| Free 60-day Trial |
|
Try it for free with our fully functional
60-day trial version.
Download now!
|
| Testimonials |
|
"The de facto-standard library for linear algebra on the .NET platform is the Extreme Optimization Library."
- Jon Harrop, author, F# for Scientists
"I have yet to see another package that offers the depth of statistical analysis that Extreme Optimization does,
and I must say that I'm impressed with the level of service I've experienced."
- Henry Oh, RBC Capital Markets
"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.
More testimonials
|
Extreme Optimization Numerical Libraries for .NET
What's New
Below is a non-exhaustive list of the major features that were added in recent upgrades.
Smaller improvements and additions are not in this list.
New in version 3.6 (February, 2010)
- Single-preicision vector and matrix library
- Non-negative Matrix Factorization (NMF)
- Non-negative Least Squares (NNLS)
- Numerical integration in 3 or more dimensions
New in version 3.5 (October 2009)
- Full .NET 3.5 Support. Including samples and projects for
Visual Studio 2008.
- Ordinary Differential Equations. Integrate stiff and non-stiff
systems of Ordinary Differential Equations (ODE's) using our state-of-the art
algorithms.
- Improved Curve Fitting. We made our algorithms more robust, and added
new features, including confidence and prediction bounds.
- Time Series Models. Exponential smoothing and ARIMA
(Auto-Regressive Integrated Moving Average) models.
New in version 3.1:
- Arbitrary precision numbers. BigInteger, BigRational, BigFloat.
- Generic Arithmetic Framework. Write algorithms that can use any
numeric type.
- Generic Linear Algebra. A complete generic vector and matrix
library.
- 2D Numerical Integration.
- Generalized Linear Models. Poisson regression, probit regression and
other variants.
New in version 3.0:
- 2D Fast Fourier Transforms. Compute 2-dimensional FFT's using managed
or native code.
- Multivariate Statistical Analysis. Principal Component Analysis
(PCA), K-means Clustering, Hierarchical Clustering.
- Multivariate Probability Distributions. Multivariate normal and
Dirichlet distributions.
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.
Copyright © 2003-2010, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.