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Our customers

This is a partial list of companies who are using our libraries:

ABB Robotics
Allstate
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

New Version 7.0!

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Get from Nuget

Extreme Optimization Numerical Libraries for .NET

What's New in Version 7.0

.NET Core and .NET Standard support

  • Support for .NET Core 1.1 and 2.1.
  • Support for .NET Standard 1.3 and 2.0.
  • Support for .NET Framework 3.5, 4.0, 4.72 and later.
  • All packages are available on the Nuget Gallery.

Linear algebra

Major enhancements

  • Broadcasting vectors in matrix operations.
  • Enable Conditional Numerical Reproducibility option for native libraries.
  • Upgraded native libraries to Intel® Math Kernel Library version 2019 Update 0.
  • Upgraded managed linear algebra library to LAPACK 3.7.0.
  • Improved range and accuracy of matrix exponential.
  • Vector Map methods that include index as delegate argument.

New matrix decompositions

Performance improvements

  • Improve performance for level 2 managed sparse BLAS.
  • Improve performance for various vector operations.
  • The threshold for parallel execution of vector maps can now be configured.

Mathematics

General improvements

  • The generic Operations<T> class has been optimized to eliminate nearly all overhead for the most frequently used operations on the most common argument types.
  • ParallelOptions is now exposed for all algorithms to enable cancellation and other scenarios.
  • Combinatorial iterators to enumerate all combinations, permutations, and Cartesian products of sets of items.
  • New overloads for numerical integration methods that take Interval objects to specify bounds.
  • Inverse hyperbolic functions for decimal and quad precision numbers.

Optimization

  • The NonlinearProgram class has a new constructor that accepts variable names.
  • Symbolic constraints that are linear in the variables are now recognized as such.
  • The Nonlinear Program solver can now recover when it encounters an infeasible subproblem.
  • Up to 30% improvement in the performance of the Linear Program solver
  • Limited Memory BFGS Optimizer.
  • LeastSquaresOptimizer base class for nonlinear least squares algorithms.
  • Trust Region Reflexive algorithm for nonlinear least squares.
  • Trust Region Reflexive algorithm option in nonlinear curve fitting.
  • Improved documentation for nonlinear least squares algorithms.

Special functions

Statistics and data analysis

Data access library

  • Data Access Library providing a unified API for reading and writing data frames, matrices, and vectors.
  • Reading and writing R's .rda/.rdata and .rds files.
  • JSON serialization.
  • Other supported formats include: delimited text (CSV, TSV...), fixed-width text, Matrix Market, Matlab®, stata®

Statistical models

Hypothesis tests

Data analysis