Extreme Optimization Numerical Libraries for .NET

What's New in Version 5.1

Math library

• Support for quadruple precision numbers with up to 34 digits, including our full vector and matrix library. Real and complex numbers are supported.
• Smoothing cubic splines, monotonicity preserving splines.
• Nonlinear curve fitting for arbitrary domains, including surface fitting.
• Improved Quadratic Programming solver.

Vector and Matrix Library

• GPU computing: offload computations to the GPU.
• Data is kept on the GPU as long as possible for optimal performance.
• Row and column labels for vectors and matrices.
• Automatic alignment on labels.
• Grouping and aggregation on vectors and matrices.
• Optimized elementary functions on vectors and matrices.
• Reshaping operations on vectors and matrices.
• Support for F# 3.1 indexing and slicing.

Data Frame Library

• Data frame class supporting advanced data manipulation.
• Simple and multi-level indexes.
• Pivot tables, stacking, unstacking of data frames.
• Joins and merges, join to nearest.
• Advanced grouping and aggregation.
• Supports LINQ queries.
• Integrated with statistical models.

Statistics Library

• GARCH models (Generalized AutoRegressive Conditional Heteroskedasticity).
• Regularized linear regression models: Ridge regression, LASSO and elastic net.
• Cumulative multivariate normal distribution.
• Hyperbolic and Inverse Gaussian distribution.
• Generic truncated distributions.
• Post hoc tests for one-way ANOVA: Tukey, Tukey-Kramer, Scheffé, Fisher-Hayter
• Ljung-Box test for autoregression.