The Extreme Optimization Numerical Libraries for .NET contains an extensive set of classes for vector and
matrix calculations. Classes are provided for real and complex matrices. Many specialized matrix and vector types are
provided, including sparse vectors and matrices.
The code uses the Basic Linear Algebra Subroutines (BLAS) at its core. Two implementations are provided. One is
written in 100% managed code, and is suitable for smaller problems and in situations where portability is of the
essence. The second implementation is a hand-optimized native implementation based on Intel's Math Kernel Library.
This implementation is suitable for large problems where performance is crucial.
The classes in the Vector and Matrix Library of the Extreme Optimization Numerical Libraries for .NET are
organized in a consistent namespace hierarchy rooted in the Extreme.Mathematics.LinearAlgebra namespace. The structure of the
namespaces is as follows: