Products | CenterSpace Software | C# and .NET Math Libraries

By: Centerspace  06-Dec-2011
Keywords: Statistical Computation

The NMathTM .NET math and statistics libraries from CenterSpace Software provides numerical components for financial, engineering, and scientific applications on the .NET platform:

  • The foundational .NET math library in the NMath suite, NMath includes complex number classes, general vector and matrix classes, structured sparse matrix classes and factorizations, general sparse matrix classes and factorizations, general matrix decompositions, least squares solutions, random number generators, Fast Fourier Transforms (FFTs), numerical integration and differentiation methods, function minimization, curve fitting, root-finding, linear and nonlinear programming.

  • NMath Stats is a .NET statistics library that provides functions for statistical computation and biostatistics, including descriptive statistics, probability distributions, combinatorial functions, multiple linear regression, hypothesis testing, analysis of variance, multivariate statistics, partial least squares, and nonnegative matrix factorization.

All NMath routines are callable from any .NET language, including C#, Visual Basic.NET, and F#.

Keywords: Statistical Computation

Other products and services from Centerspace


License Agreement | CenterSpace Software

APPLICABLE LAWS: Any claim arising under or relating to this Agreement shall be governed by the internal substantive laws of the State of Oregon or federal courts located in Oregon, without regard to principles of conflict of laws. Do not copy, install, or use the "Materials" provided under this license agreement, until you have carefully read the following terms and conditions.


NMath 5.1 | CenterSpace Software

Classes for factoring structured sparse matrices, including LU factorization for banded and tridiagonal matrices, Bunch-Kaufman factorization for symmetric and Hermitian matrices, and Cholesky decomposition for symmetric and Hermitian positive definite matrices. Full-featured vector and matrix classes for four datatypes: single- and double-precision floating point numbers, and single- and double-precision complex numbers.


NMath Stats 3.4 | CenterSpace Software

Special functions, such as factorial, log factorial, binomial coefficient, log binomial, log gamma, incomplete gamma, beta, and incomplete beta. NMath Stats is a .NET statistics library containing classes for data manipulation, statistical computation, and biostatistics. Data filtering, including a moving average filter and a Savitzky-Golay smoothing filter.


Benchmarks | CenterSpace Software | C# and .NET Math Libraries

For many computations, NMath uses the IntelĀ® Math Kernel Library , which contains highly-optimized, extensively-threaded versions of the C and FORTRAN public domain computing packages known as the BLAS (Basic Linear Algebra Subroutines) and LAPACK. The data also show the negligible overhead relative to straight C or C++ involved in invoking MKL from managed .NET code. Each test was run 10 times and the average time was computed.


Professional Services | CenterSpace Software

We will work with you to design a customized training course that shortens your learning curve, teaches best practices, and provides immediate returns in increased productivity and application performance. Consulting Our developers can assist you in all phases of your numerical development projects, providing expertise and hands-on support in design, development, optimization, and deployment.


Design Philosophy | CenterSpace Software

Our goal at CenterSpace is to employ all the tools of object-oriented design to balance these sometimes opposing goals into a consistent, stepwise-discoverable framework. New users can explore the NMath framework and quickly become productive, and NMath functionality can easily be incorporated into existing projects.