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  • What's New in Version 4.2
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  • What's New in Version 4.0
• What's New in Version 4.0

Extreme Optimization Numerical Libraries for .NET

What's New in Version 4.0

General features

Full .NET 4.0 Support. Including samples and projects for Visual Studio 2010.

Full F# 2.0 Support. Including more than 50 new samples.

Multi-Core Ready. Many algorithms have been parallelized using the .NET Task Parallel Library.

Math Library

• Many algorithms have been parallelized.
• New FunctionMath class that contains static extension methods for solving equations, optimization, numerical integration and differentiation of functions encapsulated as delegates.
• Iterative algorithms have been streamlined.
• Vastly improved performance of linear program solver by several orders of magnitude.
• Implemented Parse/TryParse and decimal conversions on BigFloat.
• Performance improvements of up to 6x for BigInteger and BigFloat.
• We've added the most common window functions used in signal processing.
• New elementary functions: Clip (reduce to interval), fast IsNaN and IsFinite (up to 50x faster on some architectures), Sqrt1pxm1 (accurate square root of numbers close to 1).
• New special functions: Dawson's integral, elliptic integrals, Fresnel functions, hypergeometric functions, Riemann zeta function.

Vector and Matrix Library

• The pure .NET linear algebra kernel has been parallelized.
• The Vector and Matrix classes contain methods in System.Math and some elementary functions applied to vectors and matrices, respectively.
• Fill-reducing column ordering for sparse LU and Cholesky decompositions.
• Vectors and the rows or columns of matrices can be sorted.
• Min, Max, AbsoluteMin and AbsoluteMax methods have an overload that adds an out parameter for the index of the extreme value.
• Improved performance of some managed level 2 and level 3 BLAS routines by up to 50%.
• New ComposedComplexVector and ComposedComplexMatrix classes to efficiently represent vectors and matrices whose real and imaginary components are stored in real vectors and matrices.

Statistics Library

• The computation phase of several statistical models has been parallelized.
• Continuous distributions have new members: Support and GetExpectationValue.