme Optimization

New! Version 3.0

2D Fast Fourier Transforms (FFT's) Principal Component Analysis (PCA) Hierarchical and K-means clustering Multivariate probability distributions Download a fully functional 60-day trial version.

Lang.NET Presentation

In January, our Chief Software Architect joined Anders Hejlsberg, Paul Vick and others as a speaker at this year's Lang.NET Symposium on the Microsoft Campus. The topic was Numerical Computing with the CLR: How to make .NET a great platform for technical computing. You can download the slides or watch the video of the presentation.

News

April 29, 2008 Version 3.0 of the Extreme Optimization Numerical Libraries for .NET Professional has been released. This release adds support for 2-dimensional FFT's and multivariate analysis techniques, including cluster analysis and principal component analysis (PCA). February 22, 2008 The slides and video of our presentation at the Microsoft Lang.NET symposium are now online. September 23, 2007 Version 2.2 of the Extreme Optimization Numerical Libraries for .NET Professional has been released. New features include native 32 and 64 bit matrix and FFT kernels and constrained curve fitting. Download the 60-day evaluation version. April 16, 2007 Version 2.1 of the Extreme Optimization Numerical Libraries for .NET Professional has been released. New features include a sparse matrix library, a linear program solver, and Fast Fourier Transforms (FFT's). Download the 60-day evaluation version. December 8, 2006 The .NET 1.1/Visual Studio 2003 edition of version 2.0 of the Extreme Optimization Numerical Libraries for .NET Professional has been released. Download the 60-day evaluation version. October 10, 2006 Version 2.0 of the Extreme Optimization Numerical Libraries for .NET Professional has been released. Download the 60-day evaluation version. April 4, 2006 Version 1.1 of the Extreme Optimization Statistics Library for .NET has been released. Download the 60-day evaluation version. March 3, 2006 Version 1.3 of the Extreme Optimization Mathematics Library for .NET has been released. Download the 60-day evaluation version. January 23, 2006 Version 1.2 of the Extreme Optimization Mathematics Library for .NET has been released. Download the 60-day evaluation version. September 26, 2005 The Extreme Optimization Statistics Library for .NET has been released. Download the 60-day evaluation version. August 23, 2005 The beta version of the Extreme Optimization Statistics Library for .NET has been released. Download it now! June 22, 2005 Version 1.1 of the Extreme Optimization Mathematics Library for .NET has been released. Read what's new and download the 60-day evaluation version. April 15, 2005 A new article, Floating-Point in .NET Part 1: Concepts and Formats is now available from the Resources section. February 28, 2005 Extreme Optimization Mathematics Library for .NET is released. Download a 60-day trial version now! January 25, 2005 The Extreme Optimization Mathematics Library for .NET is the featured tool on Microsoft's C# Programming website.

Build financial, engineering and scientific applications faster

Extreme Optimization Numerical Libraries for .NET adds multivariate statistical analysis

The Extreme Optimization Numerical Libraries for .NET are a collection of general-purpose mathematical and statistical classes built for the Microsoft .NET framework.

The new Version 3.0 adds support for multivariate analysis techniques like cluster analysis and principal component analysis (PCA), multivariate probability distributions, two-dimensional Fast Fourier Transforms (FFT's), and various smaller improvements.

The Extreme Optimization Numerical Libraries for .NET is the first complete platform for technical and statistical computing built on and for the Microsoft .NET platform version 2.0 and later.  It combines a math library, a vector and matrix library, and a statistics library in one convenient package. A .NET 1.1 version is also available.

At a glance:

Mathematics

• Basic math: Complex numbers, solving equations in one or more variables, numerical integration, numerical differentiation, 'special functions'.
• Curve fitting: Linear and nonlinear curve fitting, cubic splines, polynomials, orthogonal polynomials.
• Optimization: State of the art algorithms for finding the minimum or maximum of a function in one or more variables, linear programming.
• Fast Fourier Transforms: 1D and 2D FFT's using 100% managed or fast native code (32 and 64 bit)

Vector and Matrix Library

• Real and complex vectors and matrices.
• Structured matrix types: including triangular, symmetrical and band matrices.
• Sparse matrices.
• Matrix factorizations: LU decomposition, QR decomposition, singular value decomposition, Cholesky decomposition, eigenvalue decomposition.
• Portability and performance: Calculations can be done in 100% managed code, or in hand-optimized processor-specific native code (32 and 64 bit).

Statistics

• Data manipulation: Sort and filter data, process missing values, remove outliers, etc. Supports .NET data binding.
• Statistical Models: Simple, multiple, nonlinear and logistic regression. One and two-way ANOVA.
• Hypothesis Tests: 12 14 hypothesis tests, including the z-test, t-test, F-test, runs test, and more advanced tests, such as the Anderson-Darling test for normality, one and two-sample Kolmogorov-Smirnov test, and Levene's test for homogeneity of variances.
• Multivariate Statistics: K-means cluster analysis, hierarchical cluster analysis, principal component analysis (PCA), multivariate probability distributions.
• Statistical Distributions: 25 29 continuous and discrete statistical distributions, including uniform, Poisson, normal, lognormal, Weibull and Gumbel (extreme value) distributions.
• Random numbers: Random variates from any distribution, 4 high-quality random number generators, low discrepancy sequences, shufflers.

General features

• Broad base of algorithms covering a wide range of numerical techniques, including: linear algebra (BLAS and LAPACK routines), numerical integration and differentiation, solving equations, complex numbers, and more.
• Intuitive object model. The classes in the Extreme Optimization Numerical Libraries for .NET and the relationships between them match our every-day concepts.
• Ground-breaking usability for numerical software development. The math itself is hard enough.
• Great performance. We implemented the best algorithms available today to provide you with a robust, fast toolset.

Whether you develop applications in C#, Visual Basic .NET, Managed C++, or any of the other .NET Framework languages, the Extreme Optimization Numerical Libraries for .NET provides the reliable foundation and the building blocks developers need.

New in version 2.1:

• Sparse Matrix Library. Efficiently calculate with huge, sparse matrices.
• Linear Programming. Our dense LP solver is second to none.
• Fast Fourier Transforms. Compute 1-dimensional FFT's using managed or native code.

New in version 2.0:

• Matrix Debugger Visualizer. Inspect the elements of a matrix at debug time in table form. (screen shot)
• Generic interfaces. For example, all collection classes support the appropriate IList<T> interface.
• New structured matrix types. Perform calculations on band matrices and diagonal matrices more efficiently.
• Sort and filter data. New methods give you complete control of which observations are included in your statistical calculations.
• Logistic Regression. Predict binary outcomes in terms of one or more variables.
• Nonlinear Regression. An extension of our nonlinear curve fitting classes that gives you full access to the statistical properties of your model.

A fully functional 60 day trial version is now available. Download it here, or order today.

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