Nuget packages

Nuget packages for the Extreme Optimization Numerical Libraries for .NET are available in the NuGet Gallery. This document lists the available packages.

The main package is called

Extreme.Numerics

The main library only handles calculations with double-precision real and complex numbers. The classes that work with single-precision numbers are contained in a separate package,

Extreme.Numerics.SinglePrecision

To work with arbitrary numerical types, including quad-precision and arbitrary precision numbers requires the

Extreme.Numerics.Generic

• Extreme.Numerics - main package.

• Extreme.Numerics.SinglePrecision - single-precision linear algebra and FFT's.

• Extreme.Numerics.Generic - generic linear algebra.

Classes used for loading and saving objects to and from files are contained in the

Extreme.Data

Extreme.Data.Json

Newtonsoft.Json

• Extreme.Data - text files (including CSV), R, stata, Matlab...

• Extreme.Data.Json - JSON serialization.

For better performance, optimized native linear algebra and FFT libraries based on Intel®'s Math Kernel Library may be used. These come in two variants depending on the interop method: native interop and P/Invoke.

There are separate packages for single and double precision. Each package contains libraries for both x86 and x64 platforms.

Mixed-mode packages

Mixed-mode assemblies are the preferred choice when using the original .NET Framework. These assemblies were created using C++/CLI and use native interop to call into the native code. This allows the native code to be called with minimal overhead. Unfortunately, this option is not available in environments that do not support mixed mode assemblies, such as .NET Core or Linux.

There are two versions of these packages, one for .NET Framework version 3.5, and one for .NET Framework version 4.0 and later.

In addition, there are versions that use the parallel and the sequential threading library of the Intel® Math Kernel Libraries. The parallel variant uses OpenMP to parallellize the calculation. The sequential library does not, and can be called safely from multiple threads.

• Extreme.Numerics.Mkl.net35 - mixed-mode MKL provider for .NET Framework 3.5.

• Extreme.Numerics.Mkl.net40 - mixed-mode MKL provider for .NET Framework 4.0 and later.

• Extreme.Numerics.Mkl.net35.SinglePrecision - single-precision mixed-mode MKL provider for .NET Framework 3.5.

• Extreme.Numerics.Mkl.net40.SinglePrecision - single-precision mixed-mode MKL provider for .NET Framework 4.0 and later.

P/Invoke based interop packages

While the native interop used by mixed-mode assemblies has the best possible performance, the drawback is that it is available only on the classic .NET Framework on Windows and not on more recent platforms like .NET Core, or on Linux. The P/Invoke based native libraries address this limitation.

There are separate packages for single or double precision operations, and for Windows or Linux.

• Extreme.Numerics.Mkl.Windows - P/Invoke based MKL provider for Windows.

• Extreme.Numerics.Mkl.Linux - P/Invoke based MKL provider for Linux.

• Extreme.Numerics.Mkl.SinglePrecision.Windows - single-precision P/Invoke based MKL provider for Windows.

• Extreme.Numerics.Mkl.SinglePrecision.Linux - single-precision P/Invoke based MKL provider for Linux.

CUDA support

A separate package provides support for GPU computing based on NVIDIA® CUDA. This package is only available as a mixed-mode assembly for x64:

• Extreme.Numerics.Cuda.net40 - mixed-mode CUDA provider for .NET 4.0 and later (64 bit only).

These packages provide additional features that are specific to programming languages. There is a package for F# and one for IronPython.

• Extreme.Numerics.FSharp - support for F#.

• Extreme.Numerics.IronPython - support for IronPython.

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