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Extreme Optimization User's Guide

User's Guide

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Overview

The Extreme Optimization Numerical Libraries for .NET is a solid foundation for your numerical computing needs on the .NET platform. It implements a broad set of algorithms, covering a wide range of numerical techniques, including: linear algebra, numerical integration and differentiation, solving equations, complex numbers.

The classes in the Mathematics Library of the Extreme Optimization Numerical Library for .NET and the relationships between them match our every-day concepts.

The Mathematics Library contains classes for a wide range of mathematical techniques. Vector and matrix classes are described in the Vector and Matrix Library User's Guide.

The classes are organized in a consistent namespace hierarchy as follows:

Namespace Description
Extreme.Mathematics Contains fundamental classes and base classes that define commonly-used mathematical data types, exception types, and delegates.
Extreme.Mathematics.Calculus Contains classes for the numerical integration and differentiation of functions.
Extreme.Mathematics.Curves Contains classes for working with points, lines and curves, including polynomials and Chebyshev approximations. Techniques include curve fitting and interpolation.
Extreme.Mathematics.EquationSolvers Contains classes that implement various root finding algorithms.
Extreme.Mathematics.LinearAlgebra Contains classes for working with vectors and matrices and matrix decompositions, and for solving systems of simultaneous linear equations and least squares problems.
Extreme.Mathematics.SpecialFunctions Contains classes and methods for evaluating various special mathematical functions, including Airy, Bessel and Gamma related functions, exponential integrals, and combinatorial functions..

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"The Extreme Optimization Statistics Library for .NET is a major boon for those doing statistical work in .NET. I strongly recommend this product."
- Marc Brooks

"I have made it my mission to institutionalize the value of good API design.  I strongly believe that this is key to making developers more productive and happy on our platform. It is clear that you value good API design in your work, and take to heart developer productivity and synergy with the .NET framework."
- Brad Abrams,
Lead Program Manager, Microsoft.

This is a partial list of companies who are using our libraries:
ABB Robotics
Allstate
Applied Materials
Arcam
Astra Schedule
Babson College
Canadian Council on Learning
Canyon Associates
Caxton Associates
CECity
Constellation Energy
CreditSights
DeepOcean
Duke University
Dynamotive
Elecsoft
Engelhard Corporation
Epcor
Equipoise Software
Galileo International
GAM UK
Gammex
GlaxoSmithKline
Global Matrix
The Hartford
Infinera Corporation
Intel
JDS Uniphase
LaBranche & Co.
Learning & Skills Council
Jacobs Consultancy
Litman Gregory
Lucas Systems
Malvern Instruments
Medrio
Merck & Co.
Mintera.
Monitor Software
MorningStar
NanoString Technologies
Paletta Invent
Parametric Portfolio Associates
Prosanos
RATA Associates
RiskShield
Ramboll
Standard & Poor's
Strategic Analysis Corporation
Univ. of Alicante
Univ. of South Carolina
vielife
Xerox
US Army